ECBOT 30 Year Treasury Bond Future September 2018


Trading Metrics calculated at close of trading on 31-May-2018
Day Change Summary
Previous Current
30-May-2018 31-May-2018 Change Change % Previous Week
Open 145-20 144-11 -1-09 -0.9% 140-10
High 145-28 145-06 -0-22 -0.5% 143-04
Low 143-22 143-30 0-08 0.2% 139-31
Close 144-19 145-04 0-17 0.4% 142-27
Range 2-06 1-08 -0-30 -42.9% 3-05
ATR 1-06 1-06 0-00 0.4% 0-00
Volume 386,341 527,437 141,096 36.5% 861,004
Daily Pivots for day following 31-May-2018
Classic Woodie Camarilla DeMark
R4 148-16 148-02 145-26
R3 147-08 146-26 145-15
R2 146-00 146-00 145-11
R1 145-18 145-18 145-08 145-25
PP 144-24 144-24 144-24 144-28
S1 144-10 144-10 145-00 144-17
S2 143-16 143-16 144-29
S3 142-08 143-02 144-25
S4 141-00 141-26 144-14
Weekly Pivots for week ending 25-May-2018
Classic Woodie Camarilla DeMark
R4 151-14 150-10 144-19
R3 148-09 147-05 143-23
R2 145-04 145-04 143-14
R1 144-00 144-00 143-04 144-18
PP 141-31 141-31 141-31 142-09
S1 140-27 140-27 142-18 141-13
S2 138-26 138-26 142-08
S3 135-21 137-22 141-31
S4 132-16 134-17 141-03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145-28 141-06 4-22 3.2% 1-27 1.3% 84% False False 420,162
10 145-28 139-11 6-17 4.5% 1-11 0.9% 89% False False 238,920
20 145-28 139-11 6-17 4.5% 1-03 0.8% 89% False False 120,917
40 146-00 139-11 6-21 4.6% 0-31 0.7% 87% False False 60,921
60 146-05 139-11 6-26 4.7% 0-26 0.6% 85% False False 40,616
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 150-16
2.618 148-15
1.618 147-07
1.000 146-14
0.618 145-31
HIGH 145-06
0.618 144-23
0.500 144-18
0.382 144-13
LOW 143-30
0.618 143-05
1.000 142-22
1.618 141-29
2.618 140-21
4.250 138-20
Fisher Pivots for day following 31-May-2018
Pivot 1 day 3 day
R1 144-30 144-26
PP 144-24 144-15
S1 144-18 144-05

These figures are updated between 7pm and 10pm EST after a trading day.

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