ECBOT 30 Year Treasury Bond Future December 2017


Trading Metrics calculated at close of trading on 26-Oct-2017
Day Change Summary
Previous Current
25-Oct-2017 26-Oct-2017 Change Change % Previous Week
Open 151-16 151-05 -0-11 -0.2% 154-03
High 151-20 151-22 0-02 0.0% 154-04
Low 150-14 150-15 0-01 0.0% 151-25
Close 150-29 150-23 -0-06 -0.1% 152-06
Range 1-06 1-07 0-01 2.6% 2-11
ATR 1-02 1-02 0-00 1.1% 0-00
Volume 373,665 307,228 -66,437 -17.8% 1,321,946
Daily Pivots for day following 26-Oct-2017
Classic Woodie Camarilla DeMark
R4 154-20 153-28 151-12
R3 153-13 152-21 151-02
R2 152-06 152-06 150-30
R1 151-14 151-14 150-27 151-07
PP 150-31 150-31 150-31 150-27
S1 150-07 150-07 150-19 150-00
S2 149-24 149-24 150-16
S3 148-17 149-00 150-12
S4 147-10 147-25 150-02
Weekly Pivots for week ending 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 159-23 158-10 153-15
R3 157-12 155-31 152-27
R2 155-01 155-01 152-20
R1 153-20 153-20 152-13 153-05
PP 152-22 152-22 152-22 152-15
S1 151-09 151-09 151-31 150-26
S2 150-11 150-11 151-24
S3 148-00 148-30 151-17
S4 145-21 146-19 150-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153-18 150-14 3-04 2.1% 1-08 0.8% 9% False False 293,541
10 154-05 150-14 3-23 2.5% 1-04 0.7% 8% False False 273,212
20 154-05 150-14 3-23 2.5% 1-00 0.7% 8% False False 260,406
40 158-09 150-14 7-27 5.2% 1-02 0.7% 4% False False 261,926
60 158-09 150-14 7-27 5.2% 1-01 0.7% 4% False False 197,544
80 158-09 150-11 7-30 5.3% 1-01 0.7% 5% False False 148,218
100 158-09 150-11 7-30 5.3% 0-29 0.6% 5% False False 118,578
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 156-28
2.618 154-28
1.618 153-21
1.000 152-29
0.618 152-14
HIGH 151-22
0.618 151-07
0.500 151-03
0.382 150-30
LOW 150-15
0.618 149-23
1.000 149-08
1.618 148-16
2.618 147-09
4.250 145-09
Fisher Pivots for day following 26-Oct-2017
Pivot 1 day 3 day
R1 151-03 151-16
PP 150-31 151-07
S1 150-27 150-31

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

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