ECBOT 30 Year Treasury Bond Future December 2017


Trading Metrics calculated at close of trading on 03-Nov-2017
Day Change Summary
Previous Current
02-Nov-2017 03-Nov-2017 Change Change % Previous Week
Open 152-29 153-16 0-19 0.4% 151-16
High 153-22 154-00 0-10 0.2% 154-00
Low 152-22 153-11 0-21 0.4% 151-11
Close 153-15 153-21 0-06 0.1% 153-21
Range 1-00 0-21 -0-11 -34.4% 2-21
ATR 1-02 1-01 -0-01 -2.7% 0-00
Volume 283,673 262,262 -21,411 -7.5% 1,336,121
Daily Pivots for day following 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 155-20 155-10 154-01
R3 154-31 154-21 153-27
R2 154-10 154-10 153-25
R1 154-00 154-00 153-23 154-05
PP 153-21 153-21 153-21 153-24
S1 153-11 153-11 153-19 153-16
S2 153-00 153-00 153-17
S3 152-11 152-22 153-15
S4 151-22 152-01 153-09
Weekly Pivots for week ending 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 160-31 159-31 155-04
R3 158-10 157-10 154-12
R2 155-21 155-21 154-05
R1 154-21 154-21 153-29 155-05
PP 153-00 153-00 153-00 153-08
S1 152-00 152-00 153-13 152-16
S2 150-11 150-11 153-05
S3 147-22 149-11 152-30
S4 145-01 146-22 152-06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 154-00 151-11 2-21 1.7% 0-29 0.6% 87% True False 267,224
10 154-00 150-10 3-22 2.4% 1-01 0.7% 91% True False 280,536
20 154-05 150-10 3-27 2.5% 1-01 0.7% 87% False False 261,802
40 156-29 150-10 6-19 4.3% 1-00 0.6% 51% False False 262,022
60 158-09 150-10 7-31 5.2% 1-01 0.7% 42% False False 225,550
80 158-09 150-10 7-31 5.2% 1-01 0.7% 42% False False 169,340
100 158-09 150-10 7-31 5.2% 0-31 0.6% 42% False False 135,480
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 0-07
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 156-25
2.618 155-23
1.618 155-02
1.000 154-21
0.618 154-13
HIGH 154-00
0.618 153-24
0.500 153-22
0.382 153-19
LOW 153-11
0.618 152-30
1.000 152-22
1.618 152-09
2.618 151-20
4.250 150-18
Fisher Pivots for day following 03-Nov-2017
Pivot 1 day 3 day
R1 153-22 153-14
PP 153-21 153-07
S1 153-21 153-00

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

View Archives - Comment on this page... - Back to Index of Symbols