ECBOT 30 Year Treasury Bond Future June 2017


Trading Metrics calculated at close of trading on 09-Feb-2017
Day Change Summary
Previous Current
08-Feb-2017 09-Feb-2017 Change Change % Previous Week
Open 150-28 152-06 1-10 0.9% 149-07
High 152-12 152-07 -0-05 -0.1% 150-05
Low 150-27 150-24 -0-03 -0.1% 148-16
Close 152-01 150-30 -1-03 -0.7% 148-24
Range 1-17 1-15 -0-02 -4.1% 1-21
ATR 1-09 1-10 0-00 1.0% 0-00
Volume 984 1,516 532 54.1% 3,082
Daily Pivots for day following 09-Feb-2017
Classic Woodie Camarilla DeMark
R4 155-23 154-25 151-24
R3 154-08 153-10 151-11
R2 152-25 152-25 151-07
R1 151-27 151-27 151-02 151-19
PP 151-10 151-10 151-10 151-05
S1 150-12 150-12 150-26 150-03
S2 149-27 149-27 150-21
S3 148-12 148-29 150-17
S4 146-29 147-14 150-04
Weekly Pivots for week ending 03-Feb-2017
Classic Woodie Camarilla DeMark
R4 154-03 153-03 149-21
R3 152-14 151-14 149-07
R2 150-25 150-25 149-02
R1 149-25 149-25 148-29 149-15
PP 149-04 149-04 149-04 148-31
S1 148-04 148-04 148-19 147-25
S2 147-15 147-15 148-14
S3 145-26 146-15 148-09
S4 144-05 144-26 147-27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 152-12 148-19 3-25 2.5% 1-14 1.0% 62% False False 887
10 152-12 148-10 4-02 2.7% 1-07 0.8% 65% False False 725
20 152-20 147-21 4-31 3.3% 1-12 0.9% 66% False False 479
40 152-20 146-25 5-27 3.9% 0-30 0.6% 71% False False 243
Crabel Price Patterns
NR True
NR4 False
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 0-10
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 158-15
2.618 156-02
1.618 154-19
1.000 153-22
0.618 153-04
HIGH 152-07
0.618 151-21
0.500 151-16
0.382 151-10
LOW 150-24
0.618 149-27
1.000 149-09
1.618 148-12
2.618 146-29
4.250 144-16
Fisher Pivots for day following 09-Feb-2017
Pivot 1 day 3 day
R1 151-16 150-31
PP 151-10 150-31
S1 151-04 150-30

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

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