ECBOT 30 Year Treasury Bond Future September 2018


Trading Metrics calculated at close of trading on 18-Jun-2018
Day Change Summary
Previous Current
15-Jun-2018 18-Jun-2018 Change Change % Previous Week
Open 143-13 143-22 0-09 0.2% 143-04
High 144-10 144-03 -0-07 -0.2% 144-10
Low 143-12 143-14 0-02 0.0% 142-02
Close 143-21 143-18 -0-03 -0.1% 143-21
Range 0-30 0-21 -0-09 -30.0% 2-08
ATR 1-04 1-03 -0-01 -3.0% 0-00
Volume 304,240 189,081 -115,159 -37.9% 1,426,192
Daily Pivots for day following 18-Jun-2018
Classic Woodie Camarilla DeMark
R4 145-21 145-09 143-30
R3 145-00 144-20 143-24
R2 144-11 144-11 143-22
R1 143-31 143-31 143-20 143-27
PP 143-22 143-22 143-22 143-20
S1 143-10 143-10 143-16 143-05
S2 143-01 143-01 143-14
S3 142-12 142-21 143-12
S4 141-23 142-00 143-06
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% 67% False False 278,510
10 144-10 142-01 2-09 1.6% 0-31 0.7% 67% False False 293,131
20 145-28 139-31 5-29 4.1% 1-06 0.8% 61% False False 297,103
40 145-28 139-11 6-17 4.5% 1-00 0.7% 65% False False 149,808
60 146-05 139-11 6-26 4.7% 0-31 0.7% 62% False False 100,041
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 0-06
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 146-28
2.618 145-26
1.618 145-05
1.000 144-24
0.618 144-16
HIGH 144-03
0.618 143-27
0.500 143-25
0.382 143-22
LOW 143-14
0.618 143-01
1.000 142-25
1.618 142-12
2.618 141-23
4.250 140-21
Fisher Pivots for day following 18-Jun-2018
Pivot 1 day 3 day
R1 143-25 143-18
PP 143-22 143-18
S1 143-20 143-18

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

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