ECBOT 30 Year Treasury Bond Future December 2017


Trading Metrics calculated at close of trading on 02-Oct-2017
Day Change Summary
Previous Current
29-Sep-2017 02-Oct-2017 Change Change % Previous Week
Open 152-24 152-22 -0-02 0.0% 154-08
High 153-00 153-04 0-04 0.1% 155-04
Low 152-12 152-02 -0-10 -0.2% 152-01
Close 152-26 152-22 -0-04 -0.1% 152-26
Range 0-20 1-02 0-14 70.0% 3-03
ATR 1-01 1-01 0-00 0.2% 0-00
Volume 364,793 263,763 -101,030 -27.7% 1,622,305
Daily Pivots for day following 02-Oct-2017
Classic Woodie Camarilla DeMark
R4 155-26 155-10 153-09
R3 154-24 154-08 152-31
R2 153-22 153-22 152-28
R1 153-06 153-06 152-25 153-07
PP 152-20 152-20 152-20 152-20
S1 152-04 152-04 152-19 152-05
S2 151-18 151-18 152-16
S3 150-16 151-02 152-13
S4 149-14 150-00 152-03
Weekly Pivots for week ending 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 162-19 160-26 154-16
R3 159-16 157-23 153-21
R2 156-13 156-13 153-12
R1 154-20 154-20 153-03 153-31
PP 153-10 153-10 153-10 153-00
S1 151-17 151-17 152-17 150-28
S2 150-07 150-07 152-08
S3 147-04 148-14 151-31
S4 144-01 145-11 151-04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 155-03 152-01 3-02 2.0% 1-04 0.7% 21% False False 322,841
10 155-04 152-01 3-03 2.0% 1-00 0.6% 21% False False 285,333
20 158-09 152-01 6-08 4.1% 1-02 0.7% 10% False False 267,573
40 158-09 152-01 6-08 4.1% 1-00 0.7% 10% False False 181,782
60 158-09 150-13 7-28 5.2% 1-01 0.7% 29% False False 121,296
80 158-09 150-11 7-30 5.2% 0-29 0.6% 30% False False 90,978
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 157-20
2.618 155-29
1.618 154-27
1.000 154-06
0.618 153-25
HIGH 153-04
0.618 152-23
0.500 152-19
0.382 152-15
LOW 152-02
0.618 151-13
1.000 151-00
1.618 150-11
2.618 149-09
4.250 147-18
Fisher Pivots for day following 02-Oct-2017
Pivot 1 day 3 day
R1 152-21 152-21
PP 152-20 152-20
S1 152-19 152-19

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

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