ECBOT 30 Year Treasury Bond Future June 2017


Trading Metrics calculated at close of trading on 22-Mar-2017
Day Change Summary
Previous Current
21-Mar-2017 22-Mar-2017 Change Change % Previous Week
Open 149-07 150-05 0-30 0.6% 146-30
High 150-09 151-05 0-28 0.6% 148-20
Low 148-16 150-04 1-20 1.1% 145-26
Close 149-29 150-25 0-28 0.6% 148-14
Range 1-25 1-01 -0-24 -42.1% 2-26
ATR 1-09 1-09 0-00 -0.1% 0-00
Volume 333,914 314,203 -19,711 -5.9% 1,102,415
Daily Pivots for day following 22-Mar-2017
Classic Woodie Camarilla DeMark
R4 153-25 153-10 151-11
R3 152-24 152-09 151-02
R2 151-23 151-23 150-31
R1 151-08 151-08 150-28 151-16
PP 150-22 150-22 150-22 150-26
S1 150-07 150-07 150-22 150-15
S2 149-21 149-21 150-19
S3 148-20 149-06 150-16
S4 147-19 148-05 150-07
Weekly Pivots for week ending 17-Mar-2017
Classic Woodie Camarilla DeMark
R4 156-02 155-02 150-00
R3 153-08 152-08 149-07
R2 150-14 150-14 148-30
R1 149-14 149-14 148-22 149-30
PP 147-20 147-20 147-20 147-28
S1 146-20 146-20 148-06 147-04
S2 144-26 144-26 147-30
S3 142-00 143-26 147-21
S4 139-06 141-00 146-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 151-05 147-14 3-23 2.5% 1-08 0.8% 90% True False 242,433
10 151-05 145-26 5-11 3.5% 1-09 0.8% 93% True False 255,391
20 152-04 145-26 6-10 4.2% 1-07 0.8% 79% False False 269,549
40 152-12 145-26 6-18 4.4% 1-07 0.8% 76% False False 141,929
60 152-20 145-26 6-26 4.5% 1-06 0.8% 73% False False 94,646
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 155-17
2.618 153-27
1.618 152-26
1.000 152-06
0.618 151-25
HIGH 151-05
0.618 150-24
0.500 150-21
0.382 150-17
LOW 150-04
0.618 149-16
1.000 149-03
1.618 148-15
2.618 147-14
4.250 145-24
Fisher Pivots for day following 22-Mar-2017
Pivot 1 day 3 day
R1 150-24 150-13
PP 150-22 150-01
S1 150-21 149-22

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

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