ECBOT 30 Year Treasury Bond Future December 2017


Trading Metrics calculated at close of trading on 24-Nov-2017
Day Change Summary
Previous Current
22-Nov-2017 24-Nov-2017 Change Change % Previous Week
Open 154-06 154-20 0-14 0.3% 154-01
High 154-20 154-24 0-04 0.1% 154-24
Low 153-17 153-29 0-12 0.2% 153-17
Close 154-16 154-08 -0-08 -0.2% 154-08
Range 1-03 0-27 -0-08 -22.9% 1-07
ATR 1-02 1-01 0-00 -1.4% 0-00
Volume 325,328 161,742 -163,586 -50.3% 1,129,232
Daily Pivots for day following 24-Nov-2017
Classic Woodie Camarilla DeMark
R4 156-27 156-12 154-23
R3 156-00 155-17 154-15
R2 155-05 155-05 154-13
R1 154-22 154-22 154-10 154-16
PP 154-10 154-10 154-10 154-07
S1 153-27 153-27 154-06 153-21
S2 153-15 153-15 154-03
S3 152-20 153-00 154-01
S4 151-25 152-05 153-25
Weekly Pivots for week ending 24-Nov-2017
Classic Woodie Camarilla DeMark
R4 157-27 157-08 154-29
R3 156-20 156-01 154-19
R2 155-13 155-13 154-15
R1 154-26 154-26 154-12 155-03
PP 154-06 154-06 154-06 154-10
S1 153-19 153-19 154-04 153-29
S2 152-31 152-31 154-01
S3 151-24 152-12 153-29
S4 150-17 151-05 153-19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 154-24 153-03 1-21 1.1% 0-31 0.6% 70% True False 275,008
10 154-24 152-01 2-23 1.8% 1-03 0.7% 82% True False 284,801
20 154-26 150-10 4-16 2.9% 1-00 0.7% 88% False False 279,705
40 154-26 150-10 4-16 2.9% 1-00 0.7% 88% False False 270,055
60 158-09 150-10 7-31 5.2% 1-01 0.7% 49% False False 267,853
80 158-09 150-10 7-31 5.2% 1-01 0.7% 49% False False 218,084
100 158-09 150-10 7-31 5.2% 1-01 0.7% 49% False False 174,516
120 158-09 150-10 7-31 5.2% 0-30 0.6% 49% False False 145,433
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 158-11
2.618 156-31
1.618 156-04
1.000 155-19
0.618 155-09
HIGH 154-24
0.618 154-14
0.500 154-11
0.382 154-07
LOW 153-29
0.618 153-12
1.000 153-02
1.618 152-17
2.618 151-22
4.250 150-10
Fisher Pivots for day following 24-Nov-2017
Pivot 1 day 3 day
R1 154-11 154-07
PP 154-10 154-06
S1 154-09 154-05

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

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