ECBOT 30 Year Treasury Bond Future March 2019


Trading Metrics calculated at close of trading on 27-Dec-2018
Day Change Summary
Previous Current
26-Dec-2018 27-Dec-2018 Change Change % Previous Week
Open 145-24 144-16 -1-08 -0.9% 142-23
High 146-03 145-28 -0-07 -0.1% 146-00
Low 144-13 144-15 0-02 0.0% 142-20
Close 144-24 145-17 0-25 0.5% 144-26
Range 1-22 1-13 -0-09 -16.7% 3-12
ATR 1-03 1-04 0-01 2.1% 0-00
Volume 188,125 275,515 87,390 46.5% 1,852,928
Daily Pivots for day following 27-Dec-2018
Classic Woodie Camarilla DeMark
R4 149-16 148-30 146-10
R3 148-03 147-17 145-29
R2 146-22 146-22 145-25
R1 146-04 146-04 145-21 146-13
PP 145-09 145-09 145-09 145-14
S1 144-23 144-23 145-13 145-00
S2 143-28 143-28 145-09
S3 142-15 143-10 145-05
S4 141-02 141-29 144-24
Weekly Pivots for week ending 21-Dec-2018
Classic Woodie Camarilla DeMark
R4 154-19 153-03 146-21
R3 151-07 149-23 145-24
R2 147-27 147-27 145-14
R1 146-11 146-11 145-04 147-03
PP 144-15 144-15 144-15 144-28
S1 142-31 142-31 144-16 143-23
S2 141-03 141-03 144-06
S3 137-23 139-19 143-28
S4 134-11 136-07 142-31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146-03 144-09 1-26 1.2% 1-12 0.9% 69% False False 285,571
10 146-03 142-10 3-25 2.6% 1-06 0.8% 85% False False 304,726
20 146-03 138-31 7-04 4.9% 1-05 0.8% 92% False False 325,114
40 146-03 136-05 9-30 6.8% 0-31 0.7% 94% False False 200,445
60 146-03 135-30 10-05 7.0% 0-30 0.7% 94% False False 133,709
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 0-06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 151-27
2.618 149-18
1.618 148-05
1.000 147-09
0.618 146-24
HIGH 145-28
0.618 145-11
0.500 145-06
0.382 145-00
LOW 144-15
0.618 143-19
1.000 143-02
1.618 142-06
2.618 140-25
4.250 138-16
Fisher Pivots for day following 27-Dec-2018
Pivot 1 day 3 day
R1 145-13 145-14
PP 145-09 145-11
S1 145-06 145-08

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

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