ECBOT 30 Year Treasury Bond Future December 2017

Trading Metrics calculated at close of trading on 01-Dec-2017

Day Change Summary
	Previous	Current
	30-Nov-2017	01-Dec-2017	Change	Change %	Previous Week
Open	153-05	152-31	-0-06	-0.1%	154-10
High	153-10	155-09	1-31	1.3%	155-09
Low	152-04	152-28	0-24	0.5%	152-04
Close	152-27	154-12	1-17	1.0%	154-12
Range	1-06	2-13	1-07	102.6%	3-05
ATR	1-02	1-05	0-03	9.1%	0-00
Volume	71,079	40,990	-30,089	-42.3%	1,518,960

Daily Pivots for day following 01-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	161-13	160-09	155-22
R3	159-00	157-28	155-01
R2	156-19	156-19	154-26
R1	155-15	155-15	154-19	156-01
PP	154-06	154-06	154-06	154-15
S1	153-02	153-02	154-05	153-20
S2	151-25	151-25	153-30
S3	149-12	150-21	153-23
S4	146-31	148-08	153-02

Weekly Pivots for week ending 01-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	163-13	162-01	156-04
R3	160-08	158-28	155-08
R2	157-03	157-03	154-31
R1	155-23	155-23	154-21	156-13
PP	153-30	153-30	153-30	154-09
S1	152-18	152-18	154-03	153-08
S2	150-25	150-25	153-25
S3	147-20	149-13	153-16
S4	144-15	146-08	152-20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	155-09	152-04	3-05	2.0%	1-13	0.9%	71%	True	False	303,792
10	155-09	152-04	3-05	2.0%	1-06	0.8%	71%	True	False	289,400
20	155-09	152-01	3-08	2.1%	1-03	0.7%	72%	True	False	284,257
40	155-09	150-10	4-31	3.2%	1-02	0.7%	82%	True	False	274,924
60	158-09	150-10	7-31	5.2%	1-01	0.7%	51%	False	False	269,329
80	158-09	150-10	7-31	5.2%	1-01	0.7%	51%	False	False	237,015
100	158-09	150-10	7-31	5.2%	1-02	0.7%	51%	False	False	189,703
120	158-09	150-10	7-31	5.2%	1-00	0.6%	51%	False	False	158,091

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-07
Widest range in 132 trading days

Fibonacci Retracements and Extensions
4.250	165-16
2.618	161-19
1.618	159-06
1.000	157-22
0.618	156-25
HIGH	155-09
0.618	154-12
0.500	154-03
0.382	153-25
LOW	152-28
0.618	151-12
1.000	150-15
1.618	148-31
2.618	146-18
4.250	142-21

Fisher Pivots for day following 01-Dec-2017
Pivot	1 day	3 day
R1	154-09	154-05
PP	154-06	153-30
S1	154-03	153-23

Download as Excel Spreadsheet

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

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