ECBOT 30 Year Treasury Bond Future December 2017


Trading Metrics calculated at close of trading on 22-Sep-2017
Day Change Summary
Previous Current
21-Sep-2017 22-Sep-2017 Change Change % Previous Week
Open 153-29 153-30 0-01 0.0% 154-28
High 154-17 154-19 0-02 0.0% 155-01
Low 153-21 153-29 0-08 0.2% 153-16
Close 153-28 154-03 0-07 0.1% 154-03
Range 0-28 0-22 -0-06 -21.4% 1-17
ATR 1-01 1-00 -0-01 -2.1% 0-00
Volume 248,904 230,687 -18,217 -7.3% 1,149,499
Daily Pivots for day following 22-Sep-2017
Classic Woodie Camarilla DeMark
R4 156-08 155-28 154-15
R3 155-18 155-06 154-09
R2 154-28 154-28 154-07
R1 154-16 154-16 154-05 154-22
PP 154-06 154-06 154-06 154-10
S1 153-26 153-26 154-01 154-00
S2 153-16 153-16 153-31
S3 152-26 153-04 153-29
S4 152-04 152-14 153-23
Weekly Pivots for week ending 22-Sep-2017
Classic Woodie Camarilla DeMark
R4 158-26 157-31 154-30
R3 157-09 156-14 154-16
R2 155-24 155-24 154-12
R1 154-29 154-29 154-07 154-18
PP 154-07 154-07 154-07 154-01
S1 153-12 153-12 153-31 153-01
S2 152-22 152-22 153-26
S3 151-05 151-27 153-22
S4 149-20 150-10 153-08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 155-01 153-16 1-17 1.0% 0-26 0.5% 39% False False 229,899
10 156-29 153-16 3-13 2.2% 0-28 0.6% 17% False False 232,506
20 158-09 153-16 4-25 3.1% 1-01 0.7% 12% False False 252,556
40 158-09 150-28 7-13 4.8% 1-01 0.7% 43% False False 134,733
60 158-09 150-11 7-30 5.2% 1-01 0.7% 47% False False 89,866
80 158-09 150-11 7-30 5.2% 0-26 0.5% 47% False False 67,403
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 157-17
2.618 156-13
1.618 155-23
1.000 155-09
0.618 155-01
HIGH 154-19
0.618 154-11
0.500 154-08
0.382 154-05
LOW 153-29
0.618 153-15
1.000 153-07
1.618 152-25
2.618 152-03
4.250 151-00
Fisher Pivots for day following 22-Sep-2017
Pivot 1 day 3 day
R1 154-08 154-03
PP 154-06 154-02
S1 154-05 154-02

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

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