ECBOT 30 Year Treasury Bond Future March 2017


Trading Metrics calculated at close of trading on 14-Dec-2016
Day Change Summary
Previous Current
13-Dec-2016 14-Dec-2016 Change Change % Previous Week
Open 148-25 149-01 0-08 0.2% 150-31
High 149-22 150-05 0-15 0.3% 151-19
Low 148-16 147-13 -1-03 -0.7% 148-00
Close 148-26 148-15 -0-11 -0.2% 148-16
Range 1-06 2-24 1-18 131.6% 3-19
ATR 1-22 1-25 0-02 4.4% 0-00
Volume 293,760 324,133 30,373 10.3% 1,214,821
Daily Pivots for day following 14-Dec-2016
Classic Woodie Camarilla DeMark
R4 156-30 155-14 149-31
R3 154-06 152-22 149-07
R2 151-14 151-14 148-31
R1 149-30 149-30 148-23 149-10
PP 148-22 148-22 148-22 148-12
S1 147-06 147-06 148-07 146-18
S2 145-30 145-30 147-31
S3 143-06 144-14 147-23
S4 140-14 141-22 146-31
Weekly Pivots for week ending 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 160-05 157-29 150-15
R3 156-18 154-10 149-16
R2 152-31 152-31 149-05
R1 150-23 150-23 148-27 150-02
PP 149-12 149-12 149-12 149-01
S1 147-04 147-04 148-05 146-14
S2 145-25 145-25 147-27
S3 142-06 143-17 147-16
S4 138-19 139-30 146-17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 151-10 147-10 4-00 2.7% 1-27 1.2% 29% False False 295,447
10 151-19 147-10 4-09 2.9% 1-25 1.2% 27% False False 281,964
20 153-31 147-10 6-21 4.5% 1-23 1.2% 17% False False 213,867
40 163-27 147-10 16-17 11.1% 1-23 1.2% 7% False False 107,545
60 168-23 147-10 21-13 14.4% 1-16 1.0% 5% False False 71,703
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-10
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 161-27
2.618 157-11
1.618 154-19
1.000 152-29
0.618 151-27
HIGH 150-05
0.618 149-03
0.500 148-25
0.382 148-15
LOW 147-13
0.618 145-23
1.000 144-21
1.618 142-31
2.618 140-07
4.250 135-23
Fisher Pivots for day following 14-Dec-2016
Pivot 1 day 3 day
R1 148-25 148-24
PP 148-22 148-21
S1 148-18 148-18

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

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