ECBOT 30 Year Treasury Bond Future December 2018


Trading Metrics calculated at close of trading on 20-Sep-2018
Day Change Summary
Previous Current
19-Sep-2018 20-Sep-2018 Change Change % Previous Week
Open 140-17 140-14 -0-03 -0.1% 142-15
High 140-23 140-19 -0-04 -0.1% 142-27
Low 139-23 139-24 0-01 0.0% 141-17
Close 139-29 140-08 0-11 0.2% 141-24
Range 1-00 0-27 -0-05 -15.6% 1-10
ATR 0-27 0-27 0-00 0.1% 0-00
Volume 433,900 339,340 -94,560 -21.8% 1,337,115
Daily Pivots for day following 20-Sep-2018
Classic Woodie Camarilla DeMark
R4 142-23 142-11 140-23
R3 141-28 141-16 140-15
R2 141-01 141-01 140-13
R1 140-21 140-21 140-10 140-14
PP 140-06 140-06 140-06 140-03
S1 139-26 139-26 140-06 139-18
S2 139-11 139-11 140-03
S3 138-16 138-31 140-01
S4 137-21 138-04 139-25
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
5 142-09 139-23 2-18 1.8% 0-31 0.7% 21% False False 334,176
10 143-25 139-23 4-02 2.9% 0-28 0.6% 13% False False 308,138
20 145-06 139-23 5-15 3.9% 0-26 0.6% 10% False False 291,933
40 145-06 139-23 5-15 3.9% 0-25 0.6% 10% False False 149,021
60 145-16 139-23 5-25 4.1% 0-24 0.5% 9% False False 99,361
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 3 trading days
Fibonacci Retracements and Extensions
4.250 144-06
2.618 142-26
1.618 141-31
1.000 141-14
0.618 141-04
HIGH 140-19
0.618 140-09
0.500 140-06
0.382 140-02
LOW 139-24
0.618 139-07
1.000 138-29
1.618 138-12
2.618 137-17
4.250 136-05
Fisher Pivots for day following 20-Sep-2018
Pivot 1 day 3 day
R1 140-07 140-27
PP 140-06 140-21
S1 140-06 140-14

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

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