ECBOT 30 Year Treasury Bond Future September 2018


Trading Metrics calculated at close of trading on 01-Aug-2018
Day Change Summary
Previous Current
31-Jul-2018 01-Aug-2018 Change Change % Previous Week
Open 142-19 143-00 0-13 0.3% 144-10
High 143-16 143-09 -0-07 -0.2% 144-12
Low 142-18 141-27 -0-23 -0.5% 142-16
Close 142-31 142-07 -0-24 -0.5% 142-30
Range 0-30 1-14 0-16 53.3% 1-28
ATR 0-28 0-30 0-01 4.5% 0-00
Volume 472,841 307,334 -165,507 -35.0% 1,494,689
Daily Pivots for day following 01-Aug-2018
Classic Woodie Camarilla DeMark
R4 146-24 145-30 143-00
R3 145-10 144-16 142-20
R2 143-28 143-28 142-15
R1 143-02 143-02 142-11 142-24
PP 142-14 142-14 142-14 142-10
S1 141-20 141-20 142-03 141-10
S2 141-00 141-00 141-31
S3 139-18 140-06 141-26
S4 138-04 138-24 141-14
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
5 143-16 141-27 1-21 1.2% 0-28 0.6% 23% False True 304,650
10 145-18 141-27 3-23 2.6% 1-00 0.7% 10% False True 310,504
20 146-11 141-27 4-16 3.2% 0-27 0.6% 8% False True 257,903
40 146-11 141-27 4-16 3.2% 0-28 0.6% 8% False True 264,301
60 146-11 139-11 7-00 4.9% 0-31 0.7% 41% False False 231,770
80 146-11 139-11 7-00 4.9% 0-30 0.7% 41% False False 174,148
100 146-11 139-11 7-00 4.9% 0-28 0.6% 41% False False 139,323
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 149-13
2.618 147-01
1.618 145-19
1.000 144-23
0.618 144-05
HIGH 143-09
0.618 142-23
0.500 142-18
0.382 142-13
LOW 141-27
0.618 140-31
1.000 140-13
1.618 139-17
2.618 138-03
4.250 135-24
Fisher Pivots for day following 01-Aug-2018
Pivot 1 day 3 day
R1 142-18 142-22
PP 142-14 142-17
S1 142-11 142-12

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

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