ECBOT 30 Year Treasury Bond Future September 2018


Trading Metrics calculated at close of trading on 30-Jul-2018
Day Change Summary
Previous Current
27-Jul-2018 30-Jul-2018 Change Change % Previous Week
Open 142-21 143-00 0-11 0.2% 144-10
High 143-08 143-00 -0-08 -0.2% 144-12
Low 142-16 142-12 -0-04 -0.1% 142-16
Close 142-30 142-20 -0-10 -0.2% 142-30
Range 0-24 0-20 -0-04 -16.7% 1-28
ATR 0-29 0-28 -0-01 -2.2% 0-00
Volume 256,564 234,940 -21,624 -8.4% 1,494,689
Daily Pivots for day following 30-Jul-2018
Classic Woodie Camarilla DeMark
R4 144-17 144-07 142-31
R3 143-29 143-19 142-26
R2 143-09 143-09 142-24
R1 142-31 142-31 142-22 142-26
PP 142-21 142-21 142-21 142-19
S1 142-11 142-11 142-18 142-06
S2 142-01 142-01 142-16
S3 141-13 141-23 142-14
S4 140-25 141-03 142-09
Weekly Pivots for week ending 27-Jul-2018
Classic Woodie Camarilla DeMark
R4 148-29 147-25 143-31
R3 147-01 145-29 143-14
R2 145-05 145-05 143-09
R1 144-01 144-01 143-04 143-21
PP 143-09 143-09 143-09 143-02
S1 142-05 142-05 142-24 141-25
S2 141-13 141-13 142-19
S3 139-17 140-09 142-14
S4 137-21 138-13 141-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143-19 142-12 1-07 0.9% 0-23 0.5% 21% False True 274,666
10 145-18 142-12 3-06 2.2% 0-29 0.6% 8% False True 267,984
20 146-11 142-12 3-31 2.8% 0-26 0.6% 6% False True 238,465
40 146-11 142-01 4-10 3.0% 0-28 0.6% 14% False False 258,560
60 146-11 139-11 7-00 4.9% 0-30 0.7% 47% False False 218,879
80 146-11 139-11 7-00 4.9% 0-30 0.7% 47% False False 164,399
100 146-11 139-11 7-00 4.9% 0-27 0.6% 47% False False 131,521
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 0-07
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 145-21
2.618 144-20
1.618 144-00
1.000 143-20
0.618 143-12
HIGH 143-00
0.618 142-24
0.500 142-22
0.382 142-20
LOW 142-12
0.618 142-00
1.000 141-24
1.618 141-12
2.618 140-24
4.250 139-23
Fisher Pivots for day following 30-Jul-2018
Pivot 1 day 3 day
R1 142-22 142-26
PP 142-21 142-24
S1 142-21 142-22

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

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