ECBOT 30 Year Treasury Bond Future March 2018


Trading Metrics calculated at close of trading on 06-Oct-2017
Day Change Summary
Previous Current
05-Oct-2017 06-Oct-2017 Change Change % Previous Week
Open 151-20 150-20 -1-00 -0.7% 151-18
High 151-22 151-04 -0-18 -0.4% 151-31
Low 150-29 150-03 -0-26 -0.5% 150-03
Close 151-02 150-23 -0-11 -0.2% 150-23
Range 0-25 1-01 0-08 32.0% 1-28
ATR 0-23 0-24 0-01 2.9% 0-00
Volume 21 58 37 176.2% 102
Daily Pivots for day following 06-Oct-2017
Classic Woodie Camarilla DeMark
R4 153-24 153-08 151-09
R3 152-23 152-07 151-00
R2 151-22 151-22 150-29
R1 151-06 151-06 150-26 151-14
PP 150-21 150-21 150-21 150-25
S1 150-05 150-05 150-20 150-13
S2 149-20 149-20 150-17
S3 148-19 149-04 150-14
S4 147-18 148-03 150-05
Weekly Pivots for week ending 06-Oct-2017
Classic Woodie Camarilla DeMark
R4 156-18 155-16 151-24
R3 154-22 153-20 151-08
R2 152-26 152-26 151-02
R1 151-24 151-24 150-29 151-11
PP 150-30 150-30 150-30 150-23
S1 149-28 149-28 150-18 149-15
S2 149-02 149-02 150-12
S3 147-06 148-00 150-07
S4 145-10 146-04 149-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 151-31 150-03 1-28 1.2% 0-28 0.6% 33% False True 20
10 153-25 150-03 3-22 2.4% 0-21 0.4% 17% False True 13
20 155-02 150-03 4-31 3.3% 0-14 0.3% 13% False True 12
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 0-06
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 155-16
2.618 153-26
1.618 152-25
1.000 152-05
0.618 151-24
HIGH 151-04
0.618 150-23
0.500 150-20
0.382 150-16
LOW 150-03
0.618 149-15
1.000 149-02
1.618 148-14
2.618 147-13
4.250 145-23
Fisher Pivots for day following 06-Oct-2017
Pivot 1 day 3 day
R1 150-22 151-01
PP 150-21 150-30
S1 150-20 150-26

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

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