ECBOT 30 Year Treasury Bond Future March 2018


Trading Metrics calculated at close of trading on 15-Dec-2017
Day Change Summary
Previous Current
14-Dec-2017 15-Dec-2017 Change Change % Previous Week
Open 153-24 154-02 0-10 0.2% 153-00
High 154-06 154-15 0-09 0.2% 154-15
Low 153-04 153-22 0-18 0.4% 152-05
Close 154-03 154-09 0-06 0.1% 154-09
Range 1-02 0-25 -0-09 -26.5% 2-10
ATR 1-04 1-03 -0-01 -2.2% 0-00
Volume 296,406 228,586 -67,820 -22.9% 1,269,067
Daily Pivots for day following 15-Dec-2017
Classic Woodie Camarilla DeMark
R4 156-16 156-05 154-23
R3 155-23 155-12 154-16
R2 154-30 154-30 154-14
R1 154-19 154-19 154-11 154-25
PP 154-05 154-05 154-05 154-07
S1 153-26 153-26 154-07 154-00
S2 153-12 153-12 154-04
S3 152-19 153-01 154-02
S4 151-26 152-08 153-27
Weekly Pivots for week ending 15-Dec-2017
Classic Woodie Camarilla DeMark
R4 160-18 159-24 155-18
R3 158-08 157-14 154-29
R2 155-30 155-30 154-23
R1 155-04 155-04 154-16 155-17
PP 153-20 153-20 153-20 153-27
S1 152-26 152-26 154-02 153-07
S2 151-10 151-10 153-27
S3 149-00 150-16 153-21
S4 146-22 148-06 153-00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 154-15 152-05 2-10 1.5% 1-01 0.7% 92% True False 253,813
10 154-18 152-02 2-16 1.6% 1-02 0.7% 89% False False 264,792
20 154-18 151-00 3-18 2.3% 1-04 0.7% 92% False False 256,583
40 154-18 149-05 5-13 3.5% 1-02 0.7% 95% False False 130,285
60 154-18 149-05 5-13 3.5% 0-30 0.6% 95% False False 86,868
Crabel Price Patterns
NR True
NR4 True
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 0-11
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 157-25
2.618 156-16
1.618 155-23
1.000 155-08
0.618 154-30
HIGH 154-15
0.618 154-05
0.500 154-03
0.382 154-00
LOW 153-22
0.618 153-07
1.000 152-29
1.618 152-14
2.618 151-21
4.250 150-12
Fisher Pivots for day following 15-Dec-2017
Pivot 1 day 3 day
R1 154-07 153-31
PP 154-05 153-22
S1 154-03 153-12

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

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