ECBOT 30 Year Treasury Bond Future March 2018


Trading Metrics calculated at close of trading on 06-Nov-2017
Day Change Summary
Previous Current
03-Nov-2017 06-Nov-2017 Change Change % Previous Week
Open 152-13 152-17 0-04 0.1% 150-11
High 152-27 153-07 0-12 0.2% 152-27
Low 152-07 152-09 0-02 0.0% 150-07
Close 152-16 153-02 0-18 0.4% 152-16
Range 0-20 0-30 0-10 50.0% 2-20
ATR 0-30 0-30 0-00 0.1% 0-00
Volume 1,381 243 -1,138 -82.4% 9,753
Daily Pivots for day following 06-Nov-2017
Classic Woodie Camarilla DeMark
R4 155-21 155-10 153-18
R3 154-23 154-12 153-10
R2 153-25 153-25 153-08
R1 153-14 153-14 153-05 153-20
PP 152-27 152-27 152-27 152-30
S1 152-16 152-16 152-31 152-22
S2 151-29 151-29 152-28
S3 150-31 151-18 152-26
S4 150-01 150-20 152-18
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
5 153-07 150-28 2-11 1.5% 0-27 0.6% 93% True False 1,360
10 153-07 149-05 4-02 2.7% 1-00 0.6% 96% True False 1,390
20 153-07 149-05 4-02 2.7% 0-29 0.6% 96% True False 737
40 154-10 149-05 5-05 3.4% 0-22 0.4% 76% False False 375
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 157-07
2.618 155-22
1.618 154-24
1.000 154-05
0.618 153-26
HIGH 153-07
0.618 152-28
0.500 152-24
0.382 152-20
LOW 152-09
0.618 151-22
1.000 151-11
1.618 150-24
2.618 149-26
4.250 148-10
Fisher Pivots for day following 06-Nov-2017
Pivot 1 day 3 day
R1 152-31 152-27
PP 152-27 152-20
S1 152-24 152-13

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

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