ECBOT 30 Year Treasury Bond Future December 2017


Trading Metrics calculated at close of trading on 25-Aug-2017
Day Change Summary
Previous Current
24-Aug-2017 25-Aug-2017 Change Change % Previous Week
Open 155-11 154-26 -0-17 -0.3% 154-14
High 155-11 155-16 0-05 0.1% 155-16
Low 154-25 154-22 -0-03 -0.1% 154-09
Close 154-27 155-09 0-14 0.3% 155-09
Range 0-18 0-26 0-08 44.4% 1-07
ATR 1-00 1-00 0-00 -1.4% 0-00
Volume 201,216 274,506 73,290 36.4% 560,474
Daily Pivots for day following 25-Aug-2017
Classic Woodie Camarilla DeMark
R4 157-19 157-08 155-23
R3 156-25 156-14 155-16
R2 155-31 155-31 155-14
R1 155-20 155-20 155-11 155-26
PP 155-05 155-05 155-05 155-08
S1 154-26 154-26 155-07 155-00
S2 154-11 154-11 155-04
S3 153-17 154-00 155-02
S4 152-23 153-06 154-27
Weekly Pivots for week ending 25-Aug-2017
Classic Woodie Camarilla DeMark
R4 158-22 158-06 155-30
R3 157-15 156-31 155-20
R2 156-08 156-08 155-16
R1 155-24 155-24 155-13 156-00
PP 155-01 155-01 155-01 155-05
S1 154-17 154-17 155-05 154-25
S2 153-26 153-26 155-02
S3 152-19 153-10 154-30
S4 151-12 152-03 154-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 155-16 154-09 1-07 0.8% 0-25 0.5% 82% True False 112,094
10 155-16 152-10 3-06 2.1% 0-31 0.6% 93% True False 59,739
20 155-16 151-00 4-16 2.9% 1-01 0.7% 95% True False 30,629
40 155-16 150-11 5-05 3.3% 1-00 0.6% 96% True False 15,383
60 156-01 150-11 5-22 3.7% 0-25 0.5% 87% False False 10,260
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 158-30
2.618 157-20
1.618 156-26
1.000 156-10
0.618 156-00
HIGH 155-16
0.618 155-06
0.500 155-03
0.382 155-00
LOW 154-22
0.618 154-06
1.000 153-28
1.618 153-12
2.618 152-18
4.250 151-08
Fisher Pivots for day following 25-Aug-2017
Pivot 1 day 3 day
R1 155-07 155-05
PP 155-05 155-01
S1 155-03 154-29

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

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