ECBOT 30 Year Treasury Bond Future March 2018


Trading Metrics calculated at close of trading on 22-Dec-2017
Day Change Summary
Previous Current
21-Dec-2017 22-Dec-2017 Change Change % Previous Week
Open 150-17 151-00 0-15 0.3% 154-08
High 151-08 151-07 -0-01 0.0% 154-08
Low 150-15 150-28 0-13 0.3% 150-14
Close 151-06 151-00 -0-06 -0.1% 151-00
Range 0-25 0-11 -0-14 -56.0% 3-26
ATR 1-05 1-04 -0-02 -5.0% 0-00
Volume 193,749 104,291 -89,458 -46.2% 1,109,859
Daily Pivots for day following 22-Dec-2017
Classic Woodie Camarilla DeMark
R4 152-02 151-28 151-06
R3 151-23 151-17 151-03
R2 151-12 151-12 151-02
R1 151-06 151-06 151-01 151-06
PP 151-01 151-01 151-01 151-01
S1 150-27 150-27 150-31 150-26
S2 150-22 150-22 150-30
S3 150-11 150-16 150-29
S4 150-00 150-05 150-26
Weekly Pivots for week ending 22-Dec-2017
Classic Woodie Camarilla DeMark
R4 163-11 160-31 153-03
R3 159-17 157-05 152-02
R2 155-23 155-23 151-22
R1 153-11 153-11 151-11 152-20
PP 151-29 151-29 151-29 151-17
S1 149-17 149-17 150-21 148-26
S2 148-03 148-03 150-10
S3 144-09 145-23 149-30
S4 140-15 141-29 148-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 154-08 150-14 3-26 2.5% 1-06 0.8% 15% False False 221,971
10 154-15 150-14 4-01 2.7% 1-03 0.7% 14% False False 237,892
20 154-18 150-14 4-04 2.7% 1-06 0.8% 14% False False 295,454
40 154-18 149-05 5-13 3.6% 1-02 0.7% 34% False False 157,930
60 154-18 149-05 5-13 3.6% 1-00 0.7% 34% False False 105,365
80 156-14 149-05 7-09 4.8% 0-25 0.5% 25% False False 79,025
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 152-22
2.618 152-04
1.618 151-25
1.000 151-18
0.618 151-14
HIGH 151-07
0.618 151-03
0.500 151-02
0.382 151-00
LOW 150-28
0.618 150-21
1.000 150-17
1.618 150-10
2.618 149-31
4.250 149-13
Fisher Pivots for day following 22-Dec-2017
Pivot 1 day 3 day
R1 151-02 151-05
PP 151-01 151-03
S1 151-01 151-02

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

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