ECBOT 30 Year Treasury Bond Future December 2017


Trading Metrics calculated at close of trading on 01-Dec-2017
Day Change Summary
Previous Current
30-Nov-2017 01-Dec-2017 Change Change % Previous Week
Open 153-05 152-31 -0-06 -0.1% 154-10
High 153-10 155-09 1-31 1.3% 155-09
Low 152-04 152-28 0-24 0.5% 152-04
Close 152-27 154-12 1-17 1.0% 154-12
Range 1-06 2-13 1-07 102.6% 3-05
ATR 1-02 1-05 0-03 9.1% 0-00
Volume 71,079 40,990 -30,089 -42.3% 1,518,960
Daily Pivots for day following 01-Dec-2017
Classic Woodie Camarilla DeMark
R4 161-13 160-09 155-22
R3 159-00 157-28 155-01
R2 156-19 156-19 154-26
R1 155-15 155-15 154-19 156-01
PP 154-06 154-06 154-06 154-15
S1 153-02 153-02 154-05 153-20
S2 151-25 151-25 153-30
S3 149-12 150-21 153-23
S4 146-31 148-08 153-02
Weekly Pivots for week ending 01-Dec-2017
Classic Woodie Camarilla DeMark
R4 163-13 162-01 156-04
R3 160-08 158-28 155-08
R2 157-03 157-03 154-31
R1 155-23 155-23 154-21 156-13
PP 153-30 153-30 153-30 154-09
S1 152-18 152-18 154-03 153-08
S2 150-25 150-25 153-25
S3 147-20 149-13 153-16
S4 144-15 146-08 152-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 155-09 152-04 3-05 2.0% 1-13 0.9% 71% True False 303,792
10 155-09 152-04 3-05 2.0% 1-06 0.8% 71% True False 289,400
20 155-09 152-01 3-08 2.1% 1-03 0.7% 72% True False 284,257
40 155-09 150-10 4-31 3.2% 1-02 0.7% 82% True False 274,924
60 158-09 150-10 7-31 5.2% 1-01 0.7% 51% False False 269,329
80 158-09 150-10 7-31 5.2% 1-01 0.7% 51% False False 237,015
100 158-09 150-10 7-31 5.2% 1-02 0.7% 51% False False 189,703
120 158-09 150-10 7-31 5.2% 1-00 0.6% 51% False False 158,091
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 False
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 132 trading days
Fibonacci Retracements and Extensions
4.250 165-16
2.618 161-19
1.618 159-06
1.000 157-22
0.618 156-25
HIGH 155-09
0.618 154-12
0.500 154-03
0.382 153-25
LOW 152-28
0.618 151-12
1.000 150-15
1.618 148-31
2.618 146-18
4.250 142-21
Fisher Pivots for day following 01-Dec-2017
Pivot 1 day 3 day
R1 154-09 154-05
PP 154-06 153-30
S1 154-03 153-23

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

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