ECBOT 30 Year Treasury Bond Future December 2018


Trading Metrics calculated at close of trading on 19-Sep-2018
Day Change Summary
Previous Current
18-Sep-2018 19-Sep-2018 Change Change % Previous Week
Open 141-26 140-17 -1-09 -0.9% 142-15
High 141-31 140-23 -1-08 -0.9% 142-27
Low 140-15 139-23 -0-24 -0.5% 141-17
Close 140-20 139-29 -0-23 -0.5% 141-24
Range 1-16 1-00 -0-16 -33.3% 1-10
ATR 0-26 0-27 0-00 1.5% 0-00
Volume 368,743 433,900 65,157 17.7% 1,337,115
Daily Pivots for day following 19-Sep-2018
Classic Woodie Camarilla DeMark
R4 143-04 142-16 140-15
R3 142-04 141-16 140-06
R2 141-04 141-04 140-03
R1 140-16 140-16 140-00 140-10
PP 140-04 140-04 140-04 140-01
S1 139-16 139-16 139-26 139-10
S2 139-04 139-04 139-23
S3 138-04 138-16 139-20
S4 137-04 137-16 139-11
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
5 142-22 139-23 2-31 2.1% 0-30 0.7% 6% False True 329,250
10 143-25 139-23 4-02 2.9% 0-28 0.6% 5% False True 302,446
20 145-06 139-23 5-15 3.9% 0-25 0.6% 3% False True 277,612
40 145-06 139-23 5-15 3.9% 0-25 0.6% 3% False True 140,544
60 145-16 139-23 5-25 4.1% 0-24 0.5% 3% False True 93,705
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 144-31
2.618 143-11
1.618 142-11
1.000 141-23
0.618 141-11
HIGH 140-23
0.618 140-11
0.500 140-07
0.382 140-03
LOW 139-23
0.618 139-03
1.000 138-23
1.618 138-03
2.618 137-03
4.250 135-15
Fisher Pivots for day following 19-Sep-2018
Pivot 1 day 3 day
R1 140-07 140-27
PP 140-04 140-17
S1 140-00 140-07

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

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