ECBOT 30 Year Treasury Bond Future June 2017


Trading Metrics calculated at close of trading on 11-Jan-2017
Day Change Summary
Previous Current
10-Jan-2017 11-Jan-2017 Change Change % Previous Week
Open 151-10 151-12 0-02 0.0% 149-09
High 151-19 152-06 0-19 0.4% 151-24
Low 151-01 151-02 0-01 0.0% 148-11
Close 151-09 151-17 0-08 0.2% 150-15
Range 0-18 1-04 0-18 100.0% 3-13
ATR 0-29 0-29 0-01 1.8% 0-00
Volume 8 73 65 812.5% 46
Daily Pivots for day following 11-Jan-2017
Classic Woodie Camarilla DeMark
R4 154-31 154-12 152-05
R3 153-27 153-08 151-27
R2 152-23 152-23 151-24
R1 152-04 152-04 151-20 152-14
PP 151-19 151-19 151-19 151-24
S1 151-00 151-00 151-14 151-10
S2 150-15 150-15 151-10
S3 149-11 149-28 151-07
S4 148-07 148-24 150-29
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
5 152-06 149-06 3-00 2.0% 1-12 0.9% 78% True False 23
10 152-06 148-00 4-06 2.8% 1-00 0.6% 84% True False 15
20 152-06 146-25 5-13 3.6% 0-17 0.3% 88% True False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 156-31
2.618 155-04
1.618 154-00
1.000 153-10
0.618 152-28
HIGH 152-06
0.618 151-24
0.500 151-20
0.382 151-16
LOW 151-02
0.618 150-12
1.000 149-30
1.618 149-08
2.618 148-04
4.250 146-09
Fisher Pivots for day following 11-Jan-2017
Pivot 1 day 3 day
R1 151-20 151-14
PP 151-19 151-11
S1 151-18 151-09

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

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