ECBOT 30 Year Treasury Bond Future December 2017


Trading Metrics calculated at close of trading on 31-Oct-2017
Day Change Summary
Previous Current
30-Oct-2017 31-Oct-2017 Change Change % Previous Week
Open 151-16 152-09 0-25 0.5% 152-03
High 152-14 152-19 0-05 0.1% 152-20
Low 151-11 152-03 0-24 0.5% 150-10
Close 152-12 152-15 0-03 0.1% 151-06
Range 1-03 0-16 -0-19 -54.3% 2-10
ATR 1-03 1-02 -0-01 -3.9% 0-00
Volume 231,979 228,323 -3,656 -1.6% 1,469,242
Daily Pivots for day following 31-Oct-2017
Classic Woodie Camarilla DeMark
R4 153-28 153-22 152-24
R3 153-12 153-06 152-19
R2 152-28 152-28 152-18
R1 152-22 152-22 152-16 152-25
PP 152-12 152-12 152-12 152-14
S1 152-06 152-06 152-14 152-09
S2 151-28 151-28 152-12
S3 151-12 151-22 152-11
S4 150-28 151-06 152-06
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
5 152-19 150-10 2-09 1.5% 1-02 0.7% 95% True False 299,053
10 154-03 150-10 3-25 2.5% 1-05 0.8% 57% False False 283,315
20 154-05 150-10 3-27 2.5% 1-01 0.7% 56% False False 257,599
40 158-09 150-10 7-31 5.2% 1-01 0.7% 27% False False 260,140
60 158-09 150-10 7-31 5.2% 1-01 0.7% 27% False False 211,082
80 158-09 150-10 7-31 5.2% 1-01 0.7% 27% False False 158,396
100 158-09 150-10 7-31 5.2% 0-30 0.6% 27% False False 126,722
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 16 trading days
Fibonacci Retracements and Extensions
4.250 154-23
2.618 153-29
1.618 153-13
1.000 153-03
0.618 152-29
HIGH 152-19
0.618 152-13
0.500 152-11
0.382 152-09
LOW 152-03
0.618 151-25
1.000 151-19
1.618 151-09
2.618 150-25
4.250 149-31
Fisher Pivots for day following 31-Oct-2017
Pivot 1 day 3 day
R1 152-14 152-04
PP 152-12 151-25
S1 152-11 151-15

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

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