ECBOT 30 Year Treasury Bond Future June 2017


Trading Metrics calculated at close of trading on 09-Mar-2017
Day Change Summary
Previous Current
08-Mar-2017 09-Mar-2017 Change Change % Previous Week
Open 148-21 147-26 -0-27 -0.6% 152-00
High 148-29 147-30 -0-31 -0.7% 152-04
Low 147-09 146-19 -0-22 -0.5% 148-22
Close 147-29 146-26 -1-03 -0.7% 149-08
Range 1-20 1-11 -0-09 -17.3% 3-14
ATR 1-07 1-08 0-00 0.6% 0-00
Volume 336,808 289,893 -46,915 -13.9% 1,507,298
Daily Pivots for day following 09-Mar-2017
Classic Woodie Camarilla DeMark
R4 151-05 150-10 147-18
R3 149-26 148-31 147-06
R2 148-15 148-15 147-02
R1 147-20 147-20 146-30 147-12
PP 147-04 147-04 147-04 147-00
S1 146-09 146-09 146-22 146-01
S2 145-25 145-25 146-18
S3 144-14 144-30 146-14
S4 143-03 143-19 146-02
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
5 149-30 146-19 3-11 2.3% 1-04 0.8% 7% False True 258,047
10 152-04 146-19 5-17 3.8% 1-06 0.8% 4% False True 284,482
20 152-07 146-19 5-20 3.8% 1-06 0.8% 4% False True 170,327
40 152-20 146-19 6-01 4.1% 1-09 0.9% 4% False True 85,367
60 152-20 146-19 6-01 4.1% 1-00 0.7% 4% False True 56,913
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 0-07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 153-21
2.618 151-15
1.618 150-04
1.000 149-09
0.618 148-25
HIGH 147-30
0.618 147-14
0.500 147-09
0.382 147-03
LOW 146-19
0.618 145-24
1.000 145-08
1.618 144-13
2.618 143-02
4.250 140-28
Fisher Pivots for day following 09-Mar-2017
Pivot 1 day 3 day
R1 147-09 147-30
PP 147-04 147-18
S1 146-31 147-06

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

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