ECBOT 30 Year Treasury Bond Future March 2018


Trading Metrics calculated at close of trading on 21-Sep-2017
Day Change Summary
Previous Current
20-Sep-2017 21-Sep-2017 Change Change % Previous Week
Open 152-17 152-24 0-07 0.1% 155-02
High 152-30 153-05 0-07 0.1% 155-02
Low 152-10 152-18 0-08 0.2% 153-28
Close 152-15 152-19 0-04 0.1% 154-03
Range 0-20 0-19 -0-01 -5.0% 1-06
ATR 0-17 0-18 0-00 1.9% 0-00
Volume 82 2 -80 -97.6% 0
Daily Pivots for day following 21-Sep-2017
Classic Woodie Camarilla DeMark
R4 154-18 154-05 152-29
R3 153-31 153-18 152-24
R2 153-12 153-12 152-22
R1 152-31 152-31 152-21 152-28
PP 152-25 152-25 152-25 152-23
S1 152-12 152-12 152-17 152-09
S2 152-06 152-06 152-16
S3 151-19 151-25 152-14
S4 151-00 151-06 152-09
Weekly Pivots for week ending 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 157-29 157-06 154-24
R3 156-23 156-00 154-13
R2 155-17 155-17 154-10
R1 154-26 154-26 154-06 154-19
PP 154-11 154-11 154-11 154-07
S1 153-20 153-20 154-00 153-13
S2 153-05 153-05 153-28
S3 151-31 152-14 153-25
S4 150-25 151-08 153-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 154-03 152-10 1-25 1.2% 0-11 0.2% 16% False False 18
10 156-11 152-10 4-01 2.6% 0-05 0.1% 7% False False 9
Crabel Price Patterns
NR True
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 0-02
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 155-22
2.618 154-23
1.618 154-04
1.000 153-24
0.618 153-17
HIGH 153-05
0.618 152-30
0.500 152-28
0.382 152-25
LOW 152-18
0.618 152-06
1.000 151-31
1.618 151-19
2.618 151-00
4.250 150-01
Fisher Pivots for day following 21-Sep-2017
Pivot 1 day 3 day
R1 152-28 152-25
PP 152-25 152-23
S1 152-22 152-21

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

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