ECBOT 30 Year Treasury Bond Future March 2018


Trading Metrics calculated at close of trading on 11-Oct-2017
Day Change Summary
Previous Current
10-Oct-2017 11-Oct-2017 Change Change % Previous Week
Open 150-26 151-04 0-10 0.2% 151-18
High 151-27 151-23 -0-04 -0.1% 151-31
Low 150-26 150-29 0-03 0.1% 150-03
Close 151-10 151-12 0-02 0.0% 150-23
Range 1-01 0-26 -0-07 -21.2% 1-28
ATR 0-24 0-24 0-00 0.7% 0-00
Volume 144 8 -136 -94.4% 102
Daily Pivots for day following 11-Oct-2017
Classic Woodie Camarilla DeMark
R4 153-25 153-12 151-26
R3 152-31 152-18 151-19
R2 152-05 152-05 151-17
R1 151-24 151-24 151-14 151-31
PP 151-11 151-11 151-11 151-14
S1 150-30 150-30 151-10 151-05
S2 150-17 150-17 151-07
S3 149-23 150-04 151-05
S4 148-29 149-10 150-30
Weekly Pivots for week ending 06-Oct-2017
Classic Woodie Camarilla DeMark
R4 156-18 155-16 151-24
R3 154-22 153-20 151-08
R2 152-26 152-26 151-02
R1 151-24 151-24 150-29 151-11
PP 150-30 150-30 150-30 150-23
S1 149-28 149-28 150-18 149-15
S2 149-02 149-02 150-12
S3 147-06 148-00 150-07
S4 145-10 146-04 149-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 151-27 150-03 1-24 1.2% 0-25 0.5% 73% False False 49
10 151-31 150-03 1-28 1.2% 0-25 0.5% 68% False False 29
20 154-03 150-03 4-00 2.6% 0-18 0.4% 32% False False 20
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 155-06
2.618 153-27
1.618 153-01
1.000 152-17
0.618 152-07
HIGH 151-23
0.618 151-13
0.500 151-10
0.382 151-07
LOW 150-29
0.618 150-13
1.000 150-03
1.618 149-19
2.618 148-25
4.250 147-15
Fisher Pivots for day following 11-Oct-2017
Pivot 1 day 3 day
R1 151-11 151-11
PP 151-11 151-11
S1 151-10 151-10

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

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