ECBOT 30 Year Treasury Bond Future September 2018


Trading Metrics calculated at close of trading on 28-Jun-2018
Day Change Summary
Previous Current
27-Jun-2018 28-Jun-2018 Change Change % Previous Week
Open 144-08 145-08 1-00 0.7% 143-22
High 145-11 145-11 0-00 0.0% 144-25
Low 144-05 144-29 0-24 0.5% 143-01
Close 145-09 144-31 -0-10 -0.2% 143-31
Range 1-06 0-14 -0-24 -63.2% 1-24
ATR 1-01 0-31 -0-01 -4.1% 0-00
Volume 347,135 236,358 -110,777 -31.9% 1,188,960
Daily Pivots for day following 28-Jun-2018
Classic Woodie Camarilla DeMark
R4 146-12 146-04 145-07
R3 145-30 145-22 145-03
R2 145-16 145-16 145-02
R1 145-08 145-08 145-00 145-05
PP 145-02 145-02 145-02 145-01
S1 144-26 144-26 144-30 144-23
S2 144-20 144-20 144-28
S3 144-06 144-12 144-27
S4 143-24 143-30 144-23
Weekly Pivots for week ending 22-Jun-2018
Classic Woodie Camarilla DeMark
R4 149-06 148-10 144-30
R3 147-14 146-18 144-14
R2 145-22 145-22 144-09
R1 144-26 144-26 144-04 145-08
PP 143-30 143-30 143-30 144-05
S1 143-02 143-02 143-26 143-16
S2 142-06 142-06 143-21
S3 140-14 141-10 143-16
S4 138-22 139-18 143-00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145-11 143-13 1-30 1.3% 0-22 0.5% 81% True False 247,584
10 145-11 143-01 2-10 1.6% 0-27 0.6% 84% True False 253,758
20 145-11 142-01 3-10 2.3% 0-30 0.6% 89% True False 280,487
40 145-28 139-11 6-17 4.5% 1-01 0.7% 86% False False 200,702
60 146-00 139-11 6-21 4.6% 0-31 0.7% 85% False False 134,110
80 146-05 139-11 6-26 4.7% 0-27 0.6% 83% False False 100,584
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-05
Narrowest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 147-07
2.618 146-16
1.618 146-02
1.000 145-25
0.618 145-20
HIGH 145-11
0.618 145-06
0.500 145-04
0.382 145-02
LOW 144-29
0.618 144-20
1.000 144-15
1.618 144-06
2.618 143-24
4.250 143-02
Fisher Pivots for day following 28-Jun-2018
Pivot 1 day 3 day
R1 145-04 144-28
PP 145-02 144-24
S1 145-01 144-21

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

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