ECBOT 30 Year Treasury Bond Future September 2018


Trading Metrics calculated at close of trading on 15-Jun-2018
Day Change Summary
Previous Current
14-Jun-2018 15-Jun-2018 Change Change % Previous Week
Open 142-27 143-13 0-18 0.4% 143-04
High 143-20 144-10 0-22 0.5% 144-10
Low 142-25 143-12 0-19 0.4% 142-02
Close 143-09 143-21 0-12 0.3% 143-21
Range 0-27 0-30 0-03 11.1% 2-08
ATR 1-04 1-04 0-00 -0.6% 0-00
Volume 324,885 304,240 -20,645 -6.4% 1,426,192
Daily Pivots for day following 15-Jun-2018
Classic Woodie Camarilla DeMark
R4 146-19 146-02 144-06
R3 145-21 145-04 143-29
R2 144-23 144-23 143-27
R1 144-06 144-06 143-24 144-15
PP 143-25 143-25 143-25 143-29
S1 143-08 143-08 143-18 143-17
S2 142-27 142-27 143-16
S3 141-29 142-10 143-13
S4 140-31 141-12 143-05
Weekly Pivots for week ending 15-Jun-2018
Classic Woodie Camarilla DeMark
R4 150-03 149-04 144-29
R3 147-27 146-28 144-09
R2 145-19 145-19 144-02
R1 144-20 144-20 143-28 145-04
PP 143-11 143-11 143-11 143-19
S1 142-12 142-12 143-14 142-28
S2 141-03 141-03 143-08
S3 138-27 140-04 143-01
S4 136-19 137-28 142-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144-10 142-02 2-08 1.6% 0-26 0.6% 71% True False 285,238
10 144-10 142-01 2-09 1.6% 1-00 0.7% 71% True False 300,368
20 145-28 139-11 6-17 4.5% 1-06 0.8% 66% False False 287,938
40 145-28 139-11 6-17 4.5% 1-00 0.7% 66% False False 145,096
60 146-05 139-11 6-26 4.7% 0-31 0.7% 63% False False 96,889
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 148-10
2.618 146-25
1.618 145-27
1.000 145-08
0.618 144-29
HIGH 144-10
0.618 143-31
0.500 143-27
0.382 143-23
LOW 143-12
0.618 142-25
1.000 142-14
1.618 141-27
2.618 140-29
4.250 139-12
Fisher Pivots for day following 15-Jun-2018
Pivot 1 day 3 day
R1 143-27 143-16
PP 143-25 143-11
S1 143-23 143-06

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

View Archives - Comment on this page... - Back to Index of Symbols