ECBOT 30 Year Treasury Bond Future March 2018


Trading Metrics calculated at close of trading on 11-Dec-2017
Day Change Summary
Previous Current
08-Dec-2017 11-Dec-2017 Change Change % Previous Week
Open 153-05 153-00 -0-05 -0.1% 152-16
High 153-09 153-19 0-10 0.2% 154-18
Low 152-17 152-28 0-11 0.2% 152-02
Close 152-28 153-01 0-05 0.1% 152-28
Range 0-24 0-23 -0-01 -4.2% 2-16
ATR 1-04 1-03 -0-01 -2.6% 0-00
Volume 268,038 161,368 -106,670 -39.8% 1,378,861
Daily Pivots for day following 11-Dec-2017
Classic Woodie Camarilla DeMark
R4 155-10 154-29 153-14
R3 154-19 154-06 153-07
R2 153-28 153-28 153-05
R1 153-15 153-15 153-03 153-22
PP 153-05 153-05 153-05 153-09
S1 152-24 152-24 152-31 152-31
S2 152-14 152-14 152-29
S3 151-23 152-01 152-27
S4 151-00 151-10 152-20
Weekly Pivots for week ending 08-Dec-2017
Classic Woodie Camarilla DeMark
R4 160-21 159-09 154-08
R3 158-05 156-25 153-18
R2 155-21 155-21 153-11
R1 154-09 154-09 153-03 154-31
PP 153-05 153-05 153-05 153-16
S1 151-25 151-25 152-21 152-15
S2 150-21 150-21 152-13
S3 148-05 149-09 152-06
S4 145-21 146-25 151-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 154-18 152-17 2-01 1.3% 1-02 0.7% 25% False False 253,321
10 154-18 151-00 3-18 2.3% 1-09 0.8% 57% False False 329,278
20 154-18 150-29 3-21 2.4% 1-03 0.7% 58% False False 203,718
40 154-18 149-05 5-13 3.5% 1-00 0.7% 72% False False 102,598
60 154-18 149-05 5-13 3.5% 0-28 0.6% 72% False False 68,408
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-09
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 156-21
2.618 155-15
1.618 154-24
1.000 154-10
0.618 154-01
HIGH 153-19
0.618 153-10
0.500 153-08
0.382 153-05
LOW 152-28
0.618 152-14
1.000 152-05
1.618 151-23
2.618 151-00
4.250 149-26
Fisher Pivots for day following 11-Dec-2017
Pivot 1 day 3 day
R1 153-08 153-16
PP 153-05 153-11
S1 153-03 153-06

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

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