ECBOT 30 Year Treasury Bond Future December 2017

Trading Metrics calculated at close of trading on 05-Dec-2017

Day Change Summary
	Previous	Current
	04-Dec-2017	05-Dec-2017	Change	Change %	Previous Week
Open	153-20	154-06	0-18	0.4%	154-10
High	154-10	154-29	0-19	0.4%	155-09
Low	153-06	153-25	0-19	0.4%	152-04
Close	154-04	154-26	0-22	0.4%	154-12
Range	1-04	1-04	0-00	0.0%	3-05
ATR	1-05	1-05	0-00	-0.3%	0-00
Volume	13,572	7,542	-6,030	-44.4%	1,518,960

Daily Pivots for day following 05-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	157-28	157-15	155-14
R3	156-24	156-11	155-04
R2	155-20	155-20	155-01
R1	155-07	155-07	154-29	155-14
PP	154-16	154-16	154-16	154-19
S1	154-03	154-03	154-23	154-10
S2	153-12	153-12	154-19
S3	152-08	152-31	154-16
S4	151-04	151-27	154-06

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%	1-17	1.0%	85%	False	False	95,827
10	155-09	152-04	3-05	2.0%	1-07	0.8%	85%	False	False	242,365
20	155-09	152-01	3-08	2.1%	1-04	0.7%	86%	False	False	262,645
40	155-09	150-10	4-31	3.2%	1-03	0.7%	91%	False	False	265,795
60	156-03	150-10	5-25	3.7%	1-01	0.7%	78%	False	False	261,982
80	158-09	150-10	7-31	5.1%	1-01	0.7%	56%	False	False	237,172
100	158-09	150-10	7-31	5.1%	1-01	0.7%	56%	False	False	189,908
120	158-09	150-10	7-31	5.1%	1-00	0.6%	56%	False	False	158,267

Crabel Price Patterns
NR	False
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	0-08

Fibonacci Retracements and Extensions
4.250	159-22
2.618	157-27
1.618	156-23
1.000	156-01
0.618	155-19
HIGH	154-29
0.618	154-15
0.500	154-11
0.382	154-07
LOW	153-25
0.618	153-03
1.000	152-21
1.618	151-31
2.618	150-27
4.250	149-00

Fisher Pivots for day following 05-Dec-2017
Pivot	1 day	3 day
R1	154-21	154-18
PP	154-16	154-10
S1	154-11	154-03

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