ECBOT 30 Year Treasury Bond Future September 2018


Trading Metrics calculated at close of trading on 23-Aug-2018
Day Change Summary
Previous Current
22-Aug-2018 23-Aug-2018 Change Change % Previous Week
Open 145-11 145-15 0-04 0.1% 144-18
High 145-24 145-24 0-00 0.0% 145-03
Low 145-06 145-12 0-06 0.1% 143-27
Close 145-15 145-21 0-06 0.1% 144-17
Range 0-18 0-12 -0-06 -33.3% 1-08
ATR 0-27 0-26 -0-01 -3.9% 0-00
Volume 310,649 296,430 -14,219 -4.6% 1,378,054
Daily Pivots for day following 23-Aug-2018
Classic Woodie Camarilla DeMark
R4 146-23 146-18 145-28
R3 146-11 146-06 145-24
R2 145-31 145-31 145-23
R1 145-26 145-26 145-22 145-29
PP 145-19 145-19 145-19 145-20
S1 145-14 145-14 145-20 145-17
S2 145-07 145-07 145-19
S3 144-27 145-02 145-18
S4 144-15 144-22 145-14
Weekly Pivots for week ending 17-Aug-2018
Classic Woodie Camarilla DeMark
R4 148-08 147-20 145-07
R3 147-00 146-12 144-28
R2 145-24 145-24 144-24
R1 145-04 145-04 144-21 144-26
PP 144-16 144-16 144-16 144-11
S1 143-28 143-28 144-13 143-18
S2 143-08 143-08 144-10
S3 142-00 142-20 144-06
S4 140-24 141-12 143-27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145-24 144-15 1-09 0.9% 0-21 0.4% 93% True False 269,321
10 145-24 143-12 2-12 1.6% 0-24 0.5% 96% True False 287,633
20 145-24 141-27 3-29 2.7% 0-25 0.5% 98% True False 278,359
40 146-11 141-27 4-16 3.1% 0-26 0.6% 85% False False 260,436
60 146-11 141-27 4-16 3.1% 0-28 0.6% 85% False False 271,971
80 146-11 139-11 7-00 4.8% 0-29 0.6% 90% False False 227,621
100 146-11 139-11 7-00 4.8% 0-29 0.6% 90% False False 182,277
120 146-11 139-11 7-00 4.8% 0-26 0.6% 90% False False 151,898
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-04
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 147-11
2.618 146-23
1.618 146-11
1.000 146-04
0.618 145-31
HIGH 145-24
0.618 145-19
0.500 145-18
0.382 145-17
LOW 145-12
0.618 145-05
1.000 145-00
1.618 144-25
2.618 144-13
4.250 143-25
Fisher Pivots for day following 23-Aug-2018
Pivot 1 day 3 day
R1 145-20 145-17
PP 145-19 145-13
S1 145-18 145-10

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

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