ECBOT 30 Year Treasury Bond Future March 2018


Trading Metrics calculated at close of trading on 13-Nov-2017
Day Change Summary
Previous Current
10-Nov-2017 13-Nov-2017 Change Change % Previous Week
Open 152-19 151-04 -1-15 -1.0% 152-17
High 152-20 151-25 -0-27 -0.6% 153-21
Low 150-30 150-29 -0-01 0.0% 150-30
Close 151-05 151-08 0-03 0.1% 151-05
Range 1-22 0-28 -0-26 -48.1% 2-23
ATR 0-31 0-30 0-00 -0.6% 0-00
Volume 5,346 25,227 19,881 371.9% 15,355
Daily Pivots for day following 13-Nov-2017
Classic Woodie Camarilla DeMark
R4 153-30 153-15 151-23
R3 153-02 152-19 151-16
R2 152-06 152-06 151-13
R1 151-23 151-23 151-11 151-31
PP 151-10 151-10 151-10 151-14
S1 150-27 150-27 151-05 151-03
S2 150-14 150-14 151-03
S3 149-18 149-31 151-00
S4 148-22 149-03 150-25
Weekly Pivots for week ending 10-Nov-2017
Classic Woodie Camarilla DeMark
R4 160-02 158-11 152-21
R3 157-11 155-20 151-29
R2 154-20 154-20 151-21
R1 152-29 152-29 151-13 152-13
PP 151-29 151-29 151-29 151-22
S1 150-06 150-06 150-29 149-22
S2 149-06 149-06 150-21
S3 146-15 147-15 150-13
S4 143-24 144-24 149-21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153-21 150-29 2-24 1.8% 0-31 0.6% 12% False True 8,067
10 153-21 150-28 2-25 1.8% 0-29 0.6% 13% False False 4,714
20 153-21 149-05 4-16 3.0% 0-30 0.6% 47% False False 2,733
40 153-25 149-05 4-20 3.1% 0-25 0.5% 45% False False 1,384
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 0-08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 155-16
2.618 154-02
1.618 153-06
1.000 152-21
0.618 152-10
HIGH 151-25
0.618 151-14
0.500 151-11
0.382 151-08
LOW 150-29
0.618 150-12
1.000 150-01
1.618 149-16
2.618 148-20
4.250 147-06
Fisher Pivots for day following 13-Nov-2017
Pivot 1 day 3 day
R1 151-11 152-03
PP 151-10 151-26
S1 151-09 151-17

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

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