ECBOT 30 Year Treasury Bond Future March 2018


Trading Metrics calculated at close of trading on 06-Dec-2017
Day Change Summary
Previous Current
05-Dec-2017 06-Dec-2017 Change Change % Previous Week
Open 153-03 153-24 0-21 0.4% 153-05
High 153-26 154-18 0-24 0.5% 154-06
Low 152-21 153-17 0-28 0.6% 151-00
Close 153-23 154-02 0-11 0.2% 153-08
Range 1-05 1-01 -0-04 -10.8% 3-06
ATR 1-04 1-04 0-00 -0.7% 0-00
Volume 266,294 295,023 28,729 10.8% 2,151,302
Daily Pivots for day following 06-Dec-2017
Classic Woodie Camarilla DeMark
R4 157-05 156-20 154-20
R3 156-04 155-19 154-11
R2 155-03 155-03 154-08
R1 154-18 154-18 154-05 154-26
PP 154-02 154-02 154-02 154-06
S1 153-17 153-17 153-31 153-26
S2 153-01 153-01 153-28
S3 152-00 152-16 153-25
S4 150-31 151-15 153-16
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
5 154-18 151-00 3-18 2.3% 1-13 0.9% 86% True False 372,576
10 154-18 151-00 3-18 2.3% 1-07 0.8% 86% True False 313,857
20 154-18 150-29 3-21 2.4% 1-04 0.7% 86% True False 169,058
40 154-18 149-05 5-13 3.5% 1-00 0.6% 91% True False 84,969
60 154-18 149-05 5-13 3.5% 0-27 0.5% 91% True False 56,653
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-10
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 158-30
2.618 157-08
1.618 156-07
1.000 155-19
0.618 155-06
HIGH 154-18
0.618 154-05
0.500 154-02
0.382 153-30
LOW 153-17
0.618 152-29
1.000 152-16
1.618 151-28
2.618 150-27
4.250 149-05
Fisher Pivots for day following 06-Dec-2017
Pivot 1 day 3 day
R1 154-02 153-26
PP 154-02 153-18
S1 154-02 153-10

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

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