ECBOT 30 Year Treasury Bond Future September 2018


Trading Metrics calculated at close of trading on 21-Aug-2018
Day Change Summary
Previous Current
20-Aug-2018 21-Aug-2018 Change Change % Previous Week
Open 144-22 145-15 0-25 0.5% 144-18
High 145-18 145-17 -0-01 0.0% 145-03
Low 144-19 144-27 0-08 0.2% 143-27
Close 145-15 145-04 -0-11 -0.2% 144-17
Range 0-31 0-22 -0-09 -29.0% 1-08
ATR 0-28 0-27 0-00 -1.4% 0-00
Volume 236,943 270,288 33,345 14.1% 1,378,054
Daily Pivots for day following 21-Aug-2018
Classic Woodie Camarilla DeMark
R4 147-07 146-28 145-16
R3 146-17 146-06 145-10
R2 145-27 145-27 145-08
R1 145-16 145-16 145-06 145-11
PP 145-05 145-05 145-05 145-03
S1 144-26 144-26 145-02 144-21
S2 144-15 144-15 145-00
S3 143-25 144-04 144-30
S4 143-03 143-14 144-24
Weekly Pivots for week ending 17-Aug-2018
Classic Woodie Camarilla DeMark
R4 148-08 147-20 145-07
R3 147-00 146-12 144-28
R2 145-24 145-24 144-24
R1 145-04 145-04 144-21 144-26
PP 144-16 144-16 144-16 144-11
S1 143-28 143-28 144-13 143-18
S2 143-08 143-08 144-10
S3 142-00 142-20 144-06
S4 140-24 141-12 143-27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145-18 143-28 1-22 1.2% 0-25 0.5% 74% False False 254,038
10 145-18 142-11 3-07 2.2% 0-26 0.6% 86% False False 276,801
20 145-18 141-27 3-23 2.6% 0-26 0.6% 88% False False 277,191
40 146-11 141-27 4-16 3.1% 0-26 0.6% 73% False False 259,607
60 146-11 141-27 4-16 3.1% 0-30 0.6% 73% False False 278,322
80 146-11 139-11 7-00 4.8% 0-29 0.6% 83% False False 220,071
100 146-11 139-11 7-00 4.8% 0-29 0.6% 83% False False 176,207
120 146-11 139-11 7-00 4.8% 0-26 0.6% 83% False False 146,839
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 0-04
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 148-15
2.618 147-11
1.618 146-21
1.000 146-07
0.618 145-31
HIGH 145-17
0.618 145-09
0.500 145-06
0.382 145-03
LOW 144-27
0.618 144-13
1.000 144-05
1.618 143-23
2.618 143-01
4.250 141-30
Fisher Pivots for day following 21-Aug-2018
Pivot 1 day 3 day
R1 145-06 145-03
PP 145-05 145-02
S1 145-05 145-01

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

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