ECBOT 30 Year Treasury Bond Future March 2017


Trading Metrics calculated at close of trading on 20-Jan-2017
Day Change Summary
Previous Current
19-Jan-2017 20-Jan-2017 Change Change % Previous Week
Open 151-12 150-25 -0-19 -0.4% 152-02
High 151-27 151-05 -0-22 -0.5% 153-28
Low 150-09 149-30 -0-11 -0.2% 149-30
Close 151-02 150-25 -0-09 -0.2% 150-25
Range 1-18 1-07 -0-11 -22.0% 3-30
ATR 1-18 1-17 -0-01 -1.6% 0-00
Volume 320,606 267,286 -53,320 -16.6% 1,111,982
Daily Pivots for day following 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 154-09 153-24 151-14
R3 153-02 152-17 151-04
R2 151-27 151-27 151-00
R1 151-10 151-10 150-29 151-13
PP 150-20 150-20 150-20 150-21
S1 150-03 150-03 150-21 150-06
S2 149-13 149-13 150-18
S3 148-06 148-28 150-14
S4 146-31 147-21 150-04
Weekly Pivots for week ending 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 163-11 161-00 152-30
R3 159-13 157-02 151-28
R2 155-15 155-15 151-16
R1 153-04 153-04 151-05 152-11
PP 151-17 151-17 151-17 151-04
S1 149-06 149-06 150-13 148-13
S2 147-19 147-19 150-02
S3 143-21 145-08 149-22
S4 139-23 141-10 148-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153-28 149-30 3-30 2.6% 1-25 1.2% 21% False True 279,722
10 153-31 149-30 4-01 2.7% 1-17 1.0% 21% False True 260,259
20 153-31 148-04 5-27 3.9% 1-12 0.9% 45% False False 211,640
40 153-31 147-04 6-27 4.5% 1-17 1.0% 53% False False 235,302
60 163-23 147-04 16-19 11.0% 1-20 1.1% 22% False False 158,390
80 168-23 147-04 21-19 14.3% 1-16 1.0% 17% False False 118,802
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 156-11
2.618 154-11
1.618 153-04
1.000 152-12
0.618 151-29
HIGH 151-05
0.618 150-22
0.500 150-18
0.382 150-13
LOW 149-30
0.618 149-06
1.000 148-23
1.618 147-31
2.618 146-24
4.250 144-24
Fisher Pivots for day following 20-Jan-2017
Pivot 1 day 3 day
R1 150-23 151-20
PP 150-20 151-11
S1 150-18 151-02

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

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