ECBOT 30 Year Treasury Bond Future December 2017


Trading Metrics calculated at close of trading on 03-Oct-2017
Day Change Summary
Previous Current
02-Oct-2017 03-Oct-2017 Change Change % Previous Week
Open 152-22 152-18 -0-04 -0.1% 154-08
High 153-04 152-28 -0-08 -0.2% 155-04
Low 152-02 152-00 -0-02 0.0% 152-01
Close 152-22 152-20 -0-02 0.0% 152-26
Range 1-02 0-28 -0-06 -17.6% 3-03
ATR 1-01 1-01 0-00 -1.1% 0-00
Volume 263,763 241,956 -21,807 -8.3% 1,622,305
Daily Pivots for day following 03-Oct-2017
Classic Woodie Camarilla DeMark
R4 155-04 154-24 153-03
R3 154-08 153-28 152-28
R2 153-12 153-12 152-25
R1 153-00 153-00 152-23 153-06
PP 152-16 152-16 152-16 152-19
S1 152-04 152-04 152-17 152-10
S2 151-20 151-20 152-15
S3 150-24 151-08 152-12
S4 149-28 150-12 152-05
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
5 154-25 152-00 2-25 1.8% 1-04 0.7% 22% False True 325,425
10 155-04 152-00 3-04 2.0% 1-00 0.7% 20% False True 287,844
20 158-09 152-00 6-09 4.1% 1-01 0.7% 10% False True 262,681
40 158-09 152-00 6-09 4.1% 1-01 0.7% 10% False True 187,824
60 158-09 150-13 7-28 5.2% 1-01 0.7% 28% False False 125,329
80 158-09 150-11 7-30 5.2% 0-29 0.6% 29% False False 94,003
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 156-19
2.618 155-05
1.618 154-09
1.000 153-24
0.618 153-13
HIGH 152-28
0.618 152-17
0.500 152-14
0.382 152-11
LOW 152-00
0.618 151-15
1.000 151-04
1.618 150-19
2.618 149-23
4.250 148-09
Fisher Pivots for day following 03-Oct-2017
Pivot 1 day 3 day
R1 152-18 152-19
PP 152-16 152-19
S1 152-14 152-18

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

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