ECBOT 30 Year Treasury Bond Future December 2017

Trading Metrics calculated at close of trading on 17-Nov-2017

Day Change Summary
	Previous	Current
	16-Nov-2017	17-Nov-2017	Change	Change %	Previous Week
Open	154-09	153-05	-1-04	-0.7%	152-05
High	154-09	154-05	-0-04	-0.1%	154-10
Low	153-03	153-03	0-00	0.0%	152-01
Close	153-18	153-25	0-07	0.1%	153-25
Range	1-06	1-02	-0-04	-10.5%	2-09
ATR	1-02	1-02	0-00	-0.1%	0-00
Volume	275,369	245,812	-29,557	-10.7%	1,384,658

Daily Pivots for day following 17-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	156-28	156-12	154-12
R3	155-26	155-10	154-02
R2	154-24	154-24	153-31
R1	154-08	154-08	153-28	154-16
PP	153-22	153-22	153-22	153-26
S1	153-06	153-06	153-22	153-14
S2	152-20	152-20	153-19
S3	151-18	152-04	153-16
S4	150-16	151-02	153-06

Weekly Pivots for week ending 17-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	160-07	159-09	155-01
R3	157-30	157-00	154-13
R2	155-21	155-21	154-06
R1	154-23	154-23	154-00	155-06
PP	153-12	153-12	153-12	153-20
S1	152-14	152-14	153-18	152-29
S2	151-03	151-03	153-12
S3	148-26	150-05	153-05
S4	146-17	147-28	152-17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	154-10	152-01	2-09	1.5%	1-03	0.7%	77%	False	False	276,931
10	154-26	152-01	2-25	1.8%	1-02	0.7%	63%	False	False	277,468
20	154-26	150-10	4-16	2.9%	1-01	0.7%	77%	False	False	279,002
40	155-04	150-10	4-26	3.1%	1-01	0.7%	72%	False	False	273,262
60	158-09	150-10	7-31	5.2%	1-01	0.7%	44%	False	False	266,360
80	158-09	150-10	7-31	5.2%	1-01	0.7%	44%	False	False	203,998
100	158-09	150-10	7-31	5.2%	1-01	0.7%	44%	False	False	163,225
120	158-09	150-10	7-31	5.2%	0-29	0.6%	44%	False	False	136,023

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	0-06
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	158-22
2.618	156-30
1.618	155-28
1.000	155-07
0.618	154-26
HIGH	154-05
0.618	153-24
0.500	153-20
0.382	153-16
LOW	153-03
0.618	152-14
1.000	152-01
1.618	151-12
2.618	150-10
4.250	148-19

Fisher Pivots for day following 17-Nov-2017
Pivot	1 day	3 day
R1	153-23	153-24
PP	153-22	153-23
S1	153-20	153-22

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols