ECBOT 30 Year Treasury Bond Future June 2017


Trading Metrics calculated at close of trading on 27-Mar-2017
Day Change Summary
Previous Current
24-Mar-2017 27-Mar-2017 Change Change % Previous Week
Open 150-16 150-29 0-13 0.3% 148-15
High 151-06 152-03 0-29 0.6% 151-06
Low 150-06 150-27 0-21 0.4% 148-06
Close 151-03 151-15 0-12 0.2% 151-03
Range 1-00 1-08 0-08 25.0% 3-00
ATR 1-07 1-07 0-00 0.1% 0-00
Volume 201,933 205,626 3,693 1.8% 1,270,620
Daily Pivots for day following 27-Mar-2017
Classic Woodie Camarilla DeMark
R4 155-07 154-19 152-05
R3 153-31 153-11 151-26
R2 152-23 152-23 151-22
R1 152-03 152-03 151-19 152-13
PP 151-15 151-15 151-15 151-20
S1 150-27 150-27 151-11 151-05
S2 150-07 150-07 151-08
S3 148-31 149-19 151-04
S4 147-23 148-11 150-25
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
5 152-03 148-16 3-19 2.4% 1-07 0.8% 83% True False 262,904
10 152-03 145-26 6-09 4.1% 1-08 0.8% 90% True False 239,530
20 152-03 145-26 6-09 4.1% 1-07 0.8% 90% True False 259,338
40 152-12 145-26 6-18 4.3% 1-07 0.8% 86% False False 158,561
60 152-20 145-26 6-26 4.5% 1-07 0.8% 83% False False 105,753
80 152-20 145-26 6-26 4.5% 0-30 0.6% 83% False False 79,315
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 157-13
2.618 155-12
1.618 154-04
1.000 153-11
0.618 152-28
HIGH 152-03
0.618 151-20
0.500 151-15
0.382 151-10
LOW 150-27
0.618 150-02
1.000 149-19
1.618 148-26
2.618 147-18
4.250 145-17
Fisher Pivots for day following 27-Mar-2017
Pivot 1 day 3 day
R1 151-15 151-11
PP 151-15 151-07
S1 151-15 151-03

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

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