ECBOT 30 Year Treasury Bond Future June 2017

Trading Metrics calculated at close of trading on 13-Jan-2017

Day Change Summary
	Previous	Current
	12-Jan-2017	13-Jan-2017	Change	Change %	Previous Week
Open	151-29	151-03	-0-26	-0.5%	150-11
High	152-20	151-27	-0-25	-0.5%	152-20
Low	151-10	150-04	-1-06	-0.8%	150-04
Close	151-10	151-00	-0-10	-0.2%	151-00
Range	1-10	1-23	0-13	31.0%	2-16
ATR	0-30	1-00	0-02	5.8%	0-00
Volume	146	489	343	234.9%	722

Daily Pivots for day following 13-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	156-05	155-09	151-30
R3	154-14	153-18	151-15
R2	152-23	152-23	151-10
R1	151-27	151-27	151-05	151-14
PP	151-00	151-00	151-00	150-25
S1	150-04	150-04	150-27	149-22
S2	149-09	149-09	150-22
S3	147-18	148-13	150-17
S4	145-27	146-22	150-02

Weekly Pivots for week ending 13-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	158-24	157-12	152-12
R3	156-08	154-28	151-22
R2	153-24	153-24	151-15
R1	152-12	152-12	151-07	153-02
PP	151-08	151-08	151-08	151-19
S1	149-28	149-28	150-25	150-18
S2	148-24	148-24	150-17
S3	146-08	147-12	150-10
S4	143-24	144-28	149-20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	152-20	150-04	2-16	1.7%	1-07	0.8%	35%	False	True	144
10	152-20	148-11	4-09	2.8%	1-07	0.8%	62%	False	False	77
20	152-20	146-25	5-27	3.9%	0-21	0.4%	72%	False	False	39

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-11
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	159-05
2.618	156-11
1.618	154-20
1.000	153-18
0.618	152-29
HIGH	151-27
0.618	151-06
0.500	151-00
0.382	150-25
LOW	150-04
0.618	149-02
1.000	148-13
1.618	147-11
2.618	145-20
4.250	142-26

Fisher Pivots for day following 13-Jan-2017
Pivot	1 day	3 day
R1	151-00	151-12
PP	151-00	151-08
S1	151-00	151-04

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols