ECBOT 30 Year Treasury Bond Future December 2017


Trading Metrics calculated at close of trading on 19-Oct-2017
Day Change Summary
Previous Current
18-Oct-2017 19-Oct-2017 Change Change % Previous Week
Open 154-02 152-29 -1-05 -0.8% 152-02
High 154-03 154-02 -0-01 0.0% 154-05
Low 152-25 152-29 0-04 0.1% 151-28
Close 153-01 153-17 0-16 0.3% 154-00
Range 1-10 1-05 -0-05 -11.9% 2-09
ATR 0-31 1-00 0-00 1.3% 0-00
Volume 254,670 296,406 41,736 16.4% 1,108,733
Daily Pivots for day following 19-Oct-2017
Classic Woodie Camarilla DeMark
R4 156-31 156-13 154-05
R3 155-26 155-08 153-27
R2 154-21 154-21 153-24
R1 154-03 154-03 153-20 154-12
PP 153-16 153-16 153-16 153-21
S1 152-30 152-30 153-14 153-07
S2 152-11 152-11 153-10
S3 151-06 151-25 153-07
S4 150-01 150-20 152-29
Weekly Pivots for week ending 13-Oct-2017
Classic Woodie Camarilla DeMark
R4 160-06 159-12 155-08
R3 157-29 157-03 154-20
R2 155-20 155-20 154-13
R1 154-26 154-26 154-07 155-07
PP 153-11 153-11 153-11 153-18
S1 152-17 152-17 153-25 152-30
S2 151-02 151-02 153-19
S3 148-25 150-08 153-12
S4 146-16 147-31 152-24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 154-05 152-25 1-12 0.9% 1-00 0.7% 55% False False 252,883
10 154-05 151-07 2-30 1.9% 0-30 0.6% 79% False False 241,621
20 155-04 151-07 3-29 2.5% 0-31 0.6% 59% False False 261,430
40 158-09 151-07 7-02 4.6% 1-00 0.6% 33% False False 256,256
60 158-09 150-28 7-13 4.8% 1-01 0.7% 36% False False 173,122
80 158-09 150-11 7-30 5.2% 1-00 0.7% 40% False False 129,874
100 158-09 150-11 7-30 5.2% 0-27 0.6% 40% False False 103,901
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 158-31
2.618 157-03
1.618 155-30
1.000 155-07
0.618 154-25
HIGH 154-02
0.618 153-20
0.500 153-16
0.382 153-11
LOW 152-29
0.618 152-06
1.000 151-24
1.618 151-01
2.618 149-28
4.250 148-00
Fisher Pivots for day following 19-Oct-2017
Pivot 1 day 3 day
R1 153-17 153-16
PP 153-16 153-15
S1 153-16 153-14

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

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