ECBOT 30 Year Treasury Bond Future December 2018


Trading Metrics calculated at close of trading on 18-Sep-2018
Day Change Summary
Previous Current
17-Sep-2018 18-Sep-2018 Change Change % Previous Week
Open 141-23 141-26 0-03 0.1% 142-15
High 141-29 141-31 0-02 0.0% 142-27
Low 141-07 140-15 -0-24 -0.5% 141-17
Close 141-20 140-20 -1-00 -0.7% 141-24
Range 0-22 1-16 0-26 118.2% 1-10
ATR 0-25 0-26 0-02 6.7% 0-00
Volume 217,788 368,743 150,955 69.3% 1,337,115
Daily Pivots for day following 18-Sep-2018
Classic Woodie Camarilla DeMark
R4 145-17 144-18 141-14
R3 144-01 143-02 141-01
R2 142-17 142-17 140-29
R1 141-18 141-18 140-24 141-10
PP 141-01 141-01 141-01 140-28
S1 140-02 140-02 140-16 139-26
S2 139-17 139-17 140-11
S3 138-01 138-18 140-07
S4 136-17 137-02 139-26
Weekly Pivots for week ending 14-Sep-2018
Classic Woodie Camarilla DeMark
R4 145-31 145-06 142-15
R3 144-21 143-28 142-04
R2 143-11 143-11 142-00
R1 142-18 142-18 141-28 142-10
PP 142-01 142-01 142-01 141-29
S1 141-08 141-08 141-20 141-00
S2 140-23 140-23 141-16
S3 139-13 139-30 141-12
S4 138-03 138-20 141-01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142-22 140-15 2-07 1.6% 0-26 0.6% 7% False True 292,979
10 143-25 140-15 3-10 2.4% 0-27 0.6% 5% False True 287,597
20 145-06 140-15 4-23 3.4% 0-25 0.6% 3% False True 256,941
40 145-06 140-15 4-23 3.4% 0-25 0.6% 3% False True 129,697
60 145-16 140-15 5-01 3.6% 0-24 0.5% 3% False True 86,483
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 148-11
2.618 145-29
1.618 144-13
1.000 143-15
0.618 142-29
HIGH 141-31
0.618 141-13
0.500 141-07
0.382 141-01
LOW 140-15
0.618 139-17
1.000 138-31
1.618 138-01
2.618 136-17
4.250 134-03
Fisher Pivots for day following 18-Sep-2018
Pivot 1 day 3 day
R1 141-07 141-12
PP 141-01 141-04
S1 140-26 140-28

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

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