ECBOT 30 Year Treasury Bond Future December 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 142-15 142-26 0-11 0.2% 144-02
High 142-27 142-27 0-00 0.0% 144-06
Low 142-13 141-28 -0-17 -0.4% 142-13
Close 142-23 141-31 -0-24 -0.5% 142-18
Range 0-14 0-31 0-17 121.4% 1-25
ATR 0-25 0-26 0-00 1.6% 0-00
Volume 177,694 281,057 103,363 58.2% 1,334,911
Daily Pivots for day following 11-Sep-2018
Classic Woodie Camarilla DeMark
R4 145-04 144-17 142-16
R3 144-05 143-18 142-08
R2 143-06 143-06 142-05
R1 142-19 142-19 142-02 142-13
PP 142-07 142-07 142-07 142-05
S1 141-20 141-20 141-28 141-14
S2 141-08 141-08 141-25
S3 140-09 140-21 141-22
S4 139-10 139-22 141-14
Weekly Pivots for week ending 07-Sep-2018
Classic Woodie Camarilla DeMark
R4 148-13 147-08 143-17
R3 146-20 145-15 143-02
R2 144-27 144-27 142-28
R1 143-22 143-22 142-23 143-12
PP 143-02 143-02 143-02 142-29
S1 141-29 141-29 142-13 141-19
S2 141-09 141-09 142-08
S3 139-16 140-04 142-02
S4 137-23 138-11 141-19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143-25 141-28 1-29 1.3% 0-27 0.6% 5% False True 282,215
10 144-24 141-28 2-28 2.0% 0-26 0.6% 3% False True 304,789
20 145-06 141-28 3-10 2.3% 0-24 0.5% 3% False True 185,605
40 145-06 141-03 4-03 2.9% 0-26 0.6% 21% False False 93,082
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 0-05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 146-31
2.618 145-12
1.618 144-13
1.000 143-26
0.618 143-14
HIGH 142-27
0.618 142-15
0.500 142-12
0.382 142-08
LOW 141-28
0.618 141-09
1.000 140-29
1.618 140-10
2.618 139-11
4.250 137-24
Fisher Pivots for day following 11-Sep-2018
Pivot 1 day 3 day
R1 142-12 142-27
PP 142-07 142-17
S1 142-03 142-08

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

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