ECBOT 30 Year Treasury Bond Future December 2017


Trading Metrics calculated at close of trading on 23-Aug-2017
Day Change Summary
Previous Current
22-Aug-2017 23-Aug-2017 Change Change % Previous Week
Open 155-01 154-15 -0-18 -0.4% 154-04
High 155-01 155-11 0-10 0.2% 155-03
Low 154-09 154-09 0-00 0.0% 152-10
Close 154-12 155-08 0-28 0.6% 154-20
Range 0-24 1-02 0-10 41.7% 2-25
ATR 1-01 1-01 0-00 0.2% 0-00
Volume 24,961 55,834 30,873 123.7% 36,922
Daily Pivots for day following 23-Aug-2017
Classic Woodie Camarilla DeMark
R4 158-05 157-24 155-27
R3 157-03 156-22 155-17
R2 156-01 156-01 155-14
R1 155-20 155-20 155-11 155-27
PP 154-31 154-31 154-31 155-02
S1 154-18 154-18 155-05 154-25
S2 153-29 153-29 155-02
S3 152-27 153-16 154-31
S4 151-25 152-14 154-21
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
5 155-11 153-11 2-00 1.3% 0-30 0.6% 95% True False 22,612
10 155-11 152-10 3-01 2.0% 1-02 0.7% 97% True False 13,016
20 155-11 150-28 4-15 2.9% 1-03 0.7% 98% True False 6,853
40 155-11 150-11 5-00 3.2% 1-01 0.7% 98% True False 3,491
60 156-01 150-11 5-22 3.7% 0-24 0.5% 86% False False 2,331
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 159-28
2.618 158-04
1.618 157-02
1.000 156-13
0.618 156-00
HIGH 155-11
0.618 154-30
0.500 154-26
0.382 154-22
LOW 154-09
0.618 153-20
1.000 153-07
1.618 152-18
2.618 151-16
4.250 149-25
Fisher Pivots for day following 23-Aug-2017
Pivot 1 day 3 day
R1 155-03 155-03
PP 154-31 154-31
S1 154-26 154-26

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

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