ECBOT 30 Year Treasury Bond Future March 2017


Trading Metrics calculated at close of trading on 23-Feb-2017
Day Change Summary
Previous Current
22-Feb-2017 23-Feb-2017 Change Change % Previous Week
Open 151-07 151-13 0-06 0.1% 151-27
High 152-06 152-02 -0-04 -0.1% 151-31
Low 150-24 151-08 0-16 0.3% 149-16
Close 151-12 151-26 0-14 0.3% 151-08
Range 1-14 0-26 -0-20 -43.5% 2-15
ATR 1-12 1-11 -0-01 -2.9% 0-00
Volume 509,220 481,140 -28,080 -5.5% 1,171,674
Daily Pivots for day following 23-Feb-2017
Classic Woodie Camarilla DeMark
R4 154-05 153-25 152-08
R3 153-11 152-31 152-01
R2 152-17 152-17 151-31
R1 152-05 152-05 151-28 152-11
PP 151-23 151-23 151-23 151-26
S1 151-11 151-11 151-24 151-17
S2 150-29 150-29 151-21
S3 150-03 150-17 151-19
S4 149-09 149-23 151-12
Weekly Pivots for week ending 17-Feb-2017
Classic Woodie Camarilla DeMark
R4 158-10 157-08 152-19
R3 155-27 154-25 151-30
R2 153-12 153-12 151-22
R1 152-10 152-10 151-15 151-20
PP 150-29 150-29 150-29 150-18
S1 149-27 149-27 151-01 149-04
S2 148-14 148-14 150-26
S3 145-31 147-12 150-18
S4 143-16 144-29 149-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 152-06 149-31 2-07 1.5% 1-06 0.8% 83% False False 349,644
10 153-17 149-16 4-01 2.7% 1-08 0.8% 57% False False 303,988
20 153-21 148-30 4-23 3.1% 1-08 0.8% 61% False False 285,847
40 153-31 148-07 5-24 3.8% 1-12 0.9% 62% False False 258,620
60 153-31 147-04 6-27 4.5% 1-14 0.9% 68% False False 257,829
80 163-17 147-04 16-13 10.8% 1-17 1.0% 29% False False 199,365
100 168-23 147-04 21-19 14.2% 1-16 1.0% 22% False False 159,507
120 169-19 147-04 22-15 14.8% 1-09 0.8% 21% False False 132,923
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 155-16
2.618 154-06
1.618 153-12
1.000 152-28
0.618 152-18
HIGH 152-02
0.618 151-24
0.500 151-21
0.382 151-18
LOW 151-08
0.618 150-24
1.000 150-14
1.618 149-30
2.618 149-04
4.250 147-26
Fisher Pivots for day following 23-Feb-2017
Pivot 1 day 3 day
R1 151-24 151-22
PP 151-23 151-17
S1 151-21 151-13

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

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