ECBOT 30 Year Treasury Bond Future December 2017


Trading Metrics calculated at close of trading on 19-Dec-2017
Day Change Summary
Previous Current
18-Dec-2017 19-Dec-2017 Change Change % Previous Week
Open 155-09 154-10 -0-31 -0.6% 154-04
High 155-09 154-10 -0-31 -0.6% 155-16
Low 154-06 152-17 -1-21 -1.1% 153-10
Close 154-09 152-17 -1-24 -1.1% 155-12
Range 1-03 1-25 0-22 62.8% 2-06
ATR 1-03 1-05 0-02 4.4% 0-00
Volume 3,104 2,758 -346 -11.1% 9,661
Daily Pivots for day following 19-Dec-2017
Classic Woodie Camarilla DeMark
R4 158-15 157-09 153-16
R3 156-22 155-16 153-01
R2 154-29 154-29 152-27
R1 153-23 153-23 152-22 153-14
PP 153-04 153-04 153-04 152-31
S1 151-30 151-30 152-12 151-21
S2 151-11 151-11 152-07
S3 149-18 150-05 152-01
S4 147-25 148-12 151-18
Weekly Pivots for week ending 15-Dec-2017
Classic Woodie Camarilla DeMark
R4 161-09 160-17 156-18
R3 159-03 158-11 155-31
R2 156-29 156-29 155-25
R1 156-05 156-05 155-18 156-17
PP 154-23 154-23 154-23 154-30
S1 153-31 153-31 155-06 154-11
S2 152-17 152-17 154-31
S3 150-11 151-25 154-25
S4 148-05 149-19 154-06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 155-16 152-17 2-31 1.9% 1-06 0.8% 0% False True 2,292
10 155-21 152-17 3-04 2.0% 1-03 0.7% 0% False True 3,987
20 155-21 152-04 3-17 2.3% 1-05 0.8% 12% False False 123,176
40 155-21 150-10 5-11 3.5% 1-03 0.7% 42% False False 202,357
60 155-21 150-10 5-11 3.5% 1-02 0.7% 42% False False 222,797
80 158-09 150-10 7-31 5.2% 1-02 0.7% 28% False False 230,203
100 158-09 150-10 7-31 5.2% 1-02 0.7% 28% False False 190,288
120 158-09 150-10 7-31 5.2% 1-01 0.7% 28% False False 158,597
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 12 trading days
Fibonacci Retracements and Extensions
4.250 161-28
2.618 158-31
1.618 157-06
1.000 156-03
0.618 155-13
HIGH 154-10
0.618 153-20
0.500 153-14
0.382 153-07
LOW 152-17
0.618 151-14
1.000 150-24
1.618 149-21
2.618 147-28
4.250 144-31
Fisher Pivots for day following 19-Dec-2017
Pivot 1 day 3 day
R1 153-14 154-01
PP 153-04 153-17
S1 152-27 153-01

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

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