ECBOT 30 Year Treasury Bond Future June 2018


Trading Metrics calculated at close of trading on 06-Feb-2018
Day Change Summary
Previous Current
05-Feb-2018 06-Feb-2018 Change Change % Previous Week
Open 143-29 145-20 1-23 1.2% 147-21
High 146-14 146-21 0-07 0.1% 147-27
Low 143-01 144-15 1-14 1.0% 143-24
Close 144-21 145-00 0-11 0.2% 143-24
Range 3-13 2-06 -1-07 -35.8% 4-03
ATR 1-09 1-11 0-02 5.1% 0-00
Volume 5,696 2,717 -2,979 -52.3% 7,805
Daily Pivots for day following 06-Feb-2018
Classic Woodie Camarilla DeMark
R4 151-30 150-21 146-06
R3 149-24 148-15 145-19
R2 147-18 147-18 145-13
R1 146-09 146-09 145-06 145-27
PP 145-12 145-12 145-12 145-05
S1 144-03 144-03 144-26 143-21
S2 143-06 143-06 144-19
S3 141-00 141-29 144-13
S4 138-26 139-23 143-26
Weekly Pivots for week ending 02-Feb-2018
Classic Woodie Camarilla DeMark
R4 157-13 154-21 146-00
R3 153-10 150-18 144-28
R2 149-07 149-07 144-16
R1 146-15 146-15 144-04 145-26
PP 145-04 145-04 145-04 144-25
S1 142-12 142-12 143-12 141-22
S2 141-01 141-01 143-00
S3 136-30 138-09 142-20
S4 132-27 134-06 141-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 147-05 143-01 4-04 2.8% 2-01 1.4% 48% False False 3,023
10 148-14 143-01 5-13 3.7% 1-18 1.1% 36% False False 1,741
20 150-24 143-01 7-23 5.3% 1-08 0.9% 26% False False 973
40 153-14 143-01 10-13 7.2% 0-31 0.7% 19% False False 494
Crabel Price Patterns
NR True
NR4 False
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 0-13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 155-31
2.618 152-12
1.618 150-06
1.000 148-27
0.618 148-00
HIGH 146-21
0.618 145-26
0.500 145-18
0.382 145-10
LOW 144-15
0.618 143-04
1.000 142-09
1.618 140-30
2.618 138-24
4.250 135-06
Fisher Pivots for day following 06-Feb-2018
Pivot 1 day 3 day
R1 145-18 144-30
PP 145-12 144-29
S1 145-06 144-27

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

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