ECBOT 30 Year Treasury Bond Future March 2018


Trading Metrics calculated at close of trading on 27-Sep-2017
Day Change Summary
Previous Current
26-Sep-2017 27-Sep-2017 Change Change % Previous Week
Open 153-06 151-25 -1-13 -0.9% 153-03
High 153-25 151-25 -2-00 -1.3% 153-10
Low 153-06 151-20 -1-18 -1.0% 152-10
Close 153-19 151-25 -1-26 -1.2% 152-26
Range 0-19 0-05 -0-14 -73.7% 1-00
ATR 0-19 0-22 0-03 16.6% 0-00
Volume 9 1 -8 -88.9% 110
Daily Pivots for day following 27-Sep-2017
Classic Woodie Camarilla DeMark
R4 152-06 152-05 151-28
R3 152-01 152-00 151-26
R2 151-28 151-28 151-26
R1 151-27 151-27 151-25 151-28
PP 151-23 151-23 151-23 151-24
S1 151-22 151-22 151-25 151-23
S2 151-18 151-18 151-24
S3 151-13 151-17 151-24
S4 151-08 151-12 151-22
Weekly Pivots for week ending 22-Sep-2017
Classic Woodie Camarilla DeMark
R4 155-26 155-10 153-12
R3 154-26 154-10 153-03
R2 153-26 153-26 153-00
R1 153-10 153-10 152-29 153-02
PP 152-26 152-26 152-26 152-22
S1 152-10 152-10 152-23 152-02
S2 151-26 151-26 152-20
S3 150-26 151-10 152-17
S4 149-26 150-10 152-08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153-25 151-20 2-05 1.4% 0-13 0.3% 7% False True 6
10 154-03 151-20 2-15 1.6% 0-10 0.2% 6% False True 12
20 156-14 151-20 4-26 3.2% 0-05 0.1% 3% False True 6
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
4.250 152-14
2.618 152-06
1.618 152-01
1.000 151-30
0.618 151-28
HIGH 151-25
0.618 151-23
0.500 151-23
0.382 151-22
LOW 151-20
0.618 151-17
1.000 151-15
1.618 151-12
2.618 151-07
4.250 150-31
Fisher Pivots for day following 27-Sep-2017
Pivot 1 day 3 day
R1 151-24 152-23
PP 151-23 152-13
S1 151-23 152-03

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

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