ECBOT 30 Year Treasury Bond Future December 2017


Trading Metrics calculated at close of trading on 01-Sep-2017
Day Change Summary
Previous Current
31-Aug-2017 01-Sep-2017 Change Change % Previous Week
Open 155-27 156-05 0-10 0.2% 155-12
High 156-07 156-12 0-05 0.1% 156-28
Low 155-15 154-30 -0-17 -0.3% 154-30
Close 156-03 155-06 -0-29 -0.6% 155-06
Range 0-24 1-14 0-22 91.7% 1-30
ATR 0-30 0-31 0-01 3.7% 0-00
Volume 271,648 274,396 2,748 1.0% 1,311,217
Daily Pivots for day following 01-Sep-2017
Classic Woodie Camarilla DeMark
R4 159-26 158-30 155-31
R3 158-12 157-16 155-19
R2 156-30 156-30 155-14
R1 156-02 156-02 155-10 155-25
PP 155-16 155-16 155-16 155-12
S1 154-20 154-20 155-02 154-11
S2 154-02 154-02 154-30
S3 152-20 153-06 154-25
S4 151-06 151-24 154-13
Weekly Pivots for week ending 01-Sep-2017
Classic Woodie Camarilla DeMark
R4 161-15 160-09 156-08
R3 159-17 158-11 155-23
R2 157-19 157-19 155-17
R1 156-13 156-13 155-12 156-01
PP 155-21 155-21 155-21 155-16
S1 154-15 154-15 155-00 154-03
S2 153-23 153-23 154-27
S3 151-25 152-17 154-21
S4 149-27 150-19 154-04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 156-28 154-30 1-30 1.2% 0-30 0.6% 13% False True 262,243
10 156-28 154-09 2-19 1.7% 0-27 0.5% 35% False False 187,169
20 156-28 152-09 4-19 3.0% 0-30 0.6% 63% False False 95,992
40 156-28 150-13 6-15 4.2% 1-00 0.6% 74% False False 48,158
60 156-28 150-11 6-17 4.2% 0-27 0.6% 74% False False 32,114
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 162-16
2.618 160-04
1.618 158-22
1.000 157-26
0.618 157-08
HIGH 156-12
0.618 155-26
0.500 155-21
0.382 155-16
LOW 154-30
0.618 154-02
1.000 153-16
1.618 152-20
2.618 151-06
4.250 148-26
Fisher Pivots for day following 01-Sep-2017
Pivot 1 day 3 day
R1 155-21 155-21
PP 155-16 155-16
S1 155-11 155-11

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

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