ECBOT 30 Year Treasury Bond Future March 2018


Trading Metrics calculated at close of trading on 07-Dec-2017
Day Change Summary
Previous Current
06-Dec-2017 07-Dec-2017 Change Change % Previous Week
Open 153-24 153-28 0-04 0.1% 153-05
High 154-18 154-14 -0-04 -0.1% 154-06
Low 153-17 152-27 -0-22 -0.4% 151-00
Close 154-02 152-28 -1-06 -0.8% 153-08
Range 1-01 1-19 0-18 54.5% 3-06
ATR 1-04 1-05 0-01 2.9% 0-00
Volume 295,023 275,886 -19,137 -6.5% 2,151,302
Daily Pivots for day following 07-Dec-2017
Classic Woodie Camarilla DeMark
R4 158-05 157-04 153-24
R3 156-18 155-17 153-10
R2 154-31 154-31 153-05
R1 153-30 153-30 153-01 153-21
PP 153-12 153-12 153-12 153-08
S1 152-11 152-11 152-23 152-02
S2 151-25 151-25 152-19
S3 150-06 150-24 152-14
S4 148-19 149-05 152-00
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
5 154-18 151-23 2-27 1.9% 1-15 1.0% 41% False False 341,955
10 154-18 151-00 3-18 2.3% 1-09 0.8% 53% False False 331,475
20 154-18 150-29 3-21 2.4% 1-05 0.8% 54% False False 182,549
40 154-18 149-05 5-13 3.5% 1-01 0.7% 69% False False 91,866
60 154-18 149-05 5-13 3.5% 0-28 0.6% 69% False False 61,251
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 161-07
2.618 158-20
1.618 157-01
1.000 156-01
0.618 155-14
HIGH 154-14
0.618 153-27
0.500 153-21
0.382 153-14
LOW 152-27
0.618 151-27
1.000 151-08
1.618 150-08
2.618 148-21
4.250 146-02
Fisher Pivots for day following 07-Dec-2017
Pivot 1 day 3 day
R1 153-21 153-20
PP 153-12 153-12
S1 153-04 153-04

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

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