ECBOT 30 Year Treasury Bond Future June 2017


Trading Metrics calculated at close of trading on 10-Mar-2017
Day Change Summary
Previous Current
09-Mar-2017 10-Mar-2017 Change Change % Previous Week
Open 147-26 146-22 -1-04 -0.8% 149-10
High 147-30 147-03 -0-27 -0.6% 149-30
Low 146-19 146-13 -0-06 -0.1% 146-13
Close 146-26 146-27 0-01 0.0% 146-27
Range 1-11 0-22 -0-21 -48.8% 3-17
ATR 1-08 1-06 -0-01 -3.2% 0-00
Volume 289,893 351,765 61,872 21.3% 1,365,624
Daily Pivots for day following 10-Mar-2017
Classic Woodie Camarilla DeMark
R4 148-27 148-17 147-07
R3 148-05 147-27 147-01
R2 147-15 147-15 146-31
R1 147-05 147-05 146-29 147-10
PP 146-25 146-25 146-25 146-28
S1 146-15 146-15 146-25 146-20
S2 146-03 146-03 146-23
S3 145-13 145-25 146-21
S4 144-23 145-03 146-15
Weekly Pivots for week ending 10-Mar-2017
Classic Woodie Camarilla DeMark
R4 158-10 156-04 148-25
R3 154-25 152-19 147-26
R2 151-08 151-08 147-16
R1 149-02 149-02 147-05 148-13
PP 147-23 147-23 147-23 147-13
S1 145-17 145-17 146-17 144-28
S2 144-06 144-06 146-06
S3 140-21 142-00 145-28
S4 137-04 138-15 144-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 149-30 146-13 3-17 2.4% 1-03 0.7% 12% False True 273,124
10 152-04 146-13 5-23 3.9% 1-04 0.8% 8% False True 287,292
20 152-04 146-13 5-23 3.9% 1-05 0.8% 8% False True 187,839
40 152-20 146-13 6-07 4.2% 1-09 0.9% 7% False True 94,159
60 152-20 146-13 6-07 4.2% 1-01 0.7% 7% False True 62,775
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 3 trading days
Fibonacci Retracements and Extensions
4.250 150-01
2.618 148-29
1.618 148-07
1.000 147-25
0.618 147-17
HIGH 147-03
0.618 146-27
0.500 146-24
0.382 146-21
LOW 146-13
0.618 145-31
1.000 145-23
1.618 145-09
2.618 144-19
4.250 143-16
Fisher Pivots for day following 10-Mar-2017
Pivot 1 day 3 day
R1 146-26 147-21
PP 146-25 147-12
S1 146-24 147-04

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

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