ECBOT 30 Year Treasury Bond Future March 2017


Trading Metrics calculated at close of trading on 17-Jan-2017
Day Change Summary
Previous Current
13-Jan-2017 17-Jan-2017 Change Change % Previous Week
Open 152-19 152-02 -0-17 -0.3% 151-23
High 153-20 153-28 0-08 0.2% 153-31
Low 151-11 151-31 0-20 0.4% 151-11
Close 152-09 153-10 1-01 0.7% 152-09
Range 2-09 1-29 -0-12 -16.4% 2-20
ATR 1-16 1-17 0-01 2.0% 0-00
Volume 286,629 296,374 9,745 3.4% 1,221,319
Daily Pivots for day following 17-Jan-2017
Classic Woodie Camarilla DeMark
R4 158-25 157-30 154-12
R3 156-28 156-01 153-27
R2 154-31 154-31 153-21
R1 154-04 154-04 153-16 154-17
PP 153-02 153-02 153-02 153-08
S1 152-07 152-07 153-04 152-21
S2 151-05 151-05 152-31
S3 149-08 150-10 152-25
S4 147-11 148-13 152-08
Weekly Pivots for week ending 13-Jan-2017
Classic Woodie Camarilla DeMark
R4 160-13 158-31 153-23
R3 157-25 156-11 153-00
R2 155-05 155-05 152-24
R1 153-23 153-23 152-17 154-14
PP 152-17 152-17 152-17 152-29
S1 151-03 151-03 152-01 151-26
S2 149-29 149-29 151-26
S3 147-09 148-15 151-18
S4 144-21 145-27 150-27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153-31 151-11 2-20 1.7% 1-16 1.0% 75% False False 269,542
10 153-31 149-02 4-29 3.2% 1-19 1.0% 87% False False 264,400
20 153-31 147-13 6-18 4.3% 1-11 0.9% 90% False False 201,019
40 153-31 147-04 6-27 4.5% 1-17 1.0% 90% False False 216,522
60 163-27 147-04 16-23 10.9% 1-20 1.1% 37% False False 144,799
80 168-23 147-04 21-19 14.1% 1-15 1.0% 29% False False 108,607
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 161-31
2.618 158-28
1.618 156-31
1.000 155-25
0.618 155-02
HIGH 153-28
0.618 153-05
0.500 152-30
0.382 152-22
LOW 151-31
0.618 150-25
1.000 150-02
1.618 148-28
2.618 146-31
4.250 143-28
Fisher Pivots for day following 17-Jan-2017
Pivot 1 day 3 day
R1 153-06 153-03
PP 153-02 152-28
S1 152-30 152-21

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

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