ECBOT 30 Year Treasury Bond Future December 2017


Trading Metrics calculated at close of trading on 21-Aug-2017
Day Change Summary
Previous Current
18-Aug-2017 21-Aug-2017 Change Change % Previous Week
Open 154-17 154-14 -0-03 -0.1% 154-04
High 155-03 155-00 -0-03 -0.1% 155-03
Low 154-08 154-11 0-03 0.1% 152-10
Close 154-20 154-30 0-10 0.2% 154-20
Range 0-27 0-21 -0-06 -22.2% 2-25
ATR 1-03 1-02 -0-01 -2.9% 0-00
Volume 8,019 3,957 -4,062 -50.7% 36,922
Daily Pivots for day following 21-Aug-2017
Classic Woodie Camarilla DeMark
R4 156-23 156-16 155-10
R3 156-02 155-27 155-04
R2 155-13 155-13 155-02
R1 155-06 155-06 155-00 155-09
PP 154-24 154-24 154-24 154-26
S1 154-17 154-17 154-28 154-21
S2 154-03 154-03 154-26
S3 153-14 153-28 154-24
S4 152-25 153-07 154-18
Weekly Pivots for week ending 18-Aug-2017
Classic Woodie Camarilla DeMark
R4 162-11 161-09 156-05
R3 159-18 158-16 155-12
R2 156-25 156-25 155-04
R1 155-23 155-23 154-28 156-08
PP 154-00 154-00 154-00 154-09
S1 152-30 152-30 154-12 153-15
S2 151-07 151-07 154-04
S3 148-14 150-05 153-28
S4 145-21 147-12 153-03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 155-03 152-10 2-25 1.8% 1-06 0.8% 94% False False 7,442
10 155-03 152-09 2-26 1.8% 1-02 0.7% 94% False False 5,181
20 155-03 150-28 4-07 2.7% 1-04 0.7% 96% False False 2,836
40 156-01 150-11 5-22 3.7% 1-02 0.7% 81% False False 1,474
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 157-25
2.618 156-23
1.618 156-02
1.000 155-21
0.618 155-13
HIGH 155-00
0.618 154-24
0.500 154-22
0.382 154-19
LOW 154-11
0.618 153-30
1.000 153-22
1.618 153-09
2.618 152-20
4.250 151-18
Fisher Pivots for day following 21-Aug-2017
Pivot 1 day 3 day
R1 154-27 154-22
PP 154-24 154-15
S1 154-22 154-07

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

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