ECBOT 30 Year Treasury Bond Future September 2018


Trading Metrics calculated at close of trading on 01-Jun-2018
Day Change Summary
Previous Current
31-May-2018 01-Jun-2018 Change Change % Previous Week
Open 144-11 144-17 0-06 0.1% 142-29
High 145-06 144-19 -0-19 -0.4% 145-28
Low 143-30 143-14 -0-16 -0.3% 142-14
Close 145-04 143-30 -1-06 -0.8% 143-30
Range 1-08 1-05 -0-03 -7.5% 3-14
ATR 1-06 1-07 0-01 3.0% 0-00
Volume 527,437 372,719 -154,718 -29.3% 1,888,307
Daily Pivots for day following 01-Jun-2018
Classic Woodie Camarilla DeMark
R4 147-15 146-27 144-18
R3 146-10 145-22 144-08
R2 145-05 145-05 144-05
R1 144-17 144-17 144-01 144-09
PP 144-00 144-00 144-00 143-27
S1 143-12 143-12 143-27 143-03
S2 142-27 142-27 143-23
S3 141-22 142-07 143-20
S4 140-17 141-02 143-10
Weekly Pivots for week ending 01-Jun-2018
Classic Woodie Camarilla DeMark
R4 154-13 152-19 145-26
R3 150-31 149-05 144-28
R2 147-17 147-17 144-18
R1 145-23 145-23 144-08 146-20
PP 144-03 144-03 144-03 144-17
S1 142-09 142-09 143-20 143-06
S2 140-21 140-21 143-10
S3 137-07 138-27 143-00
S4 133-25 135-13 142-02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145-28 141-24 4-04 2.9% 1-27 1.3% 53% False False 436,790
10 145-28 139-11 6-17 4.5% 1-13 1.0% 70% False False 275,508
20 145-28 139-11 6-17 4.5% 1-03 0.8% 70% False False 139,518
40 146-00 139-11 6-21 4.6% 1-00 0.7% 69% False False 70,238
60 146-05 139-11 6-26 4.7% 0-27 0.6% 67% False False 46,828
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 149-16
2.618 147-20
1.618 146-15
1.000 145-24
0.618 145-10
HIGH 144-19
0.618 144-05
0.500 144-01
0.382 143-28
LOW 143-14
0.618 142-23
1.000 142-09
1.618 141-18
2.618 140-13
4.250 138-17
Fisher Pivots for day following 01-Jun-2018
Pivot 1 day 3 day
R1 144-01 144-21
PP 144-00 144-13
S1 143-31 144-06

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

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