ECBOT 30 Year Treasury Bond Future December 2017


Trading Metrics calculated at close of trading on 01-Nov-2017
Day Change Summary
Previous Current
31-Oct-2017 01-Nov-2017 Change Change % Previous Week
Open 152-09 152-12 0-03 0.1% 152-03
High 152-19 153-10 0-23 0.5% 152-20
Low 152-03 151-31 -0-04 -0.1% 150-10
Close 152-15 152-24 0-09 0.2% 151-06
Range 0-16 1-11 0-27 168.7% 2-10
ATR 1-02 1-02 0-01 2.0% 0-00
Volume 228,323 329,884 101,561 44.5% 1,469,242
Daily Pivots for day following 01-Nov-2017
Classic Woodie Camarilla DeMark
R4 156-23 156-02 153-16
R3 155-12 154-23 153-04
R2 154-01 154-01 153-00
R1 153-12 153-12 152-28 153-22
PP 152-22 152-22 152-22 152-27
S1 152-01 152-01 152-20 152-12
S2 151-11 151-11 152-16
S3 150-00 150-22 152-12
S4 148-21 149-11 152-00
Weekly Pivots for week ending 27-Oct-2017
Classic Woodie Camarilla DeMark
R4 158-10 157-02 152-15
R3 156-00 154-24 151-26
R2 153-22 153-22 151-20
R1 152-14 152-14 151-13 151-29
PP 151-12 151-12 151-12 151-04
S1 150-04 150-04 150-31 149-19
S2 149-02 149-02 150-24
S3 146-24 147-26 150-18
S4 144-14 145-16 149-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153-10 150-10 3-00 2.0% 1-03 0.7% 81% True False 290,296
10 154-02 150-10 3-24 2.5% 1-05 0.8% 65% False False 290,837
20 154-05 150-10 3-27 2.5% 1-01 0.7% 63% False False 262,474
40 158-09 150-10 7-31 5.2% 1-01 0.7% 31% False False 261,906
60 158-09 150-10 7-31 5.2% 1-01 0.7% 31% False False 216,563
80 158-09 150-10 7-31 5.2% 1-01 0.7% 31% False False 162,519
100 158-09 150-10 7-31 5.2% 0-31 0.6% 31% False False 130,021
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 159-01
2.618 156-27
1.618 155-16
1.000 154-21
0.618 154-05
HIGH 153-10
0.618 152-26
0.500 152-21
0.382 152-15
LOW 151-31
0.618 151-04
1.000 150-20
1.618 149-25
2.618 148-14
4.250 146-08
Fisher Pivots for day following 01-Nov-2017
Pivot 1 day 3 day
R1 152-23 152-20
PP 152-22 152-15
S1 152-21 152-11

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

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