ECBOT 30 Year Treasury Bond Future June 2017


Trading Metrics calculated at close of trading on 31-Jan-2017
Day Change Summary
Previous Current
30-Jan-2017 31-Jan-2017 Change Change % Previous Week
Open 149-07 148-28 -0-11 -0.2% 150-02
High 149-15 149-29 0-14 0.3% 151-05
Low 148-22 148-16 -0-06 -0.1% 147-21
Close 149-01 149-19 0-18 0.4% 149-05
Range 0-25 1-13 0-20 80.0% 3-16
ATR 1-06 1-07 0-00 1.3% 0-00
Volume 796 821 25 3.1% 1,437
Daily Pivots for day following 31-Jan-2017
Classic Woodie Camarilla DeMark
R4 153-18 152-31 150-12
R3 152-05 151-18 149-31
R2 150-24 150-24 149-27
R1 150-05 150-05 149-23 150-15
PP 149-11 149-11 149-11 149-15
S1 148-24 148-24 149-15 149-02
S2 147-30 147-30 149-11
S3 146-17 147-11 149-07
S4 145-04 145-30 148-26
Weekly Pivots for week ending 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 159-26 158-00 151-03
R3 156-10 154-16 150-04
R2 152-26 152-26 149-26
R1 151-00 151-00 149-15 150-05
PP 149-10 149-10 149-10 148-29
S1 147-16 147-16 148-27 146-21
S2 145-26 145-26 148-16
S3 142-10 144-00 148-06
S4 138-26 140-16 147-07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 149-29 147-21 2-08 1.5% 1-05 0.8% 86% True False 544
10 151-29 147-21 4-08 2.8% 1-11 0.9% 46% False False 348
20 152-20 147-21 4-31 3.3% 1-11 0.9% 39% False False 216
40 152-20 146-25 5-27 3.9% 0-23 0.5% 48% False False 109
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 155-28
2.618 153-19
1.618 152-06
1.000 151-10
0.618 150-25
HIGH 149-29
0.618 149-12
0.500 149-07
0.382 149-01
LOW 148-16
0.618 147-20
1.000 147-03
1.618 146-07
2.618 144-26
4.250 142-17
Fisher Pivots for day following 31-Jan-2017
Pivot 1 day 3 day
R1 149-15 149-14
PP 149-11 149-09
S1 149-07 149-04

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

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