ECBOT 30 Year Treasury Bond Future June 2018


Trading Metrics calculated at close of trading on 27-Dec-2017
Day Change Summary
Previous Current
26-Dec-2017 27-Dec-2017 Change Change % Previous Week
Open 150-05 150-10 0-05 0.1% 152-07
High 150-19 151-30 1-11 0.9% 152-07
Low 149-25 150-10 0-17 0.4% 149-14
Close 150-16 151-26 1-10 0.9% 149-30
Range 0-26 1-20 0-26 100.0% 2-25
ATR 0-26 0-28 0-02 7.3% 0-00
Volume 3 3 0 0.0% 15
Daily Pivots for day following 27-Dec-2017
Classic Woodie Camarilla DeMark
R4 156-07 155-21 152-23
R3 154-19 154-01 152-08
R2 152-31 152-31 152-04
R1 152-13 152-13 151-31 152-22
PP 151-11 151-11 151-11 151-16
S1 150-25 150-25 151-21 151-02
S2 149-23 149-23 151-16
S3 148-03 149-05 151-12
S4 146-15 147-17 150-29
Weekly Pivots for week ending 22-Dec-2017
Classic Woodie Camarilla DeMark
R4 158-28 157-06 151-15
R3 156-03 154-13 150-22
R2 153-10 153-10 150-14
R1 151-20 151-20 150-06 151-03
PP 150-17 150-17 150-17 150-08
S1 148-27 148-27 149-22 148-09
S2 147-24 147-24 149-14
S3 144-31 146-02 149-06
S4 142-06 143-09 148-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 151-30 149-14 2-16 1.6% 0-26 0.5% 95% True False 4
10 153-14 149-14 4-00 2.6% 0-21 0.4% 59% False False 3
20 153-14 149-14 4-00 2.6% 0-18 0.4% 59% False False 3
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 0-04
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 158-27
2.618 156-06
1.618 154-18
1.000 153-18
0.618 152-30
HIGH 151-30
0.618 151-10
0.500 151-04
0.382 150-30
LOW 150-10
0.618 149-10
1.000 148-22
1.618 147-22
2.618 146-02
4.250 143-13
Fisher Pivots for day following 27-Dec-2017
Pivot 1 day 3 day
R1 151-19 151-16
PP 151-11 151-06
S1 151-04 150-28

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

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