ECBOT 30 Year Treasury Bond Future December 2017


Trading Metrics calculated at close of trading on 08-Nov-2017
Day Change Summary
Previous Current
07-Nov-2017 08-Nov-2017 Change Change % Previous Week
Open 154-09 154-17 0-08 0.2% 151-16
High 154-24 154-26 0-02 0.0% 154-00
Low 153-29 154-04 0-07 0.1% 151-11
Close 154-22 154-11 -0-11 -0.2% 153-21
Range 0-27 0-22 -0-05 -18.5% 2-21
ATR 1-01 1-00 -0-01 -2.3% 0-00
Volume 282,945 218,553 -64,392 -22.8% 1,336,121
Daily Pivots for day following 08-Nov-2017
Classic Woodie Camarilla DeMark
R4 156-16 156-03 154-23
R3 155-26 155-13 154-17
R2 155-04 155-04 154-15
R1 154-23 154-23 154-13 154-19
PP 154-14 154-14 154-14 154-11
S1 154-01 154-01 154-09 153-29
S2 153-24 153-24 154-07
S3 153-02 153-11 154-05
S4 152-12 152-21 153-31
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
5 154-26 152-22 2-04 1.4% 0-27 0.5% 78% True False 247,705
10 154-26 150-10 4-16 2.9% 0-31 0.6% 90% True False 269,001
20 154-26 150-10 4-16 2.9% 1-01 0.7% 90% True False 268,872
40 155-15 150-10 5-05 3.3% 0-31 0.6% 78% False False 263,064
60 158-09 150-10 7-31 5.2% 1-00 0.7% 51% False False 236,936
80 158-09 150-10 7-31 5.2% 1-01 0.7% 51% False False 177,989
100 158-09 150-10 7-31 5.2% 1-00 0.6% 51% False False 142,406
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 0-09
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 157-24
2.618 156-20
1.618 155-30
1.000 155-16
0.618 155-08
HIGH 154-26
0.618 154-18
0.500 154-15
0.382 154-12
LOW 154-04
0.618 153-22
1.000 153-14
1.618 153-00
2.618 152-10
4.250 151-06
Fisher Pivots for day following 08-Nov-2017
Pivot 1 day 3 day
R1 154-15 154-08
PP 154-14 154-06
S1 154-12 154-03

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

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