ECBOT 30 Year Treasury Bond Future June 2018


Trading Metrics calculated at close of trading on 17-Jan-2018
Day Change Summary
Previous Current
16-Jan-2018 17-Jan-2018 Change Change % Previous Week
Open 149-11 149-25 0-14 0.3% 150-21
High 149-31 150-05 0-06 0.1% 151-04
Low 149-09 149-03 -0-06 -0.1% 148-03
Close 149-24 149-09 -0-15 -0.3% 149-14
Range 0-22 1-02 0-12 54.5% 3-01
ATR 0-29 0-30 0-00 1.2% 0-00
Volume 123 50 -73 -59.3% 439
Daily Pivots for day following 17-Jan-2018
Classic Woodie Camarilla DeMark
R4 152-22 152-02 149-28
R3 151-20 151-00 149-18
R2 150-18 150-18 149-15
R1 149-30 149-30 149-12 149-23
PP 149-16 149-16 149-16 149-13
S1 148-28 148-28 149-06 148-21
S2 148-14 148-14 149-03
S3 147-12 147-26 149-00
S4 146-10 146-24 148-22
Weekly Pivots for week ending 12-Jan-2018
Classic Woodie Camarilla DeMark
R4 158-21 157-02 151-03
R3 155-20 154-01 150-09
R2 152-19 152-19 150-00
R1 151-00 151-00 149-23 150-09
PP 149-18 149-18 149-18 149-06
S1 147-31 147-31 149-05 147-08
S2 146-17 146-17 148-28
S3 143-16 144-30 148-19
S4 140-15 141-29 147-25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 150-05 148-03 2-02 1.4% 0-30 0.6% 58% True False 107
10 151-18 148-03 3-15 2.3% 0-30 0.6% 34% False False 86
20 152-07 148-03 4-04 2.8% 0-26 0.5% 29% False False 45
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-10
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 154-22
2.618 152-30
1.618 151-28
1.000 151-07
0.618 150-26
HIGH 150-05
0.618 149-24
0.500 149-20
0.382 149-16
LOW 149-03
0.618 148-14
1.000 148-01
1.618 147-12
2.618 146-10
4.250 144-19
Fisher Pivots for day following 17-Jan-2018
Pivot 1 day 3 day
R1 149-20 149-11
PP 149-16 149-10
S1 149-13 149-10

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

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