ECBOT 30 Year Treasury Bond Future September 2018


Trading Metrics calculated at close of trading on 13-Jun-2018
Day Change Summary
Previous Current
12-Jun-2018 13-Jun-2018 Change Change % Previous Week
Open 142-27 142-27 0-00 0.0% 143-27
High 143-00 143-04 0-04 0.1% 144-06
Low 142-12 142-02 -0-10 -0.2% 142-01
Close 142-29 142-19 -0-10 -0.2% 143-06
Range 0-20 1-02 0-14 70.0% 2-05
ATR 1-05 1-05 0-00 -0.5% 0-00
Volume 279,209 295,139 15,930 5.7% 1,577,495
Daily Pivots for day following 13-Jun-2018
Classic Woodie Camarilla DeMark
R4 145-25 145-08 143-06
R3 144-23 144-06 142-28
R2 143-21 143-21 142-25
R1 143-04 143-04 142-22 142-28
PP 142-19 142-19 142-19 142-15
S1 142-02 142-02 142-16 141-26
S2 141-17 141-17 142-13
S3 140-15 141-00 142-10
S4 139-13 139-30 142-00
Weekly Pivots for week ending 08-Jun-2018
Classic Woodie Camarilla DeMark
R4 149-19 148-18 144-12
R3 147-14 146-13 143-25
R2 145-09 145-09 143-19
R1 144-08 144-08 143-12 143-22
PP 143-04 143-04 143-04 142-28
S1 142-03 142-03 143-00 141-17
S2 140-31 140-31 142-25
S3 138-26 139-30 142-19
S4 136-21 137-25 142-00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144-06 142-01 2-05 1.5% 1-03 0.8% 26% False False 303,418
10 145-06 142-01 3-05 2.2% 1-02 0.7% 18% False False 327,471
20 145-28 139-11 6-17 4.6% 1-06 0.8% 50% False False 257,155
40 145-28 139-11 6-17 4.6% 1-01 0.7% 50% False False 129,477
60 146-05 139-11 6-26 4.8% 0-31 0.7% 48% False False 86,404
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 147-20
2.618 145-29
1.618 144-27
1.000 144-06
0.618 143-25
HIGH 143-04
0.618 142-23
0.500 142-19
0.382 142-15
LOW 142-02
0.618 141-13
1.000 141-00
1.618 140-11
2.618 139-09
4.250 137-18
Fisher Pivots for day following 13-Jun-2018
Pivot 1 day 3 day
R1 142-19 142-20
PP 142-19 142-20
S1 142-19 142-19

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

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