ECBOT 30 Year Treasury Bond Future December 2017

Trading Metrics calculated at close of trading on 13-Sep-2017

Day Change Summary
	Previous	Current
	12-Sep-2017	13-Sep-2017	Change	Change %	Previous Week
Open	155-31	155-08	-0-23	-0.5%	155-19
High	156-03	155-18	-0-17	-0.3%	158-09
Low	155-02	154-24	-0-10	-0.2%	155-05
Close	155-08	154-26	-0-14	-0.3%	157-09
Range	1-01	0-26	-0-07	-21.2%	3-04
ATR	1-04	1-04	-0-01	-2.0%	0-00
Volume	213,302	231,641	18,339	8.6%	1,140,331

Daily Pivots for day following 13-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	157-15	156-31	155-08
R3	156-21	156-05	155-01
R2	155-27	155-27	154-31
R1	155-11	155-11	154-28	155-06
PP	155-01	155-01	155-01	154-31
S1	154-17	154-17	154-24	154-12
S2	154-07	154-07	154-21
S3	153-13	153-23	154-19
S4	152-19	152-29	154-12

Weekly Pivots for week ending 08-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	166-09	164-29	159-00
R3	163-05	161-25	158-05
R2	160-01	160-01	157-27
R1	158-21	158-21	157-18	159-11
PP	156-29	156-29	156-29	157-08
S1	155-17	155-17	157-00	156-07
S2	153-25	153-25	156-23
S3	150-21	152-13	156-14
S4	147-17	149-09	155-18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	158-09	154-24	3-17	2.3%	1-06	0.8%	2%	False	True	238,439
10	158-09	154-24	3-17	2.3%	1-06	0.8%	2%	False	True	254,548
20	158-09	152-10	5-31	3.9%	1-02	0.7%	42%	False	False	184,678
40	158-09	150-28	7-13	4.8%	1-02	0.7%	53%	False	False	92,914
60	158-09	150-11	7-30	5.1%	1-00	0.6%	56%	False	False	61,967

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	159-00
2.618	157-22
1.618	156-28
1.000	156-12
0.618	156-02
HIGH	155-18
0.618	155-08
0.500	155-05
0.382	155-02
LOW	154-24
0.618	154-08
1.000	153-30
1.618	153-14
2.618	152-20
4.250	151-10

Fisher Pivots for day following 13-Sep-2017
Pivot	1 day	3 day
R1	155-05	155-27
PP	155-01	155-16
S1	154-30	155-05

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols