ECBOT 30 Year Treasury Bond Future December 2018


Trading Metrics calculated at close of trading on 21-Aug-2018
Day Change Summary
Previous Current
20-Aug-2018 21-Aug-2018 Change Change % Previous Week
Open 143-29 144-24 0-27 0.6% 143-26
High 144-25 144-24 -0-01 0.0% 144-10
Low 143-27 144-03 0-08 0.2% 143-03
Close 144-23 144-12 -0-11 -0.2% 143-25
Range 0-30 0-21 -0-09 -30.0% 1-07
ATR 0-26 0-25 0-00 -1.3% 0-00
Volume 15,744 20,466 4,722 30.0% 24,582
Daily Pivots for day following 21-Aug-2018
Classic Woodie Camarilla DeMark
R4 146-12 146-01 144-24
R3 145-23 145-12 144-18
R2 145-02 145-02 144-16
R1 144-23 144-23 144-14 144-18
PP 144-13 144-13 144-13 144-11
S1 144-02 144-02 144-10 143-29
S2 143-24 143-24 144-08
S3 143-03 143-13 144-06
S4 142-14 142-24 144-00
Weekly Pivots for week ending 17-Aug-2018
Classic Woodie Camarilla DeMark
R4 147-12 146-26 144-14
R3 146-05 145-19 144-04
R2 144-30 144-30 144-00
R1 144-12 144-12 143-29 144-02
PP 143-23 143-23 143-23 143-18
S1 143-05 143-05 143-21 142-27
S2 142-16 142-16 143-18
S3 141-09 141-30 143-14
S4 140-02 140-23 143-04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144-25 143-04 1-21 1.1% 0-25 0.5% 75% False False 11,381
10 144-25 141-18 3-07 2.2% 0-25 0.5% 87% False False 6,418
20 144-25 141-03 3-22 2.6% 0-25 0.5% 89% False False 3,477
40 145-16 141-03 4-13 3.1% 0-23 0.5% 74% False False 1,751
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-04
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 147-17
2.618 146-15
1.618 145-26
1.000 145-13
0.618 145-05
HIGH 144-24
0.618 144-16
0.500 144-14
0.382 144-11
LOW 144-03
0.618 143-22
1.000 143-14
1.618 143-01
2.618 142-12
4.250 141-10
Fisher Pivots for day following 21-Aug-2018
Pivot 1 day 3 day
R1 144-14 144-11
PP 144-13 144-09
S1 144-13 144-08

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

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