ECBOT 30 Year Treasury Bond Future March 2019


Trading Metrics calculated at close of trading on 27-Nov-2018
Day Change Summary
Previous Current
26-Nov-2018 27-Nov-2018 Change Change % Previous Week
Open 139-17 139-10 -0-07 -0.2% 139-05
High 139-18 139-17 -0-01 0.0% 139-29
Low 139-00 139-01 0-01 0.0% 138-13
Close 139-05 139-09 0-04 0.1% 139-12
Range 0-18 0-16 -0-02 -11.1% 1-16
ATR 0-27 0-27 -0-01 -3.0% 0-00
Volume 451,383 498,563 47,180 10.5% 174,656
Daily Pivots for day following 27-Nov-2018
Classic Woodie Camarilla DeMark
R4 140-25 140-17 139-18
R3 140-09 140-01 139-13
R2 139-25 139-25 139-12
R1 139-17 139-17 139-10 139-13
PP 139-09 139-09 139-09 139-07
S1 139-01 139-01 139-08 138-29
S2 138-25 138-25 139-06
S3 138-09 138-17 139-05
S4 137-25 138-01 139-00
Weekly Pivots for week ending 23-Nov-2018
Classic Woodie Camarilla DeMark
R4 143-23 143-02 140-06
R3 142-07 141-18 139-25
R2 140-23 140-23 139-21
R1 140-02 140-02 139-16 140-13
PP 139-07 139-07 139-07 139-13
S1 138-18 138-18 139-08 138-29
S2 137-23 137-23 139-03
S3 136-07 137-02 138-31
S4 134-23 135-18 138-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-29 138-26 1-03 0.8% 0-19 0.4% 43% False False 221,682
10 139-29 137-15 2-14 1.8% 0-24 0.5% 74% False False 114,565
20 139-29 136-05 3-24 2.7% 0-26 0.6% 83% False False 58,049
40 140-00 135-30 4-02 2.9% 0-27 0.6% 82% False False 29,102
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 141-21
2.618 140-27
1.618 140-11
1.000 140-01
0.618 139-27
HIGH 139-17
0.618 139-11
0.500 139-09
0.382 139-07
LOW 139-01
0.618 138-23
1.000 138-17
1.618 138-07
2.618 137-23
4.250 136-29
Fisher Pivots for day following 27-Nov-2018
Pivot 1 day 3 day
R1 139-09 139-15
PP 139-09 139-13
S1 139-09 139-11

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

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