ECBOT 30 Year Treasury Bond Future June 2017


Trading Metrics calculated at close of trading on 10-Jan-2017
Day Change Summary
Previous Current
09-Jan-2017 10-Jan-2017 Change Change % Previous Week
Open 150-11 151-10 0-31 0.6% 149-09
High 151-21 151-19 -0-02 0.0% 151-24
Low 150-11 151-01 0-22 0.5% 148-11
Close 151-16 151-09 -0-07 -0.1% 150-15
Range 1-10 0-18 -0-24 -57.1% 3-13
ATR 0-30 0-29 -0-01 -2.8% 0-00
Volume 6 8 2 33.3% 46
Daily Pivots for day following 10-Jan-2017
Classic Woodie Camarilla DeMark
R4 153-00 152-22 151-19
R3 152-14 152-04 151-14
R2 151-28 151-28 151-12
R1 151-18 151-18 151-11 151-14
PP 151-10 151-10 151-10 151-08
S1 151-00 151-00 151-07 150-28
S2 150-24 150-24 151-06
S3 150-06 150-14 151-04
S4 149-20 149-28 150-31
Weekly Pivots for week ending 06-Jan-2017
Classic Woodie Camarilla DeMark
R4 160-13 158-27 152-11
R3 157-00 155-14 151-13
R2 153-19 153-19 151-03
R1 152-01 152-01 150-25 152-26
PP 150-06 150-06 150-06 150-19
S1 148-20 148-20 150-05 149-13
S2 146-25 146-25 149-27
S3 143-12 145-07 149-17
S4 139-31 141-26 148-19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 151-24 149-02 2-22 1.8% 1-08 0.8% 83% False False 12
10 151-24 147-08 4-16 3.0% 0-28 0.6% 90% False False 8
20 151-24 146-25 4-31 3.3% 0-15 0.3% 91% False False 4
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 154-00
2.618 153-02
1.618 152-16
1.000 152-05
0.618 151-30
HIGH 151-19
0.618 151-12
0.500 151-10
0.382 151-08
LOW 151-01
0.618 150-22
1.000 150-15
1.618 150-04
2.618 149-18
4.250 148-21
Fisher Pivots for day following 10-Jan-2017
Pivot 1 day 3 day
R1 151-10 151-07
PP 151-10 151-04
S1 151-09 151-02

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

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