ECBOT 30 Year Treasury Bond Future September 2018


Trading Metrics calculated at close of trading on 02-Aug-2018
Day Change Summary
Previous Current
01-Aug-2018 02-Aug-2018 Change Change % Previous Week
Open 143-00 142-06 -0-26 -0.6% 144-10
High 143-09 142-25 -0-16 -0.3% 144-12
Low 141-27 142-02 0-07 0.2% 142-16
Close 142-07 142-14 0-07 0.2% 142-30
Range 1-14 0-23 -0-23 -50.0% 1-28
ATR 0-30 0-29 0-00 -1.6% 0-00
Volume 307,334 270,247 -37,087 -12.1% 1,494,689
Daily Pivots for day following 02-Aug-2018
Classic Woodie Camarilla DeMark
R4 144-19 144-07 142-27
R3 143-28 143-16 142-20
R2 143-05 143-05 142-18
R1 142-25 142-25 142-16 142-31
PP 142-14 142-14 142-14 142-17
S1 142-02 142-02 142-12 142-08
S2 141-23 141-23 142-10
S3 141-00 141-11 142-08
S4 140-09 140-20 142-01
Weekly Pivots for week ending 27-Jul-2018
Classic Woodie Camarilla DeMark
R4 148-29 147-25 143-31
R3 147-01 145-29 143-14
R2 145-05 145-05 143-09
R1 144-01 144-01 143-04 143-21
PP 143-09 143-09 143-09 143-02
S1 142-05 142-05 142-24 141-25
S2 141-13 141-13 142-19
S3 139-17 140-09 142-14
S4 137-21 138-13 141-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143-16 141-27 1-21 1.2% 0-29 0.6% 36% False False 308,385
10 145-16 141-27 3-21 2.6% 0-31 0.7% 16% False False 308,706
20 146-11 141-27 4-16 3.2% 0-27 0.6% 13% False False 259,644
40 146-11 141-27 4-16 3.2% 0-28 0.6% 13% False False 263,384
60 146-11 139-11 7-00 4.9% 0-31 0.7% 44% False False 236,263
80 146-11 139-11 7-00 4.9% 0-30 0.7% 44% False False 177,526
100 146-11 139-11 7-00 4.9% 0-28 0.6% 44% False False 142,025
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 0-05
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 145-27
2.618 144-21
1.618 143-30
1.000 143-16
0.618 143-07
HIGH 142-25
0.618 142-16
0.500 142-14
0.382 142-11
LOW 142-02
0.618 141-20
1.000 141-11
1.618 140-29
2.618 140-06
4.250 139-00
Fisher Pivots for day following 02-Aug-2018
Pivot 1 day 3 day
R1 142-14 142-22
PP 142-14 142-19
S1 142-14 142-17

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

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