ECBOT 30 Year Treasury Bond Future December 2017


Trading Metrics calculated at close of trading on 03-Aug-2017
Day Change Summary
Previous Current
02-Aug-2017 03-Aug-2017 Change Change % Previous Week
Open 152-15 152-31 0-16 0.3% 153-09
High 153-10 154-01 0-23 0.5% 153-17
Low 152-09 152-24 0-15 0.3% 150-28
Close 152-31 153-25 0-26 0.5% 151-30
Range 1-01 1-09 0-08 24.3% 2-21
ATR 1-00 1-00 0-01 2.1% 0-00
Volume 590 987 397 67.3% 874
Daily Pivots for day following 03-Aug-2017
Classic Woodie Camarilla DeMark
R4 157-12 156-27 154-16
R3 156-03 155-18 154-04
R2 154-26 154-26 154-01
R1 154-09 154-09 153-29 154-18
PP 153-17 153-17 153-17 153-21
S1 153-00 153-00 153-21 153-09
S2 152-08 152-08 153-17
S3 150-31 151-23 153-14
S4 149-22 150-14 153-02
Weekly Pivots for week ending 28-Jul-2017
Classic Woodie Camarilla DeMark
R4 160-03 158-21 153-13
R3 157-14 156-00 152-21
R2 154-25 154-25 152-14
R1 153-11 153-11 152-06 152-24
PP 152-04 152-04 152-04 151-26
S1 150-22 150-22 151-22 150-02
S2 149-15 149-15 151-14
S3 146-26 148-01 151-07
S4 144-05 145-12 150-15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 154-01 150-28 3-05 2.1% 1-06 0.8% 92% True False 652
10 154-01 150-28 3-05 2.1% 1-04 0.7% 92% True False 453
20 154-01 150-11 3-22 2.4% 1-00 0.7% 93% True False 285
40 156-01 150-11 5-22 3.7% 0-25 0.5% 60% False False 154
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 0-08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 159-15
2.618 157-12
1.618 156-03
1.000 155-10
0.618 154-26
HIGH 154-01
0.618 153-17
0.500 153-13
0.382 153-08
LOW 152-24
0.618 151-31
1.000 151-15
1.618 150-22
2.618 149-13
4.250 147-10
Fisher Pivots for day following 03-Aug-2017
Pivot 1 day 3 day
R1 153-21 153-12
PP 153-17 152-30
S1 153-13 152-17

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

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