ECBOT 30 Year Treasury Bond Future June 2017


Trading Metrics calculated at close of trading on 28-Feb-2017
Day Change Summary
Previous Current
27-Feb-2017 28-Feb-2017 Change Change % Previous Week
Open 152-00 151-14 -0-18 -0.4% 150-08
High 152-04 152-03 -0-01 0.0% 152-04
Low 151-09 151-02 -0-07 -0.1% 149-12
Close 151-12 151-21 0-09 0.2% 151-31
Range 0-27 1-01 0-06 22.2% 2-24
ATR 1-08 1-07 0-00 -1.2% 0-00
Volume 264,816 346,406 81,590 30.8% 859,624
Daily Pivots for day following 28-Feb-2017
Classic Woodie Camarilla DeMark
R4 154-22 154-07 152-07
R3 153-21 153-06 151-30
R2 152-20 152-20 151-27
R1 152-05 152-05 151-24 152-13
PP 151-19 151-19 151-19 151-23
S1 151-04 151-04 151-18 151-12
S2 150-18 150-18 151-15
S3 149-17 150-03 151-12
S4 148-16 149-02 151-03
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
5 152-04 149-16 2-20 1.7% 1-04 0.7% 82% False False 282,608
10 152-04 148-09 3-27 2.5% 1-07 0.8% 88% False False 149,066
20 152-12 148-09 4-03 2.7% 1-07 0.8% 82% False False 75,065
40 152-20 147-21 4-31 3.3% 1-09 0.8% 81% False False 37,620
60 152-20 146-25 5-27 3.9% 0-28 0.6% 83% False False 25,080
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 156-15
2.618 154-25
1.618 153-24
1.000 153-04
0.618 152-23
HIGH 152-03
0.618 151-22
0.500 151-19
0.382 151-15
LOW 151-02
0.618 150-14
1.000 150-01
1.618 149-13
2.618 148-12
4.250 146-22
Fisher Pivots for day following 28-Feb-2017
Pivot 1 day 3 day
R1 151-20 151-18
PP 151-19 151-15
S1 151-19 151-12

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

View Archives - Comment on this page... - Back to Index of Symbols