ECBOT 30 Year Treasury Bond Future December 2017


Trading Metrics calculated at close of trading on 30-Oct-2017
Day Change Summary
Previous Current
27-Oct-2017 30-Oct-2017 Change Change % Previous Week
Open 150-17 151-16 0-31 0.6% 152-03
High 151-18 152-14 0-28 0.6% 152-20
Low 150-10 151-11 1-01 0.7% 150-10
Close 151-06 152-12 1-06 0.8% 151-06
Range 1-08 1-03 -0-05 -12.5% 2-10
ATR 1-03 1-03 0-00 1.1% 0-00
Volume 354,070 231,979 -122,091 -34.5% 1,469,242
Daily Pivots for day following 30-Oct-2017
Classic Woodie Camarilla DeMark
R4 155-11 154-30 152-31
R3 154-08 153-27 152-22
R2 153-05 153-05 152-18
R1 152-24 152-24 152-15 152-30
PP 152-02 152-02 152-02 152-05
S1 151-21 151-21 152-09 151-28
S2 150-31 150-31 152-06
S3 149-28 150-18 152-02
S4 148-25 149-15 151-25
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
5 152-17 150-10 2-07 1.5% 1-06 0.8% 93% False False 301,260
10 154-03 150-10 3-25 2.5% 1-06 0.8% 55% False False 281,997
20 154-05 150-10 3-27 2.5% 1-01 0.7% 54% False False 258,280
40 158-09 150-10 7-31 5.2% 1-02 0.7% 26% False False 262,927
60 158-09 150-10 7-31 5.2% 1-01 0.7% 26% False False 207,282
80 158-09 150-10 7-31 5.2% 1-01 0.7% 26% False False 155,542
100 158-09 150-10 7-31 5.2% 0-30 0.6% 26% False False 124,439
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-06
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 157-03
2.618 155-10
1.618 154-07
1.000 153-17
0.618 153-04
HIGH 152-14
0.618 152-01
0.500 151-29
0.382 151-24
LOW 151-11
0.618 150-21
1.000 150-08
1.618 149-18
2.618 148-15
4.250 146-22
Fisher Pivots for day following 30-Oct-2017
Pivot 1 day 3 day
R1 152-07 152-01
PP 152-02 151-23
S1 151-29 151-12

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

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