ECBOT 30 Year Treasury Bond Future December 2017


Trading Metrics calculated at close of trading on 30-Nov-2017
Day Change Summary
Previous Current
29-Nov-2017 30-Nov-2017 Change Change % Previous Week
Open 154-13 153-05 -1-08 -0.8% 154-01
High 154-22 153-10 -1-12 -0.9% 154-24
Low 152-28 152-04 -0-24 -0.5% 153-17
Close 153-10 152-27 -0-15 -0.3% 154-08
Range 1-26 1-06 -0-20 -34.5% 1-07
ATR 1-02 1-02 0-00 0.8% 0-00
Volume 345,953 71,079 -274,874 -79.5% 1,129,232
Daily Pivots for day following 30-Nov-2017
Classic Woodie Camarilla DeMark
R4 156-10 155-25 153-16
R3 155-04 154-19 153-05
R2 153-30 153-30 153-02
R1 153-13 153-13 152-30 153-03
PP 152-24 152-24 152-24 152-19
S1 152-07 152-07 152-24 151-29
S2 151-18 151-18 152-20
S3 150-12 151-01 152-17
S4 149-06 149-27 152-06
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
5 154-27 152-04 2-23 1.8% 1-03 0.7% 26% False True 327,942
10 154-27 152-04 2-23 1.8% 1-02 0.7% 26% False True 312,838
20 154-27 152-01 2-26 1.8% 1-01 0.7% 29% False False 296,391
40 154-27 150-10 4-17 3.0% 1-01 0.7% 56% False False 279,433
60 158-09 150-10 7-31 5.2% 1-01 0.7% 32% False False 273,401
80 158-09 150-10 7-31 5.2% 1-01 0.7% 32% False False 236,520
100 158-09 150-10 7-31 5.2% 1-01 0.7% 32% False False 189,294
120 158-09 150-10 7-31 5.2% 0-31 0.6% 32% False False 157,749
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 158-12
2.618 156-13
1.618 155-07
1.000 154-16
0.618 154-01
HIGH 153-10
0.618 152-27
0.500 152-23
0.382 152-19
LOW 152-04
0.618 151-13
1.000 150-30
1.618 150-07
2.618 149-01
4.250 147-02
Fisher Pivots for day following 30-Nov-2017
Pivot 1 day 3 day
R1 152-26 153-16
PP 152-24 153-09
S1 152-23 153-02

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

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