ECBOT 30 Year Treasury Bond Future June 2017


Trading Metrics calculated at close of trading on 24-Feb-2017
Day Change Summary
Previous Current
23-Feb-2017 24-Feb-2017 Change Change % Previous Week
Open 150-06 150-25 0-19 0.4% 150-08
High 150-28 152-04 1-08 0.8% 152-04
Low 150-01 150-20 0-19 0.4% 149-12
Close 150-18 151-31 1-13 0.9% 151-31
Range 0-27 1-16 0-21 77.8% 2-24
ATR 1-08 1-09 0-01 1.8% 0-00
Volume 282,159 323,663 41,504 14.7% 859,624
Daily Pivots for day following 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 156-02 155-17 152-25
R3 154-18 154-01 152-12
R2 153-02 153-02 152-08
R1 152-17 152-17 152-03 152-26
PP 151-18 151-18 151-18 151-23
S1 151-01 151-01 151-27 151-10
S2 150-02 150-02 151-22
S3 148-18 149-17 151-18
S4 147-02 148-01 151-05
Weekly Pivots for week ending 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 159-13 158-14 153-15
R3 156-21 155-22 152-23
R2 153-29 153-29 152-15
R1 152-30 152-30 152-07 153-14
PP 151-05 151-05 151-05 151-13
S1 150-06 150-06 151-23 150-22
S2 148-13 148-13 151-15
S3 145-21 147-14 151-07
S4 142-29 144-22 150-15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 152-04 149-10 2-26 1.9% 1-08 0.8% 94% True False 173,231
10 152-04 148-09 3-27 2.5% 1-06 0.8% 96% True False 88,387
20 152-12 148-09 4-03 2.7% 1-07 0.8% 90% False False 44,556
40 152-20 147-21 4-31 3.3% 1-08 0.8% 87% False False 22,340
60 152-20 146-25 5-27 3.8% 0-27 0.6% 89% False False 14,893
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 158-16
2.618 156-02
1.618 154-18
1.000 153-20
0.618 153-02
HIGH 152-04
0.618 151-18
0.500 151-12
0.382 151-06
LOW 150-20
0.618 149-22
1.000 149-04
1.618 148-06
2.618 146-22
4.250 144-08
Fisher Pivots for day following 24-Feb-2017
Pivot 1 day 3 day
R1 151-25 151-19
PP 151-18 151-06
S1 151-12 150-26

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

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