ECBOT 30 Year Treasury Bond Future December 2017


Trading Metrics calculated at close of trading on 20-Sep-2017
Day Change Summary
Previous Current
19-Sep-2017 20-Sep-2017 Change Change % Previous Week
Open 154-15 154-02 -0-13 -0.3% 156-25
High 154-23 154-14 -0-09 -0.2% 156-29
Low 154-00 153-16 -0-16 -0.3% 154-12
Close 154-04 153-24 -0-12 -0.2% 155-01
Range 0-23 0-30 0-07 30.4% 2-17
ATR 1-01 1-01 0-00 -0.7% 0-00
Volume 216,842 270,833 53,991 24.9% 1,175,569
Daily Pivots for day following 20-Sep-2017
Classic Woodie Camarilla DeMark
R4 156-23 156-05 154-08
R3 155-25 155-07 154-00
R2 154-27 154-27 153-30
R1 154-09 154-09 153-27 154-03
PP 153-29 153-29 153-29 153-26
S1 153-11 153-11 153-21 153-05
S2 152-31 152-31 153-18
S3 152-01 152-13 153-16
S4 151-03 151-15 153-08
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
5 155-15 153-16 1-31 1.3% 0-27 0.5% 13% False True 238,918
10 158-09 153-16 4-25 3.1% 1-00 0.7% 5% False True 238,678
20 158-09 153-16 4-25 3.1% 1-01 0.7% 5% False True 241,429
40 158-09 150-28 7-13 4.8% 1-02 0.7% 39% False False 122,750
60 158-09 150-11 7-30 5.2% 1-01 0.7% 43% False False 81,873
80 158-09 150-11 7-30 5.2% 0-26 0.5% 43% False False 61,408
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 158-14
2.618 156-29
1.618 155-31
1.000 155-12
0.618 155-01
HIGH 154-14
0.618 154-03
0.500 153-31
0.382 153-27
LOW 153-16
0.618 152-29
1.000 152-18
1.618 151-31
2.618 151-01
4.250 149-16
Fisher Pivots for day following 20-Sep-2017
Pivot 1 day 3 day
R1 153-31 154-09
PP 153-29 154-03
S1 153-26 153-30

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

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