ECBOT 30 Year Treasury Bond Future December 2017


Trading Metrics calculated at close of trading on 14-Aug-2017
Day Change Summary
Previous Current
11-Aug-2017 14-Aug-2017 Change Change % Previous Week
Open 154-11 154-04 -0-07 -0.1% 152-24
High 154-19 154-05 -0-14 -0.3% 154-19
Low 153-16 153-20 0-04 0.1% 152-09
Close 154-07 153-29 -0-10 -0.2% 154-07
Range 1-03 0-17 -0-18 -51.4% 2-10
ATR 1-02 1-01 -0-01 -3.1% 0-00
Volume 3,188 3,667 479 15.0% 11,232
Daily Pivots for day following 14-Aug-2017
Classic Woodie Camarilla DeMark
R4 155-16 155-07 154-06
R3 154-31 154-22 154-02
R2 154-14 154-14 154-00
R1 154-05 154-05 153-31 154-01
PP 153-29 153-29 153-29 153-27
S1 153-20 153-20 153-27 153-16
S2 153-12 153-12 153-26
S3 152-27 153-03 153-24
S4 152-10 152-18 153-20
Weekly Pivots for week ending 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 160-20 159-24 155-16
R3 158-10 157-14 154-27
R2 156-00 156-00 154-21
R1 155-04 155-04 154-14 155-18
PP 153-22 153-22 153-22 153-30
S1 152-26 152-26 154-00 153-08
S2 151-12 151-12 153-25
S3 149-02 150-16 153-19
S4 146-24 148-06 152-30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 154-19 152-09 2-10 1.5% 0-30 0.6% 70% False False 2,920
10 154-19 151-00 3-19 2.3% 1-03 0.7% 81% False False 1,821
20 154-19 150-28 3-23 2.4% 1-01 0.7% 82% False False 1,029
40 156-01 150-11 5-22 3.7% 0-30 0.6% 63% False False 547
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 156-13
2.618 155-18
1.618 155-01
1.000 154-22
0.618 154-16
HIGH 154-05
0.618 153-31
0.500 153-29
0.382 153-26
LOW 153-20
0.618 153-09
1.000 153-03
1.618 152-24
2.618 152-07
4.250 151-12
Fisher Pivots for day following 14-Aug-2017
Pivot 1 day 3 day
R1 153-29 153-29
PP 153-29 153-28
S1 153-29 153-28

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

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