ECBOT 30 Year Treasury Bond Future December 2017


Trading Metrics calculated at close of trading on 18-Dec-2017
Day Change Summary
Previous Current
15-Dec-2017 18-Dec-2017 Change Change % Previous Week
Open 155-04 155-09 0-05 0.1% 154-04
High 155-16 155-09 -0-07 -0.1% 155-16
Low 154-26 154-06 -0-20 -0.4% 153-10
Close 155-12 154-09 -1-03 -0.7% 155-12
Range 0-22 1-03 0-13 59.1% 2-06
ATR 1-03 1-03 0-00 0.6% 0-00
Volume 1,336 3,104 1,768 132.3% 9,661
Daily Pivots for day following 18-Dec-2017
Classic Woodie Camarilla DeMark
R4 157-28 157-05 154-28
R3 156-25 156-02 154-19
R2 155-22 155-22 154-15
R1 154-31 154-31 154-12 154-25
PP 154-19 154-19 154-19 154-16
S1 153-28 153-28 154-06 153-22
S2 153-16 153-16 154-03
S3 152-13 152-25 153-31
S4 151-10 151-22 153-22
Weekly Pivots for week ending 15-Dec-2017
Classic Woodie Camarilla DeMark
R4 161-09 160-17 156-18
R3 159-03 158-11 155-31
R2 156-29 156-29 155-25
R1 156-05 156-05 155-18 156-17
PP 154-23 154-23 154-23 154-30
S1 153-31 153-31 155-06 154-11
S2 152-17 152-17 154-31
S3 150-11 151-25 154-25
S4 148-05 149-19 154-06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 155-16 153-10 2-06 1.4% 1-01 0.7% 44% False False 2,032
10 155-21 153-10 2-11 1.5% 1-01 0.7% 41% False False 4,465
20 155-21 152-04 3-17 2.3% 1-03 0.7% 61% False False 135,321
40 155-21 150-10 5-11 3.5% 1-02 0.7% 74% False False 207,161
60 155-21 150-10 5-11 3.5% 1-02 0.7% 74% False False 227,282
80 158-09 150-10 7-31 5.2% 1-02 0.7% 50% False False 233,600
100 158-09 150-10 7-31 5.2% 1-02 0.7% 50% False False 190,262
120 158-09 150-10 7-31 5.2% 1-01 0.7% 50% False False 158,574
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 159-30
2.618 158-05
1.618 157-02
1.000 156-12
0.618 155-31
HIGH 155-09
0.618 154-28
0.500 154-24
0.382 154-19
LOW 154-06
0.618 153-16
1.000 153-03
1.618 152-13
2.618 151-10
4.250 149-17
Fisher Pivots for day following 18-Dec-2017
Pivot 1 day 3 day
R1 154-24 154-27
PP 154-19 154-21
S1 154-14 154-15

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

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