ECBOT 30 Year Treasury Bond Future March 2019


Trading Metrics calculated at close of trading on 26-Oct-2018
Day Change Summary
Previous Current
25-Oct-2018 26-Oct-2018 Change Change % Previous Week
Open 138-15 138-18 0-03 0.1% 137-09
High 138-17 139-03 0-18 0.4% 139-03
Low 137-26 138-13 0-19 0.4% 137-01
Close 138-03 138-26 0-23 0.5% 138-26
Range 0-23 0-22 -0-01 -4.4% 2-02
ATR 0-30 0-30 0-00 0.4% 0-00
Volume 857 345 -512 -59.7% 1,789
Daily Pivots for day following 26-Oct-2018
Classic Woodie Camarilla DeMark
R4 140-27 140-16 139-06
R3 140-05 139-26 139-00
R2 139-15 139-15 138-30
R1 139-04 139-04 138-28 139-10
PP 138-25 138-25 138-25 138-27
S1 138-14 138-14 138-24 138-20
S2 138-03 138-03 138-22
S3 137-13 137-24 138-20
S4 136-23 137-02 138-14
Weekly Pivots for week ending 26-Oct-2018
Classic Woodie Camarilla DeMark
R4 144-16 143-23 139-30
R3 142-14 141-21 139-12
R2 140-12 140-12 139-06
R1 139-19 139-19 139-00 140-00
PP 138-10 138-10 138-10 138-16
S1 137-17 137-17 138-20 137-30
S2 136-08 136-08 138-14
S3 134-06 135-15 138-08
S4 132-04 133-13 137-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-03 137-01 2-02 1.5% 0-29 0.6% 86% True False 357
10 139-03 136-29 2-06 1.6% 0-25 0.6% 87% True False 219
20 140-00 135-30 4-02 2.9% 0-27 0.6% 71% False False 119
Crabel Price Patterns
NR True
NR4 True
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 0-06
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 142-01
2.618 140-29
1.618 140-07
1.000 139-25
0.618 139-17
HIGH 139-03
0.618 138-27
0.500 138-24
0.382 138-21
LOW 138-13
0.618 137-31
1.000 137-23
1.618 137-09
2.618 136-19
4.250 135-16
Fisher Pivots for day following 26-Oct-2018
Pivot 1 day 3 day
R1 138-25 138-21
PP 138-25 138-15
S1 138-24 138-10

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

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