ECBOT 30 Year Treasury Bond Future December 2017


Trading Metrics calculated at close of trading on 05-Dec-2017
Day Change Summary
Previous Current
04-Dec-2017 05-Dec-2017 Change Change % Previous Week
Open 153-20 154-06 0-18 0.4% 154-10
High 154-10 154-29 0-19 0.4% 155-09
Low 153-06 153-25 0-19 0.4% 152-04
Close 154-04 154-26 0-22 0.4% 154-12
Range 1-04 1-04 0-00 0.0% 3-05
ATR 1-05 1-05 0-00 -0.3% 0-00
Volume 13,572 7,542 -6,030 -44.4% 1,518,960
Daily Pivots for day following 05-Dec-2017
Classic Woodie Camarilla DeMark
R4 157-28 157-15 155-14
R3 156-24 156-11 155-04
R2 155-20 155-20 155-01
R1 155-07 155-07 154-29 155-14
PP 154-16 154-16 154-16 154-19
S1 154-03 154-03 154-23 154-10
S2 153-12 153-12 154-19
S3 152-08 152-31 154-16
S4 151-04 151-27 154-06
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% 1-17 1.0% 85% False False 95,827
10 155-09 152-04 3-05 2.0% 1-07 0.8% 85% False False 242,365
20 155-09 152-01 3-08 2.1% 1-04 0.7% 86% False False 262,645
40 155-09 150-10 4-31 3.2% 1-03 0.7% 91% False False 265,795
60 156-03 150-10 5-25 3.7% 1-01 0.7% 78% False False 261,982
80 158-09 150-10 7-31 5.1% 1-01 0.7% 56% False False 237,172
100 158-09 150-10 7-31 5.1% 1-01 0.7% 56% False False 189,908
120 158-09 150-10 7-31 5.1% 1-00 0.6% 56% False False 158,267
Crabel Price Patterns
NR False
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 0-08
Fibonacci Retracements and Extensions
4.250 159-22
2.618 157-27
1.618 156-23
1.000 156-01
0.618 155-19
HIGH 154-29
0.618 154-15
0.500 154-11
0.382 154-07
LOW 153-25
0.618 153-03
1.000 152-21
1.618 151-31
2.618 150-27
4.250 149-00
Fisher Pivots for day following 05-Dec-2017
Pivot 1 day 3 day
R1 154-21 154-18
PP 154-16 154-10
S1 154-11 154-03

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

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