ECBOT 30 Year Treasury Bond Future September 2018


Trading Metrics calculated at close of trading on 09-Jul-2018
Day Change Summary
Previous Current
06-Jul-2018 09-Jul-2018 Change Change % Previous Week
Open 145-20 145-27 0-07 0.2% 144-27
High 146-11 145-28 -0-15 -0.3% 146-11
Low 145-12 145-03 -0-09 -0.2% 144-16
Close 145-21 145-04 -0-17 -0.4% 145-21
Range 0-31 0-25 -0-06 -19.4% 1-27
ATR 0-31 0-30 0-00 -1.3% 0-00
Volume 210,525 163,296 -47,229 -22.4% 837,377
Daily Pivots for day following 09-Jul-2018
Classic Woodie Camarilla DeMark
R4 147-23 147-06 145-18
R3 146-30 146-13 145-11
R2 146-05 146-05 145-09
R1 145-20 145-20 145-06 145-16
PP 145-12 145-12 145-12 145-10
S1 144-27 144-27 145-02 144-23
S2 144-19 144-19 144-31
S3 143-26 144-02 144-29
S4 143-01 143-09 144-22
Weekly Pivots for week ending 06-Jul-2018
Classic Woodie Camarilla DeMark
R4 151-01 150-06 146-21
R3 149-06 148-11 146-05
R2 147-11 147-11 146-00
R1 146-16 146-16 145-26 146-30
PP 145-16 145-16 145-16 145-23
S1 144-21 144-21 145-16 145-03
S2 143-21 143-21 145-10
S3 141-26 142-26 145-05
S4 139-31 140-31 144-21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146-11 144-16 1-27 1.3% 0-28 0.6% 34% False False 200,134
10 146-11 143-30 2-13 1.7% 0-26 0.6% 49% False False 238,113
20 146-11 142-02 4-09 3.0% 0-27 0.6% 72% False False 249,814
40 146-11 139-11 7-00 4.8% 1-01 0.7% 83% False False 233,857
60 146-11 139-11 7-00 4.8% 0-31 0.7% 83% False False 156,337
80 146-11 139-11 7-00 4.8% 0-29 0.6% 83% False False 117,293
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0-06
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 149-06
2.618 147-29
1.618 147-04
1.000 146-21
0.618 146-11
HIGH 145-28
0.618 145-18
0.500 145-16
0.382 145-13
LOW 145-03
0.618 144-20
1.000 144-10
1.618 143-27
2.618 143-02
4.250 141-25
Fisher Pivots for day following 09-Jul-2018
Pivot 1 day 3 day
R1 145-16 145-19
PP 145-12 145-14
S1 145-08 145-09

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

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