ECBOT 30 Year Treasury Bond Future December 2017


Trading Metrics calculated at close of trading on 31-Jul-2017
Day Change Summary
Previous Current
28-Jul-2017 31-Jul-2017 Change Change % Previous Week
Open 151-14 151-31 0-17 0.4% 153-09
High 151-30 152-07 0-09 0.2% 153-17
Low 150-28 151-15 0-19 0.4% 150-28
Close 151-30 151-23 -0-07 -0.1% 151-30
Range 1-02 0-24 -0-10 -29.4% 2-21
ATR 0-30 0-30 0-00 -1.4% 0-00
Volume 130 635 505 388.5% 874
Daily Pivots for day following 31-Jul-2017
Classic Woodie Camarilla DeMark
R4 154-02 153-20 152-04
R3 153-10 152-28 151-30
R2 152-18 152-18 151-27
R1 152-04 152-04 151-25 151-31
PP 151-26 151-26 151-26 151-23
S1 151-12 151-12 151-21 151-07
S2 151-02 151-02 151-19
S3 150-10 150-20 151-16
S4 149-18 149-28 151-10
Weekly Pivots for week ending 28-Jul-2017
Classic Woodie Camarilla DeMark
R4 160-03 158-21 153-13
R3 157-14 156-00 152-21
R2 154-25 154-25 152-14
R1 153-11 153-11 152-06 152-24
PP 152-04 152-04 152-04 151-26
S1 150-22 150-22 151-22 150-02
S2 149-15 149-15 151-14
S3 146-26 148-01 151-07
S4 144-05 145-12 150-15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153-01 150-28 2-05 1.4% 1-05 0.8% 39% False False 260
10 153-21 150-28 2-25 1.8% 0-31 0.6% 30% False False 236
20 153-21 150-11 3-10 2.2% 0-31 0.6% 42% False False 168
40 156-01 150-11 5-22 3.7% 0-21 0.4% 24% False False 92
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 True
Stretch 0-06
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 155-13
2.618 154-06
1.618 153-14
1.000 152-31
0.618 152-22
HIGH 152-07
0.618 151-30
0.500 151-27
0.382 151-24
LOW 151-15
0.618 151-00
1.000 150-23
1.618 150-08
2.618 149-16
4.250 148-09
Fisher Pivots for day following 31-Jul-2017
Pivot 1 day 3 day
R1 151-27 151-21
PP 151-26 151-19
S1 151-24 151-18

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

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