ECBOT 30 Year Treasury Bond Future December 2017


Trading Metrics calculated at close of trading on 25-Sep-2017
Day Change Summary
Previous Current
22-Sep-2017 25-Sep-2017 Change Change % Previous Week
Open 153-30 154-08 0-10 0.2% 154-28
High 154-19 155-04 0-17 0.3% 155-01
Low 153-29 154-02 0-05 0.1% 153-16
Close 154-03 154-29 0-26 0.5% 154-03
Range 0-22 1-02 0-12 54.5% 1-17
ATR 1-00 1-00 0-00 0.5% 0-00
Volume 230,687 271,863 41,176 17.8% 1,149,499
Daily Pivots for day following 25-Sep-2017
Classic Woodie Camarilla DeMark
R4 157-28 157-15 155-16
R3 156-26 156-13 155-06
R2 155-24 155-24 155-03
R1 155-11 155-11 155-00 155-18
PP 154-22 154-22 154-22 154-26
S1 154-09 154-09 154-26 154-16
S2 153-20 153-20 154-23
S3 152-18 153-07 154-20
S4 151-16 152-05 154-10
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
5 155-04 153-16 1-20 1.0% 0-27 0.6% 87% True False 247,825
10 156-03 153-16 2-19 1.7% 0-28 0.6% 54% False False 239,099
20 158-09 153-16 4-25 3.1% 1-01 0.7% 29% False False 252,423
40 158-09 151-00 7-09 4.7% 1-01 0.7% 54% False False 141,526
60 158-09 150-11 7-30 5.1% 1-00 0.7% 57% False False 94,397
80 158-09 150-11 7-30 5.1% 0-27 0.5% 57% False False 70,801
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 159-20
2.618 157-29
1.618 156-27
1.000 156-06
0.618 155-25
HIGH 155-04
0.618 154-23
0.500 154-19
0.382 154-15
LOW 154-02
0.618 153-13
1.000 153-00
1.618 152-11
2.618 151-09
4.250 149-18
Fisher Pivots for day following 25-Sep-2017
Pivot 1 day 3 day
R1 154-26 154-24
PP 154-22 154-18
S1 154-19 154-13

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

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