ECBOT 30 Year Treasury Bond Future March 2018


Trading Metrics calculated at close of trading on 16-Nov-2017
Day Change Summary
Previous Current
15-Nov-2017 16-Nov-2017 Change Change % Previous Week
Open 151-31 153-03 1-04 0.7% 152-17
High 153-05 153-03 -0-02 0.0% 153-21
Low 151-30 152-00 0-02 0.0% 150-30
Close 152-28 152-14 -0-14 -0.3% 151-05
Range 1-07 1-03 -0-04 -10.3% 2-23
ATR 0-31 1-00 0-00 0.8% 0-00
Volume 2,955 12,988 10,033 339.5% 15,355
Daily Pivots for day following 16-Nov-2017
Classic Woodie Camarilla DeMark
R4 155-25 155-07 153-01
R3 154-22 154-04 152-24
R2 153-19 153-19 152-20
R1 153-01 153-01 152-17 152-25
PP 152-16 152-16 152-16 152-12
S1 151-30 151-30 152-11 151-21
S2 151-13 151-13 152-08
S3 150-10 150-27 152-04
S4 149-07 149-24 151-27
Weekly Pivots for week ending 10-Nov-2017
Classic Woodie Camarilla DeMark
R4 160-02 158-11 152-21
R3 157-11 155-20 151-29
R2 154-20 154-20 151-21
R1 152-29 152-29 151-13 152-13
PP 151-29 151-29 151-29 151-22
S1 150-06 150-06 150-29 149-22
S2 149-06 149-06 150-21
S3 146-15 147-15 150-13
S4 143-24 144-24 149-21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153-05 150-29 2-08 1.5% 1-05 0.8% 68% False False 11,147
10 153-21 150-29 2-24 1.8% 0-31 0.6% 56% False False 6,712
20 153-21 149-05 4-16 3.0% 0-31 0.6% 73% False False 3,988
40 153-25 149-05 4-20 3.0% 0-27 0.5% 71% False False 2,010
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 157-24
2.618 155-31
1.618 154-28
1.000 154-06
0.618 153-25
HIGH 153-03
0.618 152-22
0.500 152-18
0.382 152-13
LOW 152-00
0.618 151-10
1.000 150-29
1.618 150-07
2.618 149-04
4.250 147-11
Fisher Pivots for day following 16-Nov-2017
Pivot 1 day 3 day
R1 152-18 152-11
PP 152-16 152-07
S1 152-15 152-04

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

View Archives - Comment on this page... - Back to Index of Symbols