ECBOT 30 Year Treasury Bond Future March 2017


Trading Metrics calculated at close of trading on 10-Feb-2017
Day Change Summary
Previous Current
09-Feb-2017 10-Feb-2017 Change Change % Previous Week
Open 153-16 152-09 -1-07 -0.8% 150-13
High 153-17 152-12 -1-05 -0.8% 153-21
Low 151-31 151-08 -0-23 -0.5% 150-10
Close 152-06 151-29 -0-09 -0.2% 151-29
Range 1-18 1-04 -0-14 -28.0% 3-11
ATR 1-15 1-14 -0-01 -1.7% 0-00
Volume 299,356 282,423 -16,933 -5.7% 1,426,930
Daily Pivots for day following 10-Feb-2017
Classic Woodie Camarilla DeMark
R4 155-07 154-22 152-17
R3 154-03 153-18 152-07
R2 152-31 152-31 152-04
R1 152-14 152-14 152-00 152-05
PP 151-27 151-27 151-27 151-22
S1 151-10 151-10 151-26 151-01
S2 150-23 150-23 151-22
S3 149-19 150-06 151-19
S4 148-15 149-02 151-09
Weekly Pivots for week ending 10-Feb-2017
Classic Woodie Camarilla DeMark
R4 162-00 160-09 153-24
R3 158-21 156-30 152-26
R2 155-10 155-10 152-17
R1 153-19 153-19 152-07 154-15
PP 151-31 151-31 151-31 152-12
S1 150-08 150-08 151-19 151-04
S2 148-20 148-20 151-09
S3 145-09 146-29 151-00
S4 141-30 143-18 150-02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153-21 150-10 3-11 2.2% 1-15 1.0% 48% False False 285,386
10 153-21 149-23 3-30 2.6% 1-10 0.9% 56% False False 286,229
20 153-28 148-30 4-30 3.3% 1-15 1.0% 60% False False 269,355
40 153-31 147-04 6-27 4.5% 1-13 0.9% 70% False False 237,865
60 154-03 147-04 6-31 4.6% 1-16 1.0% 69% False False 224,518
80 163-27 147-04 16-23 11.0% 1-18 1.0% 29% False False 168,654
100 168-23 147-04 21-19 14.2% 1-14 0.9% 22% False False 134,927
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 0-08
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 157-05
2.618 155-10
1.618 154-06
1.000 153-16
0.618 153-02
HIGH 152-12
0.618 151-30
0.500 151-26
0.382 151-22
LOW 151-08
0.618 150-18
1.000 150-04
1.618 149-14
2.618 148-10
4.250 146-15
Fisher Pivots for day following 10-Feb-2017
Pivot 1 day 3 day
R1 151-28 152-15
PP 151-27 152-09
S1 151-26 152-03

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

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