ECBOT 30 Year Treasury Bond Future September 2018


Trading Metrics calculated at close of trading on 05-Jun-2018
Day Change Summary
Previous Current
04-Jun-2018 05-Jun-2018 Change Change % Previous Week
Open 143-27 143-05 -0-22 -0.5% 142-29
High 143-31 143-28 -0-03 -0.1% 145-28
Low 143-01 143-04 0-03 0.1% 142-14
Close 143-08 143-15 0-07 0.2% 143-30
Range 0-30 0-24 -0-06 -20.0% 3-14
ATR 1-07 1-06 -0-01 -2.7% 0-00
Volume 261,456 289,072 27,616 10.6% 1,888,307
Daily Pivots for day following 05-Jun-2018
Classic Woodie Camarilla DeMark
R4 145-24 145-11 143-28
R3 145-00 144-19 143-22
R2 144-08 144-08 143-19
R1 143-27 143-27 143-17 144-02
PP 143-16 143-16 143-16 143-19
S1 143-03 143-03 143-13 143-10
S2 142-24 142-24 143-11
S3 142-00 142-11 143-08
S4 141-08 141-19 143-02
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
5 145-28 143-01 2-27 2.0% 1-08 0.9% 15% False False 367,405
10 145-28 140-07 5-21 3.9% 1-12 1.0% 57% False False 326,037
20 145-28 139-11 6-17 4.6% 1-04 0.8% 63% False False 166,706
40 146-00 139-11 6-21 4.6% 1-00 0.7% 62% False False 83,995
60 146-05 139-11 6-26 4.7% 0-27 0.6% 61% False False 56,004
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-07
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 147-02
2.618 145-27
1.618 145-03
1.000 144-20
0.618 144-11
HIGH 143-28
0.618 143-19
0.500 143-16
0.382 143-13
LOW 143-04
0.618 142-21
1.000 142-12
1.618 141-29
2.618 141-05
4.250 139-30
Fisher Pivots for day following 05-Jun-2018
Pivot 1 day 3 day
R1 143-16 143-26
PP 143-16 143-22
S1 143-15 143-19

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

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