ECBOT 30 Year Treasury Bond Future March 2018


Trading Metrics calculated at close of trading on 24-Oct-2017
Day Change Summary
Previous Current
23-Oct-2017 24-Oct-2017 Change Change % Previous Week
Open 150-23 151-07 0-16 0.3% 152-18
High 151-12 151-09 -0-03 -0.1% 152-28
Low 150-22 150-04 -0-18 -0.4% 150-19
Close 151-05 150-16 -0-21 -0.4% 151-00
Range 0-22 1-05 0-15 68.2% 2-09
ATR 0-28 0-28 0-01 2.4% 0-00
Volume 62 30 -32 -51.6% 496
Daily Pivots for day following 24-Oct-2017
Classic Woodie Camarilla DeMark
R4 154-03 153-15 151-04
R3 152-30 152-10 150-26
R2 151-25 151-25 150-23
R1 151-05 151-05 150-19 150-29
PP 150-20 150-20 150-20 150-16
S1 150-00 150-00 150-13 149-23
S2 149-15 149-15 150-09
S3 148-10 148-27 150-06
S4 147-05 147-22 149-28
Weekly Pivots for week ending 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 158-11 156-30 152-08
R3 156-02 154-21 151-20
R2 153-25 153-25 151-13
R1 152-12 152-12 151-07 151-30
PP 151-16 151-16 151-16 151-09
S1 150-03 150-03 150-25 149-21
S2 149-07 149-07 150-19
S3 146-30 147-26 150-12
S4 144-21 145-17 149-24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 152-26 150-04 2-22 1.8% 0-27 0.6% 14% False True 85
10 152-29 150-04 2-25 1.8% 0-26 0.5% 13% False True 74
20 152-29 150-03 2-26 1.9% 0-25 0.5% 14% False False 51
40 156-14 150-03 6-11 4.2% 0-15 0.3% 6% False False 28
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 156-06
2.618 154-10
1.618 153-05
1.000 152-14
0.618 152-00
HIGH 151-09
0.618 150-27
0.500 150-23
0.382 150-18
LOW 150-04
0.618 149-13
1.000 148-31
1.618 148-08
2.618 147-03
4.250 145-07
Fisher Pivots for day following 24-Oct-2017
Pivot 1 day 3 day
R1 150-23 150-28
PP 150-20 150-24
S1 150-18 150-20

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

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