ECBOT 30 Year Treasury Bond Future December 2017


Trading Metrics calculated at close of trading on 20-Jul-2017
Day Change Summary
Previous Current
19-Jul-2017 20-Jul-2017 Change Change % Previous Week
Open 152-18 152-23 0-05 0.1% 150-18
High 152-26 153-13 0-19 0.4% 152-08
Low 152-12 152-18 0-06 0.1% 150-13
Close 152-21 152-25 0-04 0.1% 151-12
Range 0-14 0-27 0-13 92.9% 1-27
ATR 0-27 0-27 0-00 0.0% 0-00
Volume 102 54 -48 -47.1% 752
Daily Pivots for day following 20-Jul-2017
Classic Woodie Camarilla DeMark
R4 155-14 154-31 153-08
R3 154-19 154-04 153-00
R2 153-24 153-24 152-30
R1 153-09 153-09 152-27 153-17
PP 152-29 152-29 152-29 153-01
S1 152-14 152-14 152-23 152-22
S2 152-02 152-02 152-20
S3 151-07 151-19 152-18
S4 150-12 150-24 152-10
Weekly Pivots for week ending 14-Jul-2017
Classic Woodie Camarilla DeMark
R4 156-28 155-31 152-12
R3 155-01 154-04 151-28
R2 153-06 153-06 151-23
R1 152-09 152-09 151-17 152-23
PP 151-11 151-11 151-11 151-18
S1 150-14 150-14 151-07 150-29
S2 149-16 149-16 151-01
S3 147-21 148-19 150-28
S4 145-26 146-24 150-12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153-13 150-27 2-18 1.7% 0-30 0.6% 76% True False 165
10 153-13 150-11 3-02 2.0% 0-28 0.6% 80% True False 117
20 156-01 150-11 5-22 3.7% 0-30 0.6% 43% False False 82
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 157-00
2.618 155-20
1.618 154-25
1.000 154-08
0.618 153-30
HIGH 153-13
0.618 153-03
0.500 153-00
0.382 152-28
LOW 152-18
0.618 152-01
1.000 151-23
1.618 151-06
2.618 150-11
4.250 148-31
Fisher Pivots for day following 20-Jul-2017
Pivot 1 day 3 day
R1 153-00 152-21
PP 152-29 152-17
S1 152-27 152-13

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

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