ECBOT 30 Year Treasury Bond Future December 2017


Trading Metrics calculated at close of trading on 12-Jul-2017
Day Change Summary
Previous Current
11-Jul-2017 12-Jul-2017 Change Change % Previous Week
Open 150-23 150-25 0-02 0.0% 152-01
High 151-01 151-26 0-25 0.5% 152-23
Low 150-13 150-24 0-11 0.2% 150-11
Close 150-26 151-17 0-23 0.5% 150-13
Range 0-20 1-02 0-14 70.0% 2-12
ATR 0-24 0-24 0-01 3.2% 0-00
Volume 33 91 58 175.8% 193
Daily Pivots for day following 12-Jul-2017
Classic Woodie Camarilla DeMark
R4 154-18 154-03 152-04
R3 153-16 153-01 151-26
R2 152-14 152-14 151-23
R1 151-31 151-31 151-20 152-07
PP 151-12 151-12 151-12 151-15
S1 150-29 150-29 151-14 151-05
S2 150-10 150-10 151-11
S3 149-08 149-27 151-08
S4 148-06 148-25 150-30
Weekly Pivots for week ending 07-Jul-2017
Classic Woodie Camarilla DeMark
R4 158-09 156-23 151-23
R3 155-29 154-11 151-02
R2 153-17 153-17 150-27
R1 151-31 151-31 150-20 151-18
PP 151-05 151-05 151-05 150-31
S1 149-19 149-19 150-06 149-06
S2 148-25 148-25 149-31
S3 146-13 147-07 149-24
S4 144-01 144-27 149-03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 152-07 150-11 1-28 1.2% 0-28 0.6% 63% False False 57
10 154-08 150-11 3-29 2.6% 0-29 0.6% 30% False False 40
20 156-01 150-11 5-22 3.8% 0-21 0.4% 21% False False 32
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 0-06
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 156-10
2.618 154-19
1.618 153-17
1.000 152-28
0.618 152-15
HIGH 151-26
0.618 151-13
0.500 151-09
0.382 151-05
LOW 150-24
0.618 150-03
1.000 149-22
1.618 149-01
2.618 147-31
4.250 146-08
Fisher Pivots for day following 12-Jul-2017
Pivot 1 day 3 day
R1 151-14 151-13
PP 151-12 151-08
S1 151-09 151-04

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

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