ECBOT 30 Year Treasury Bond Future March 2017


Trading Metrics calculated at close of trading on 28-Feb-2017
Day Change Summary
Previous Current
27-Feb-2017 28-Feb-2017 Change Change % Previous Week
Open 153-09 152-23 -0-18 -0.4% 151-14
High 153-09 153-11 0-02 0.0% 153-12
Low 152-17 152-08 -0-09 -0.2% 150-19
Close 152-20 152-30 0-10 0.2% 153-07
Range 0-24 1-03 0-11 45.8% 2-25
ATR 1-10 1-10 -0-01 -1.2% 0-00
Volume 326,593 75,804 -250,789 -76.8% 1,782,447
Daily Pivots for day following 28-Feb-2017
Classic Woodie Camarilla DeMark
R4 156-04 155-20 153-17
R3 155-01 154-17 153-08
R2 153-30 153-30 153-04
R1 153-14 153-14 153-01 153-22
PP 152-27 152-27 152-27 152-31
S1 152-11 152-11 152-27 152-19
S2 151-24 151-24 152-24
S3 150-21 151-08 152-20
S4 149-18 150-05 152-11
Weekly Pivots for week ending 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 160-24 159-24 154-24
R3 157-31 156-31 153-31
R2 155-06 155-06 153-23
R1 154-06 154-06 153-15 154-22
PP 152-13 152-13 152-13 152-21
S1 151-13 151-13 152-31 151-29
S2 149-20 149-20 152-23
S3 146-27 148-20 152-15
S4 144-02 145-27 151-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153-12 150-24 2-20 1.7% 1-04 0.7% 83% False False 377,755
10 153-12 149-16 3-28 2.5% 1-07 0.8% 89% False False 319,760
20 153-21 149-16 4-05 2.7% 1-09 0.8% 83% False False 299,080
40 153-31 148-30 5-01 3.3% 1-12 0.9% 80% False False 273,544
60 153-31 147-04 6-27 4.5% 1-13 0.9% 85% False False 256,110
80 163-17 147-04 16-13 10.7% 1-17 1.0% 35% False False 210,562
100 165-09 147-04 18-05 11.9% 1-15 1.0% 32% False False 168,491
120 169-19 147-04 22-15 14.7% 1-10 0.9% 26% False False 140,410
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 158-00
2.618 156-07
1.618 155-04
1.000 154-14
0.618 154-01
HIGH 153-11
0.618 152-30
0.500 152-26
0.382 152-21
LOW 152-08
0.618 151-18
1.000 151-05
1.618 150-15
2.618 149-12
4.250 147-19
Fisher Pivots for day following 28-Feb-2017
Pivot 1 day 3 day
R1 152-29 152-27
PP 152-27 152-23
S1 152-26 152-20

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

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