ECBOT 30 Year Treasury Bond Future March 2017


Trading Metrics calculated at close of trading on 16-Mar-2017
Day Change Summary
Previous Current
15-Mar-2017 16-Mar-2017 Change Change % Previous Week
Open 148-02 149-25 1-23 1.2% 150-15
High 149-26 149-29 0-03 0.1% 151-05
Low 148-02 148-29 0-27 0.6% 147-22
Close 149-20 149-08 -0-12 -0.3% 148-02
Range 1-24 1-00 -0-24 -42.9% 3-15
ATR 1-08 1-08 -0-01 -1.5% 0-00
Volume 532 696 164 30.8% 11,005
Daily Pivots for day following 16-Mar-2017
Classic Woodie Camarilla DeMark
R4 152-11 151-26 149-26
R3 151-11 150-26 149-17
R2 150-11 150-11 149-14
R1 149-26 149-26 149-11 149-19
PP 149-11 149-11 149-11 149-08
S1 148-26 148-26 149-05 148-19
S2 148-11 148-11 149-02
S3 147-11 147-26 148-31
S4 146-11 146-26 148-22
Weekly Pivots for week ending 10-Mar-2017
Classic Woodie Camarilla DeMark
R4 159-12 157-06 149-31
R3 155-29 153-23 149-01
R2 152-14 152-14 148-22
R1 150-08 150-08 148-12 149-20
PP 148-31 148-31 148-31 148-21
S1 146-25 146-25 147-24 146-04
S2 145-16 145-16 147-14
S3 142-01 143-10 147-03
S4 138-18 139-27 146-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 149-29 147-03 2-26 1.9% 1-06 0.8% 77% True False 1,383
10 151-05 147-03 4-02 2.7% 1-04 0.8% 53% False False 2,152
20 153-12 147-03 6-09 4.2% 1-05 0.8% 34% False False 135,232
40 153-21 147-03 6-18 4.4% 1-08 0.8% 33% False False 199,773
60 153-31 147-03 6-28 4.6% 1-09 0.9% 31% False False 199,324
80 153-31 147-03 6-28 4.6% 1-12 0.9% 31% False False 210,924
100 163-27 147-03 16-24 11.2% 1-15 1.0% 13% False False 169,066
120 168-23 147-03 21-20 14.5% 1-13 0.9% 10% False False 140,893
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 0-07
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 154-05
2.618 152-17
1.618 151-17
1.000 150-29
0.618 150-17
HIGH 149-29
0.618 149-17
0.500 149-13
0.382 149-09
LOW 148-29
0.618 148-09
1.000 147-29
1.618 147-09
2.618 146-09
4.250 144-21
Fisher Pivots for day following 16-Mar-2017
Pivot 1 day 3 day
R1 149-13 149-00
PP 149-11 148-24
S1 149-10 148-16

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

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