ECBOT 30 Year Treasury Bond Future June 2017


Trading Metrics calculated at close of trading on 07-Mar-2017
Day Change Summary
Previous Current
06-Mar-2017 07-Mar-2017 Change Change % Previous Week
Open 149-10 149-00 -0-10 -0.2% 152-00
High 149-30 149-08 -0-22 -0.5% 152-04
Low 148-25 148-20 -0-05 -0.1% 148-22
Close 149-02 148-27 -0-07 -0.1% 149-08
Range 1-05 0-20 -0-17 -45.9% 3-14
ATR 1-08 1-06 -0-01 -3.6% 0-00
Volume 199,879 187,279 -12,600 -6.3% 1,507,298
Daily Pivots for day following 07-Mar-2017
Classic Woodie Camarilla DeMark
R4 150-25 150-14 149-06
R3 150-05 149-26 149-01
R2 149-17 149-17 148-31
R1 149-06 149-06 148-29 149-02
PP 148-29 148-29 148-29 148-27
S1 148-18 148-18 148-25 148-14
S2 148-09 148-09 148-23
S3 147-21 147-30 148-22
S4 147-01 147-10 148-16
Weekly Pivots for week ending 03-Mar-2017
Classic Woodie Camarilla DeMark
R4 160-11 158-07 151-04
R3 156-29 154-25 150-06
R2 153-15 153-15 149-28
R1 151-11 151-11 149-18 150-22
PP 150-01 150-01 150-01 149-22
S1 147-29 147-29 148-30 147-08
S2 146-19 146-19 148-20
S3 143-05 144-15 148-10
S4 139-23 141-01 147-12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 151-06 148-20 2-18 1.7% 1-04 0.8% 9% False True 256,646
10 152-04 148-20 3-16 2.4% 1-04 0.8% 6% False True 269,627
20 152-12 148-09 4-03 2.8% 1-07 0.8% 14% False False 139,083
40 152-20 147-21 4-31 3.3% 1-08 0.8% 24% False False 69,700
60 152-20 146-25 5-27 3.9% 0-31 0.6% 35% False False 46,468
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 151-29
2.618 150-28
1.618 150-08
1.000 149-28
0.618 149-20
HIGH 149-08
0.618 149-00
0.500 148-30
0.382 148-28
LOW 148-20
0.618 148-08
1.000 148-00
1.618 147-20
2.618 147-00
4.250 145-31
Fisher Pivots for day following 07-Mar-2017
Pivot 1 day 3 day
R1 148-30 149-09
PP 148-29 149-04
S1 148-28 149-00

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

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