ECBOT 30 Year Treasury Bond Future March 2018


Trading Metrics calculated at close of trading on 01-Dec-2017
Day Change Summary
Previous Current
30-Nov-2017 01-Dec-2017 Change Change % Previous Week
Open 152-00 151-26 -0-06 -0.1% 153-05
High 152-06 154-06 2-00 1.3% 154-06
Low 151-00 151-23 0-23 0.5% 151-00
Close 151-23 153-08 1-17 1.0% 153-08
Range 1-06 2-15 1-09 107.9% 3-06
ATR 1-01 1-04 0-03 10.0% 0-00
Volume 428,991 598,954 169,963 39.6% 2,151,302
Daily Pivots for day following 01-Dec-2017
Classic Woodie Camarilla DeMark
R4 160-15 159-10 154-19
R3 158-00 156-27 153-30
R2 155-17 155-17 153-22
R1 154-12 154-12 153-15 154-30
PP 153-02 153-02 153-02 153-11
S1 151-29 151-29 153-01 152-16
S2 150-19 150-19 152-26
S3 148-04 149-14 152-18
S4 145-21 146-31 151-29
Weekly Pivots for week ending 01-Dec-2017
Classic Woodie Camarilla DeMark
R4 162-12 161-00 155-00
R3 159-06 157-26 154-04
R2 156-00 156-00 153-27
R1 154-20 154-20 153-17 155-10
PP 152-26 152-26 152-26 153-05
S1 151-14 151-14 152-31 152-04
S2 149-20 149-20 152-21
S3 146-14 148-08 152-12
S4 143-08 145-02 151-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 154-06 151-00 3-06 2.1% 1-13 0.9% 71% True False 430,260
10 154-06 151-00 3-06 2.1% 1-05 0.8% 71% True False 248,373
20 154-06 150-29 3-09 2.1% 1-02 0.7% 71% True False 127,543
40 154-06 149-05 5-01 3.3% 0-31 0.6% 81% True False 64,101
60 156-11 149-05 7-06 4.7% 0-25 0.5% 57% False False 42,737
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 0-08
Widest range in 69 trading days
Fibonacci Retracements and Extensions
4.250 164-22
2.618 160-21
1.618 158-06
1.000 156-21
0.618 155-23
HIGH 154-06
0.618 153-08
0.500 152-31
0.382 152-21
LOW 151-23
0.618 150-06
1.000 149-08
1.618 147-23
2.618 145-08
4.250 141-07
Fisher Pivots for day following 01-Dec-2017
Pivot 1 day 3 day
R1 153-05 153-01
PP 153-02 152-26
S1 152-31 152-19

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

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