ECBOT 30 Year Treasury Bond Future March 2017


Trading Metrics calculated at close of trading on 19-Jan-2017
Day Change Summary
Previous Current
18-Jan-2017 19-Jan-2017 Change Change % Previous Week
Open 153-09 151-12 -1-29 -1.2% 151-23
High 153-10 151-27 -1-15 -1.0% 153-31
Low 151-13 150-09 -1-04 -0.7% 151-11
Close 152-01 151-02 -0-31 -0.6% 152-09
Range 1-29 1-18 -0-11 -18.0% 2-20
ATR 1-17 1-18 0-00 1.0% 0-00
Volume 227,716 320,606 92,890 40.8% 1,221,319
Daily Pivots for day following 19-Jan-2017
Classic Woodie Camarilla DeMark
R4 155-24 154-31 151-30
R3 154-06 153-13 151-16
R2 152-20 152-20 151-11
R1 151-27 151-27 151-07 151-15
PP 151-02 151-02 151-02 150-28
S1 150-09 150-09 150-29 149-29
S2 149-16 149-16 150-25
S3 147-30 148-23 150-20
S4 146-12 147-05 150-06
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
5 153-31 150-09 3-22 2.4% 1-26 1.2% 21% False True 286,489
10 153-31 150-09 3-22 2.4% 1-21 1.1% 21% False True 267,348
20 153-31 148-01 5-30 3.9% 1-11 0.9% 51% False False 205,910
40 153-31 147-04 6-27 4.5% 1-16 1.0% 58% False False 229,840
60 163-27 147-04 16-23 11.1% 1-20 1.1% 24% False False 153,937
80 168-23 147-04 21-19 14.3% 1-16 1.0% 18% False False 115,461
Crabel Price Patterns
NR True
NR4 True
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 0-11
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 158-16
2.618 155-30
1.618 154-12
1.000 153-13
0.618 152-26
HIGH 151-27
0.618 151-08
0.500 151-02
0.382 150-28
LOW 150-09
0.618 149-10
1.000 148-23
1.618 147-24
2.618 146-06
4.250 143-21
Fisher Pivots for day following 19-Jan-2017
Pivot 1 day 3 day
R1 151-02 152-03
PP 151-02 151-24
S1 151-02 151-13

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

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