ECBOT 30 Year Treasury Bond Future March 2018


Trading Metrics calculated at close of trading on 03-Nov-2017
Day Change Summary
Previous Current
02-Nov-2017 03-Nov-2017 Change Change % Previous Week
Open 152-00 152-13 0-13 0.3% 150-11
High 152-17 152-27 0-10 0.2% 152-27
Low 151-19 152-07 0-20 0.4% 150-07
Close 152-11 152-16 0-05 0.1% 152-16
Range 0-30 0-20 -0-10 -33.3% 2-20
ATR 0-30 0-30 -0-01 -2.5% 0-00
Volume 533 1,381 848 159.1% 9,753
Daily Pivots for day following 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 154-13 154-02 152-27
R3 153-25 153-14 152-22
R2 153-05 153-05 152-20
R1 152-26 152-26 152-18 153-00
PP 152-17 152-17 152-17 152-19
S1 152-06 152-06 152-14 152-12
S2 151-29 151-29 152-12
S3 151-09 151-18 152-10
S4 150-21 150-30 152-05
Weekly Pivots for week ending 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 159-23 158-24 153-30
R3 157-03 156-04 153-07
R2 154-15 154-15 152-31
R1 153-16 153-16 152-24 154-00
PP 151-27 151-27 151-27 152-03
S1 150-28 150-28 152-08 151-12
S2 149-07 149-07 152-01
S3 146-19 148-08 151-25
S4 143-31 145-20 151-02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 152-27 150-07 2-20 1.7% 0-28 0.6% 87% True False 1,950
10 152-27 149-05 3-22 2.4% 0-31 0.6% 91% True False 1,371
20 152-29 149-05 3-24 2.5% 0-28 0.6% 89% False False 726
40 155-02 149-05 5-29 3.9% 0-21 0.4% 57% False False 369
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 3 trading days
Fibonacci Retracements and Extensions
4.250 155-16
2.618 154-15
1.618 153-27
1.000 153-15
0.618 153-07
HIGH 152-27
0.618 152-19
0.500 152-17
0.382 152-15
LOW 152-07
0.618 151-27
1.000 151-19
1.618 151-07
2.618 150-19
4.250 149-18
Fisher Pivots for day following 03-Nov-2017
Pivot 1 day 3 day
R1 152-17 152-09
PP 152-17 152-02
S1 152-16 151-28

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

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