ECBOT 30 Year Treasury Bond Future December 2018


Trading Metrics calculated at close of trading on 19-Oct-2018
Day Change Summary
Previous Current
18-Oct-2018 19-Oct-2018 Change Change % Previous Week
Open 137-21 138-00 0-11 0.2% 138-11
High 138-13 138-07 -0-06 -0.1% 138-26
Low 137-15 137-17 0-02 0.0% 137-15
Close 138-04 137-23 -0-13 -0.3% 137-23
Range 0-30 0-22 -0-08 -26.7% 1-11
ATR 1-00 0-31 -0-01 -2.2% 0-00
Volume 459,720 380,489 -79,231 -17.2% 1,766,519
Daily Pivots for day following 19-Oct-2018
Classic Woodie Camarilla DeMark
R4 139-28 139-16 138-03
R3 139-06 138-26 137-29
R2 138-16 138-16 137-27
R1 138-04 138-04 137-25 137-31
PP 137-26 137-26 137-26 137-24
S1 137-14 137-14 137-21 137-09
S2 137-04 137-04 137-19
S3 136-14 136-24 137-17
S4 135-24 136-02 137-11
Weekly Pivots for week ending 19-Oct-2018
Classic Woodie Camarilla DeMark
R4 142-01 141-07 138-15
R3 140-22 139-28 138-03
R2 139-11 139-11 137-31
R1 138-17 138-17 137-27 138-09
PP 138-00 138-00 138-00 137-28
S1 137-06 137-06 137-19 136-30
S2 136-21 136-21 137-15
S3 135-10 135-27 137-11
S4 133-31 134-16 136-31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-26 137-15 1-11 1.0% 0-25 0.6% 19% False False 353,303
10 138-31 136-16 2-15 1.8% 0-30 0.7% 49% False False 412,816
20 141-04 136-16 4-20 3.4% 0-31 0.7% 26% False False 418,082
40 145-06 136-16 8-22 6.3% 0-29 0.6% 14% False False 358,970
60 145-06 136-16 8-22 6.3% 0-27 0.6% 14% False False 242,453
80 145-16 136-16 9-00 6.5% 0-26 0.6% 14% False False 181,854
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 0-11
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 141-05
2.618 140-01
1.618 139-11
1.000 138-29
0.618 138-21
HIGH 138-07
0.618 137-31
0.500 137-28
0.382 137-25
LOW 137-17
0.618 137-03
1.000 136-27
1.618 136-13
2.618 135-23
4.250 134-20
Fisher Pivots for day following 19-Oct-2018
Pivot 1 day 3 day
R1 137-28 138-05
PP 137-26 138-00
S1 137-25 137-28

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

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