ECBOT 30 Year Treasury Bond Future June 2017


Trading Metrics calculated at close of trading on 24-Mar-2017
Day Change Summary
Previous Current
23-Mar-2017 24-Mar-2017 Change Change % Previous Week
Open 150-21 150-16 -0-05 -0.1% 148-15
High 151-02 151-06 0-04 0.1% 151-06
Low 150-03 150-06 0-03 0.1% 148-06
Close 150-17 151-03 0-18 0.4% 151-03
Range 0-31 1-00 0-01 3.2% 3-00
ATR 1-08 1-07 -0-01 -1.4% 0-00
Volume 258,848 201,933 -56,915 -22.0% 1,270,620
Daily Pivots for day following 24-Mar-2017
Classic Woodie Camarilla DeMark
R4 153-26 153-15 151-21
R3 152-26 152-15 151-12
R2 151-26 151-26 151-09
R1 151-15 151-15 151-06 151-21
PP 150-26 150-26 150-26 150-29
S1 150-15 150-15 151-00 150-21
S2 149-26 149-26 150-29
S3 148-26 149-15 150-26
S4 147-26 148-15 150-17
Weekly Pivots for week ending 24-Mar-2017
Classic Woodie Camarilla DeMark
R4 159-05 158-04 152-24
R3 156-05 155-04 151-29
R2 153-05 153-05 151-21
R1 152-04 152-04 151-12 152-21
PP 150-05 150-05 150-05 150-13
S1 149-04 149-04 150-26 149-21
S2 147-05 147-05 150-17
S3 144-05 146-04 150-09
S4 141-05 143-04 149-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 151-06 148-06 3-00 2.0% 1-06 0.8% 97% True False 254,124
10 151-06 145-26 5-12 3.6% 1-08 0.8% 98% True False 237,303
20 152-04 145-26 6-10 4.2% 1-06 0.8% 84% False False 262,297
40 152-12 145-26 6-18 4.3% 1-06 0.8% 80% False False 153,427
60 152-20 145-26 6-26 4.5% 1-07 0.8% 78% False False 102,326
80 152-20 145-26 6-26 4.5% 0-30 0.6% 78% False False 76,744
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 155-14
2.618 153-26
1.618 152-26
1.000 152-06
0.618 151-26
HIGH 151-06
0.618 150-26
0.500 150-22
0.382 150-18
LOW 150-06
0.618 149-18
1.000 149-06
1.618 148-18
2.618 147-18
4.250 145-30
Fisher Pivots for day following 24-Mar-2017
Pivot 1 day 3 day
R1 150-31 150-30
PP 150-26 150-25
S1 150-22 150-21

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

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