ECBOT 30 Year Treasury Bond Future December 2017


Trading Metrics calculated at close of trading on 17-Aug-2017
Day Change Summary
Previous Current
16-Aug-2017 17-Aug-2017 Change Change % Previous Week
Open 153-00 153-29 0-29 0.6% 152-24
High 153-30 154-23 0-25 0.5% 154-19
Low 152-10 153-11 1-01 0.7% 152-09
Close 153-26 154-15 0-21 0.4% 154-07
Range 1-20 1-12 -0-08 -15.4% 2-10
ATR 1-03 1-04 0-01 1.9% 0-00
Volume 2,349 20,289 17,940 763.7% 11,232
Daily Pivots for day following 17-Aug-2017
Classic Woodie Camarilla DeMark
R4 158-10 157-24 155-07
R3 156-30 156-12 154-27
R2 155-18 155-18 154-23
R1 155-00 155-00 154-19 155-09
PP 154-06 154-06 154-06 154-10
S1 153-20 153-20 154-11 153-29
S2 152-26 152-26 154-07
S3 151-14 152-08 154-03
S4 150-02 150-28 153-23
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
5 154-23 152-10 2-13 1.6% 1-07 0.8% 90% True False 6,418
10 154-23 152-09 2-14 1.6% 1-04 0.7% 90% True False 4,095
20 154-23 150-28 3-27 2.5% 1-04 0.7% 93% True False 2,274
40 156-01 150-11 5-22 3.7% 1-01 0.7% 73% False False 1,178
Crabel Price Patterns
NR True
NR4 False
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 0-07
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 160-18
2.618 158-10
1.618 156-30
1.000 156-03
0.618 155-18
HIGH 154-23
0.618 154-06
0.500 154-01
0.382 153-28
LOW 153-11
0.618 152-16
1.000 151-31
1.618 151-04
2.618 149-24
4.250 147-16
Fisher Pivots for day following 17-Aug-2017
Pivot 1 day 3 day
R1 154-10 154-05
PP 154-06 153-27
S1 154-01 153-17

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

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