ECBOT 30 Year Treasury Bond Future June 2017


Trading Metrics calculated at close of trading on 15-Feb-2017
Day Change Summary
Previous Current
14-Feb-2017 15-Feb-2017 Change Change % Previous Week
Open 150-03 149-08 -0-27 -0.6% 149-05
High 150-09 149-15 -0-26 -0.5% 152-12
Low 148-21 148-09 -0-12 -0.3% 149-05
Close 149-12 148-22 -0-22 -0.5% 150-21
Range 1-20 1-06 -0-14 -26.9% 3-07
ATR 1-09 1-09 0-00 -0.5% 0-00
Volume 3,108 5,246 2,138 68.8% 6,689
Daily Pivots for day following 15-Feb-2017
Classic Woodie Camarilla DeMark
R4 152-12 151-23 149-11
R3 151-06 150-17 149-00
R2 150-00 150-00 148-29
R1 149-11 149-11 148-25 149-03
PP 148-26 148-26 148-26 148-22
S1 148-05 148-05 148-19 147-29
S2 147-20 147-20 148-15
S3 146-14 146-31 148-12
S4 145-08 145-25 148-01
Weekly Pivots for week ending 10-Feb-2017
Classic Woodie Camarilla DeMark
R4 160-12 158-24 152-14
R3 157-05 155-17 151-17
R2 153-30 153-30 151-08
R1 152-10 152-10 150-30 153-04
PP 150-23 150-23 150-23 151-05
S1 149-03 149-03 150-12 149-29
S2 147-16 147-16 150-02
S3 144-09 145-28 149-25
S4 141-02 142-21 148-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 152-07 148-09 3-30 2.6% 1-07 0.8% 10% False True 2,861
10 152-12 148-09 4-03 2.8% 1-09 0.9% 10% False True 1,787
20 152-12 147-21 4-23 3.2% 1-09 0.9% 22% False False 1,068
40 152-20 147-08 5-12 3.6% 1-02 0.7% 27% False False 563
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 0-08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 154-17
2.618 152-18
1.618 151-12
1.000 150-21
0.618 150-06
HIGH 149-15
0.618 149-00
0.500 148-28
0.382 148-24
LOW 148-09
0.618 147-18
1.000 147-03
1.618 146-12
2.618 145-06
4.250 143-08
Fisher Pivots for day following 15-Feb-2017
Pivot 1 day 3 day
R1 148-28 149-14
PP 148-26 149-06
S1 148-24 148-30

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

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