ECBOT 30 Year Treasury Bond Future December 2017

Trading Metrics calculated at close of trading on 07-Dec-2017

Day Change Summary
	Previous	Current
	06-Dec-2017	07-Dec-2017	Change	Change %	Previous Week
Open	154-24	154-31	0-07	0.1%	154-10
High	155-21	155-17	-0-04	-0.1%	155-09
Low	154-21	153-31	-0-22	-0.4%	152-04
Close	155-05	153-31	-1-06	-0.8%	154-12
Range	1-00	1-18	0-18	56.3%	3-05
ATR	1-05	1-06	0-01	2.5%	0-00
Volume	17,101	2,131	-14,970	-87.5%	1,518,960

Daily Pivots for day following 07-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	159-06	158-04	154-27
R3	157-20	156-18	154-13
R2	156-02	156-02	154-08
R1	155-00	155-00	154-04	154-24
PP	154-16	154-16	154-16	154-12
S1	153-14	153-14	153-26	153-06
S2	152-30	152-30	153-22
S3	151-12	151-28	153-17
S4	149-26	150-10	153-04

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	155-21	152-28	2-25	1.8%	1-14	0.9%	39%	False	False	16,267
10	155-21	152-04	3-17	2.3%	1-09	0.8%	52%	False	False	172,104
20	155-21	152-01	3-20	2.4%	1-06	0.8%	53%	False	False	238,531
40	155-21	150-10	5-11	3.5%	1-03	0.7%	68%	False	False	253,701
60	155-21	150-10	5-11	3.5%	1-02	0.7%	68%	False	False	254,887
80	158-09	150-10	7-31	5.2%	1-02	0.7%	46%	False	False	237,334
100	158-09	150-10	7-31	5.2%	1-02	0.7%	46%	False	False	190,098
120	158-09	150-10	7-31	5.2%	1-01	0.7%	46%	False	False	158,427

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	162-06
2.618	159-20
1.618	158-02
1.000	157-03
0.618	156-16
HIGH	155-17
0.618	154-30
0.500	154-24
0.382	154-18
LOW	153-31
0.618	153-00
1.000	152-13
1.618	151-14
2.618	149-28
4.250	147-11

Fisher Pivots for day following 07-Dec-2017
Pivot	1 day	3 day
R1	154-24	154-23
PP	154-16	154-15
S1	154-07	154-07

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