ECBOT 30 Year Treasury Bond Future December 2017


Trading Metrics calculated at close of trading on 18-Sep-2017
Day Change Summary
Previous Current
15-Sep-2017 18-Sep-2017 Change Change % Previous Week
Open 155-10 154-28 -0-14 -0.3% 156-25
High 155-15 155-01 -0-14 -0.3% 156-29
Low 154-24 154-04 -0-20 -0.4% 154-12
Close 155-01 154-11 -0-22 -0.4% 155-01
Range 0-23 0-29 0-06 26.1% 2-17
ATR 1-02 1-02 0-00 -1.1% 0-00
Volume 244,503 182,233 -62,270 -25.5% 1,175,569
Daily Pivots for day following 18-Sep-2017
Classic Woodie Camarilla DeMark
R4 157-07 156-22 154-27
R3 156-10 155-25 154-19
R2 155-13 155-13 154-16
R1 154-28 154-28 154-14 154-22
PP 154-16 154-16 154-16 154-13
S1 153-31 153-31 154-08 153-25
S2 153-19 153-19 154-06
S3 152-22 153-02 154-03
S4 151-25 152-05 153-27
Weekly Pivots for week ending 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 163-01 161-18 156-14
R3 160-16 159-01 155-23
R2 157-31 157-31 155-16
R1 156-16 156-16 155-08 155-31
PP 155-14 155-14 155-14 155-06
S1 153-31 153-31 154-26 153-14
S2 152-29 152-29 154-18
S3 150-12 151-14 154-11
S4 147-27 148-29 153-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 156-03 154-04 1-31 1.3% 0-28 0.6% 11% False True 230,372
10 158-09 154-04 4-05 2.7% 1-05 0.8% 5% False True 249,813
20 158-09 154-04 4-05 2.7% 1-00 0.7% 5% False True 218,491
40 158-09 150-28 7-13 4.8% 1-02 0.7% 47% False False 110,570
60 158-09 150-11 7-30 5.1% 1-01 0.7% 50% False False 73,747
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 158-28
2.618 157-13
1.618 156-16
1.000 155-30
0.618 155-19
HIGH 155-01
0.618 154-22
0.500 154-19
0.382 154-15
LOW 154-04
0.618 153-18
1.000 153-07
1.618 152-21
2.618 151-24
4.250 150-09
Fisher Pivots for day following 18-Sep-2017
Pivot 1 day 3 day
R1 154-19 154-26
PP 154-16 154-21
S1 154-14 154-16

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

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