ECBOT 30 Year Treasury Bond Future December 2017


Trading Metrics calculated at close of trading on 16-Nov-2017
Day Change Summary
Previous Current
15-Nov-2017 16-Nov-2017 Change Change % Previous Week
Open 153-02 154-09 1-07 0.8% 153-24
High 154-10 154-09 -0-01 0.0% 154-26
Low 153-01 153-03 0-02 0.0% 152-02
Close 154-00 153-18 -0-14 -0.3% 152-10
Range 1-09 1-06 -0-03 -7.3% 2-24
ATR 1-02 1-02 0-00 0.9% 0-00
Volume 336,764 275,369 -61,395 -18.2% 1,390,031
Daily Pivots for day following 16-Nov-2017
Classic Woodie Camarilla DeMark
R4 157-07 156-18 154-07
R3 156-01 155-12 153-28
R2 154-27 154-27 153-25
R1 154-06 154-06 153-21 153-30
PP 153-21 153-21 153-21 153-16
S1 153-00 153-00 153-15 152-24
S2 152-15 152-15 153-11
S3 151-09 151-26 153-08
S4 150-03 150-20 152-29
Weekly Pivots for week ending 10-Nov-2017
Classic Woodie Camarilla DeMark
R4 161-10 159-18 153-26
R3 158-18 156-26 153-02
R2 155-26 155-26 152-26
R1 154-02 154-02 152-18 153-18
PP 153-02 153-02 153-02 152-26
S1 151-10 151-10 152-02 150-26
S2 150-10 150-10 151-26
S3 147-18 148-18 151-18
S4 144-26 145-26 150-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 154-10 152-01 2-09 1.5% 1-07 0.8% 67% False False 294,594
10 154-26 152-01 2-25 1.8% 1-00 0.7% 55% False False 279,113
20 154-26 150-10 4-16 2.9% 1-02 0.7% 72% False False 284,338
40 155-04 150-10 4-26 3.1% 1-01 0.7% 68% False False 272,884
60 158-09 150-10 7-31 5.2% 1-01 0.7% 41% False False 265,617
80 158-09 150-10 7-31 5.2% 1-01 0.7% 41% False False 200,926
100 158-09 150-10 7-31 5.2% 1-01 0.7% 41% False False 160,767
120 158-09 150-10 7-31 5.2% 0-28 0.6% 41% False False 133,974
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 159-11
2.618 157-12
1.618 156-06
1.000 155-15
0.618 155-00
HIGH 154-09
0.618 153-26
0.500 153-22
0.382 153-18
LOW 153-03
0.618 152-12
1.000 151-29
1.618 151-06
2.618 150-00
4.250 148-02
Fisher Pivots for day following 16-Nov-2017
Pivot 1 day 3 day
R1 153-22 153-15
PP 153-21 153-11
S1 153-19 153-08

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

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