ECBOT 30 Year Treasury Bond Future March 2018


Trading Metrics calculated at close of trading on 25-Oct-2017
Day Change Summary
Previous Current
24-Oct-2017 25-Oct-2017 Change Change % Previous Week
Open 151-07 150-10 -0-29 -0.6% 152-18
High 151-09 150-12 -0-29 -0.6% 152-28
Low 150-04 149-08 -0-28 -0.6% 150-19
Close 150-16 149-23 -0-25 -0.5% 151-00
Range 1-05 1-04 -0-01 -2.7% 2-09
ATR 0-28 0-29 0-01 3.0% 0-00
Volume 30 744 714 2,380.0% 496
Daily Pivots for day following 25-Oct-2017
Classic Woodie Camarilla DeMark
R4 153-05 152-18 150-11
R3 152-01 151-14 150-01
R2 150-29 150-29 149-30
R1 150-10 150-10 149-26 150-02
PP 149-25 149-25 149-25 149-21
S1 149-06 149-06 149-20 148-30
S2 148-21 148-21 149-16
S3 147-17 148-02 149-13
S4 146-13 146-30 149-03
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
5 152-26 149-08 3-18 2.4% 1-00 0.7% 13% False True 233
10 152-29 149-08 3-21 2.4% 0-27 0.6% 13% False True 148
20 152-29 149-08 3-21 2.4% 0-26 0.5% 13% False True 88
40 156-14 149-08 7-06 4.8% 0-16 0.3% 7% False True 47
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 0-04
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 155-05
2.618 153-10
1.618 152-06
1.000 151-16
0.618 151-02
HIGH 150-12
0.618 149-30
0.500 149-26
0.382 149-22
LOW 149-08
0.618 148-18
1.000 148-04
1.618 147-14
2.618 146-10
4.250 144-15
Fisher Pivots for day following 25-Oct-2017
Pivot 1 day 3 day
R1 149-26 150-10
PP 149-25 150-04
S1 149-24 149-29

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

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