ECBOT 30 Year Treasury Bond Future December 2017


Trading Metrics calculated at close of trading on 27-Oct-2017
Day Change Summary
Previous Current
26-Oct-2017 27-Oct-2017 Change Change % Previous Week
Open 151-05 150-17 -0-20 -0.4% 152-03
High 151-22 151-18 -0-04 -0.1% 152-20
Low 150-15 150-10 -0-05 -0.1% 150-10
Close 150-23 151-06 0-15 0.3% 151-06
Range 1-07 1-08 0-01 2.6% 2-10
ATR 1-02 1-03 0-00 1.2% 0-00
Volume 307,228 354,070 46,842 15.2% 1,469,242
Daily Pivots for day following 27-Oct-2017
Classic Woodie Camarilla DeMark
R4 154-25 154-07 151-28
R3 153-17 152-31 151-17
R2 152-09 152-09 151-13
R1 151-23 151-23 151-10 152-00
PP 151-01 151-01 151-01 151-05
S1 150-15 150-15 151-02 150-24
S2 149-25 149-25 150-31
S3 148-17 149-07 150-27
S4 147-09 147-31 150-16
Weekly Pivots for week ending 27-Oct-2017
Classic Woodie Camarilla DeMark
R4 158-10 157-02 152-15
R3 156-00 154-24 151-26
R2 153-22 153-22 151-20
R1 152-14 152-14 151-13 151-29
PP 151-12 151-12 151-12 151-04
S1 150-04 150-04 150-31 149-19
S2 149-02 149-02 150-24
S3 146-24 147-26 150-18
S4 144-14 145-16 149-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 152-20 150-10 2-10 1.5% 1-04 0.7% 38% False True 293,848
10 154-04 150-10 3-26 2.5% 1-04 0.7% 23% False True 279,118
20 154-05 150-10 3-27 2.5% 1-01 0.7% 23% False True 259,869
40 158-09 150-10 7-31 5.3% 1-02 0.7% 11% False True 263,987
60 158-09 150-10 7-31 5.3% 1-01 0.7% 11% False True 203,429
80 158-09 150-10 7-31 5.3% 1-01 0.7% 11% False True 152,643
100 158-09 150-10 7-31 5.3% 0-30 0.6% 11% False True 122,119
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 0-06
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 156-28
2.618 154-27
1.618 153-19
1.000 152-26
0.618 152-11
HIGH 151-18
0.618 151-03
0.500 150-30
0.382 150-25
LOW 150-10
0.618 149-17
1.000 149-02
1.618 148-09
2.618 147-01
4.250 145-00
Fisher Pivots for day following 27-Oct-2017
Pivot 1 day 3 day
R1 151-03 151-04
PP 151-01 151-02
S1 150-30 151-00

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

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