ECBOT 30 Year Treasury Bond Future March 2018

Trading Metrics calculated at close of trading on 27-Oct-2017

Day Change Summary
	Previous	Current
	26-Oct-2017	27-Oct-2017	Change	Change %	Previous Week
Open	150-04	149-15	-0-21	-0.4%	150-23
High	150-15	150-12	-0-03	-0.1%	151-12
Low	149-11	149-05	-0-06	-0.1%	149-05
Close	149-18	150-01	0-15	0.3%	150-01
Range	1-04	1-07	0-03	8.3%	2-07
ATR	0-30	0-30	0-01	2.3%	0-00
Volume	2,940	190	-2,750	-93.5%	3,966

Daily Pivots for day following 27-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	153-16	153-00	150-22
R3	152-09	151-25	150-12
R2	151-02	151-02	150-08
R1	150-18	150-18	150-05	150-26
PP	149-27	149-27	149-27	150-00
S1	149-11	149-11	149-29	149-19
S2	148-20	148-20	149-26
S3	147-13	148-04	149-22
S4	146-06	146-29	149-12

Weekly Pivots for week ending 27-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	156-27	155-21	151-08
R3	154-20	153-14	150-21
R2	152-13	152-13	150-14
R1	151-07	151-07	150-08	150-23
PP	150-06	150-06	150-06	149-30
S1	149-00	149-00	149-26	148-16
S2	147-31	147-31	149-20
S3	145-24	146-25	149-13
S4	143-17	144-18	148-26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	151-12	149-05	2-07	1.5%	1-02	0.7%	39%	False	True	793
10	152-28	149-05	3-23	2.5%	0-28	0.6%	24%	False	True	446
20	152-29	149-05	3-24	2.5%	0-28	0.6%	23%	False	True	244
40	156-14	149-05	7-09	4.9%	0-17	0.4%	12%	False	True	125

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 45 trading days

Fibonacci Retracements and Extensions
4.250	155-18
2.618	153-18
1.618	152-11
1.000	151-19
0.618	151-04
HIGH	150-12
0.618	149-29
0.500	149-25
0.382	149-20
LOW	149-05
0.618	148-13
1.000	147-30
1.618	147-06
2.618	145-31
4.250	143-31

Fisher Pivots for day following 27-Oct-2017
Pivot	1 day	3 day
R1	149-30	149-31
PP	149-27	149-28
S1	149-25	149-26

Download as Excel Spreadsheet

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

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