ECBOT 30 Year Treasury Bond Future June 2017


Trading Metrics calculated at close of trading on 23-Feb-2017
Day Change Summary
Previous Current
22-Feb-2017 23-Feb-2017 Change Change % Previous Week
Open 150-01 150-06 0-05 0.1% 150-15
High 150-30 150-28 -0-02 0.0% 150-23
Low 149-16 150-01 0-17 0.4% 148-09
Close 150-04 150-18 0-14 0.3% 150-00
Range 1-14 0-27 -0-19 -41.3% 2-14
ATR 1-09 1-08 -0-01 -2.4% 0-00
Volume 195,996 282,159 86,163 44.0% 21,489
Daily Pivots for day following 23-Feb-2017
Classic Woodie Camarilla DeMark
R4 153-01 152-20 151-01
R3 152-06 151-25 150-25
R2 151-11 151-11 150-23
R1 150-30 150-30 150-20 151-04
PP 150-16 150-16 150-16 150-19
S1 150-03 150-03 150-16 150-10
S2 149-21 149-21 150-13
S3 148-26 149-08 150-11
S4 147-31 148-13 150-03
Weekly Pivots for week ending 17-Feb-2017
Classic Woodie Camarilla DeMark
R4 156-31 155-30 151-11
R3 154-17 153-16 150-21
R2 152-03 152-03 150-14
R1 151-02 151-02 150-07 150-12
PP 149-21 149-21 149-21 149-10
S1 148-20 148-20 149-25 147-30
S2 147-07 147-07 149-18
S3 144-25 146-06 149-11
S4 142-11 143-24 148-21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 150-30 148-24 2-06 1.5% 1-06 0.8% 83% False False 109,484
10 152-07 148-09 3-30 2.6% 1-06 0.8% 58% False False 56,172
20 152-12 147-21 4-23 3.1% 1-06 0.8% 62% False False 28,400
40 152-20 147-08 5-12 3.6% 1-06 0.8% 62% False False 14,248
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 154-15
2.618 153-03
1.618 152-08
1.000 151-23
0.618 151-13
HIGH 150-28
0.618 150-18
0.500 150-15
0.382 150-11
LOW 150-01
0.618 149-16
1.000 149-06
1.618 148-21
2.618 147-26
4.250 146-14
Fisher Pivots for day following 23-Feb-2017
Pivot 1 day 3 day
R1 150-17 150-14
PP 150-16 150-09
S1 150-15 150-05

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

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