ECBOT 30 Year Treasury Bond Future June 2017


Trading Metrics calculated at close of trading on 13-Mar-2017
Day Change Summary
Previous Current
10-Mar-2017 13-Mar-2017 Change Change % Previous Week
Open 146-22 146-30 0-08 0.2% 149-10
High 147-03 147-10 0-07 0.1% 149-30
Low 146-13 145-30 -0-15 -0.3% 146-13
Close 146-27 146-12 -0-15 -0.3% 146-27
Range 0-22 1-12 0-22 100.0% 3-17
ATR 1-06 1-07 0-00 1.0% 0-00
Volume 351,765 183,359 -168,406 -47.9% 1,365,624
Daily Pivots for day following 13-Mar-2017
Classic Woodie Camarilla DeMark
R4 150-21 149-29 147-04
R3 149-09 148-17 146-24
R2 147-29 147-29 146-20
R1 147-05 147-05 146-16 146-27
PP 146-17 146-17 146-17 146-12
S1 145-25 145-25 146-08 145-15
S2 145-05 145-05 146-04
S3 143-25 144-13 146-00
S4 142-13 143-01 145-20
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
5 149-08 145-30 3-10 2.3% 1-04 0.8% 13% False True 269,820
10 152-03 145-30 6-05 4.2% 1-05 0.8% 7% False True 279,146
20 152-04 145-30 6-06 4.2% 1-06 0.8% 7% False True 196,869
40 152-17 145-30 6-19 4.5% 1-09 0.9% 7% False True 98,740
60 152-20 145-30 6-22 4.6% 1-01 0.7% 7% False True 65,831
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 153-05
2.618 150-29
1.618 149-17
1.000 148-22
0.618 148-05
HIGH 147-10
0.618 146-25
0.500 146-20
0.382 146-15
LOW 145-30
0.618 145-03
1.000 144-18
1.618 143-23
2.618 142-11
4.250 140-03
Fisher Pivots for day following 13-Mar-2017
Pivot 1 day 3 day
R1 146-20 146-30
PP 146-17 146-24
S1 146-15 146-18

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

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