ECBOT 30 Year Treasury Bond Future September 2018


Trading Metrics calculated at close of trading on 06-Aug-2018
Day Change Summary
Previous Current
03-Aug-2018 06-Aug-2018 Change Change % Previous Week
Open 142-14 142-31 0-17 0.4% 143-00
High 143-02 143-18 0-16 0.3% 143-16
Low 142-09 142-28 0-19 0.4% 141-27
Close 142-31 143-08 0-09 0.2% 142-31
Range 0-25 0-22 -0-03 -12.0% 1-21
ATR 0-29 0-28 0-00 -1.7% 0-00
Volume 238,994 218,349 -20,645 -8.6% 1,524,356
Daily Pivots for day following 06-Aug-2018
Classic Woodie Camarilla DeMark
R4 145-09 144-31 143-20
R3 144-19 144-09 143-14
R2 143-29 143-29 143-12
R1 143-19 143-19 143-10 143-24
PP 143-07 143-07 143-07 143-10
S1 142-29 142-29 143-06 143-02
S2 142-17 142-17 143-04
S3 141-27 142-07 143-02
S4 141-05 141-17 142-28
Weekly Pivots for week ending 03-Aug-2018
Classic Woodie Camarilla DeMark
R4 147-24 147-00 143-28
R3 146-03 145-11 143-14
R2 144-14 144-14 143-09
R1 143-22 143-22 143-04 143-08
PP 142-25 142-25 142-25 142-17
S1 142-01 142-01 142-26 141-19
S2 141-04 141-04 142-21
S3 139-15 140-12 142-16
S4 137-26 138-23 142-02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143-18 141-27 1-23 1.2% 0-29 0.6% 82% True False 301,553
10 143-19 141-27 1-24 1.2% 0-26 0.6% 80% False False 288,109
20 145-25 141-27 3-30 2.7% 0-27 0.6% 36% False False 263,820
40 146-11 141-27 4-16 3.1% 0-27 0.6% 31% False False 256,817
60 146-11 139-11 7-00 4.9% 0-31 0.7% 56% False False 243,844
80 146-11 139-11 7-00 4.9% 0-30 0.6% 56% False False 183,208
100 146-11 139-11 7-00 4.9% 0-29 0.6% 56% False False 146,599
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-06
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 146-16
2.618 145-12
1.618 144-22
1.000 144-08
0.618 144-00
HIGH 143-18
0.618 143-10
0.500 143-07
0.382 143-04
LOW 142-28
0.618 142-14
1.000 142-06
1.618 141-24
2.618 141-02
4.250 139-30
Fisher Pivots for day following 06-Aug-2018
Pivot 1 day 3 day
R1 143-08 143-03
PP 143-07 142-31
S1 143-07 142-26

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

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