ECBOT 30 Year Treasury Bond Future June 2018


Trading Metrics calculated at close of trading on 05-Jan-2018
Day Change Summary
Previous Current
04-Jan-2018 05-Jan-2018 Change Change % Previous Week
Open 151-00 151-05 0-05 0.1% 151-12
High 151-10 151-18 0-08 0.2% 151-19
Low 150-18 150-21 0-03 0.1% 150-11
Close 151-08 150-24 -0-16 -0.3% 150-24
Range 0-24 0-29 0-05 20.8% 1-08
ATR 0-28 0-28 0-00 0.4% 0-00
Volume 101 38 -63 -62.4% 268
Daily Pivots for day following 05-Jan-2018
Classic Woodie Camarilla DeMark
R4 153-23 153-04 151-08
R3 152-26 152-07 151-00
R2 151-29 151-29 150-29
R1 151-10 151-10 150-27 151-05
PP 151-00 151-00 151-00 150-29
S1 150-13 150-13 150-21 150-08
S2 150-03 150-03 150-19
S3 149-06 149-16 150-16
S4 148-09 148-19 150-08
Weekly Pivots for week ending 05-Jan-2018
Classic Woodie Camarilla DeMark
R4 154-21 153-30 151-14
R3 153-13 152-22 151-03
R2 152-05 152-05 150-31
R1 151-14 151-14 150-28 151-06
PP 150-29 150-29 150-29 150-24
S1 150-06 150-06 150-20 149-30
S2 149-21 149-21 150-17
S3 148-13 148-30 150-13
S4 147-05 147-22 150-02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 151-30 150-11 1-19 1.1% 0-28 0.6% 25% False False 56
10 151-30 149-25 2-05 1.4% 0-25 0.5% 45% False False 29
20 153-14 149-14 4-00 2.7% 0-22 0.4% 33% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 155-13
2.618 153-30
1.618 153-01
1.000 152-15
0.618 152-04
HIGH 151-18
0.618 151-07
0.500 151-04
0.382 151-00
LOW 150-21
0.618 150-03
1.000 149-24
1.618 149-06
2.618 148-09
4.250 146-26
Fisher Pivots for day following 05-Jan-2018
Pivot 1 day 3 day
R1 151-04 151-01
PP 151-00 150-30
S1 150-28 150-27

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

View Archives - Comment on this page... - Back to Index of Symbols