ECBOT 30 Year Treasury Bond Future September 2018


Trading Metrics calculated at close of trading on 11-Sep-2018
Day Change Summary
Previous Current
10-Sep-2018 11-Sep-2018 Change Change % Previous Week
Open 143-07 143-19 0-12 0.3% 144-25
High 143-20 143-19 -0-01 0.0% 144-30
Low 143-06 142-22 -0-16 -0.3% 143-06
Close 143-16 142-24 -0-24 -0.5% 143-11
Range 0-14 0-29 0-15 107.2% 1-24
ATR 0-26 0-26 0-00 0.9% 0-00
Volume 3,244 4,579 1,335 41.2% 85,213
Daily Pivots for day following 11-Sep-2018
Classic Woodie Camarilla DeMark
R4 145-23 145-05 143-08
R3 144-26 144-08 143-00
R2 143-29 143-29 142-29
R1 143-11 143-11 142-27 143-06
PP 143-00 143-00 143-00 142-30
S1 142-14 142-14 142-21 142-08
S2 142-03 142-03 142-19
S3 141-06 141-17 142-16
S4 140-09 140-20 142-08
Weekly Pivots for week ending 07-Sep-2018
Classic Woodie Camarilla DeMark
R4 149-02 147-31 144-10
R3 147-10 146-07 143-26
R2 145-18 145-18 143-21
R1 144-15 144-15 143-16 144-05
PP 143-26 143-26 143-26 143-21
S1 142-23 142-23 143-06 142-13
S2 142-02 142-02 143-01
S3 140-10 140-31 142-28
S4 138-18 139-07 142-12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144-17 142-22 1-27 1.3% 0-26 0.6% 3% False True 12,072
10 145-16 142-22 2-26 2.0% 0-26 0.6% 2% False True 137,419
20 145-29 142-22 3-07 2.3% 0-24 0.5% 2% False True 218,176
40 145-29 141-27 4-02 2.8% 0-26 0.6% 22% False False 249,889
60 146-11 141-27 4-16 3.2% 0-26 0.6% 20% False False 244,241
80 146-11 139-11 7-00 4.9% 0-29 0.6% 49% False False 255,165
100 146-11 139-11 7-00 4.9% 0-29 0.6% 49% False False 204,583
120 146-11 139-11 7-00 4.9% 0-29 0.6% 49% False False 170,565
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-04
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 147-14
2.618 145-31
1.618 145-02
1.000 144-16
0.618 144-05
HIGH 143-19
0.618 143-08
0.500 143-05
0.382 143-01
LOW 142-22
0.618 142-04
1.000 141-25
1.618 141-07
2.618 140-10
4.250 138-27
Fisher Pivots for day following 11-Sep-2018
Pivot 1 day 3 day
R1 143-05 143-20
PP 143-00 143-10
S1 142-28 143-01

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

View Archives - Comment on this page... - Back to Index of Symbols