ECBOT 30 Year Treasury Bond Future June 2017


Trading Metrics calculated at close of trading on 29-Mar-2017
Day Change Summary
Previous Current
28-Mar-2017 29-Mar-2017 Change Change % Previous Week
Open 151-11 150-17 -0-26 -0.5% 148-15
High 151-28 151-13 -0-15 -0.3% 151-06
Low 150-14 150-12 -0-02 0.0% 148-06
Close 150-25 151-07 0-14 0.3% 151-03
Range 1-14 1-01 -0-13 -28.3% 3-00
ATR 1-08 1-07 0-00 -1.2% 0-00
Volume 242,665 214,048 -28,617 -11.8% 1,270,620
Daily Pivots for day following 29-Mar-2017
Classic Woodie Camarilla DeMark
R4 154-03 153-22 151-25
R3 153-02 152-21 151-16
R2 152-01 152-01 151-13
R1 151-20 151-20 151-10 151-27
PP 151-00 151-00 151-00 151-03
S1 150-19 150-19 151-04 150-26
S2 149-31 149-31 151-01
S3 148-30 149-18 150-30
S4 147-29 148-17 150-21
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
5 152-03 150-03 2-00 1.3% 1-04 0.8% 56% False False 224,624
10 152-03 147-14 4-21 3.1% 1-06 0.8% 81% False False 233,528
20 152-03 145-26 6-09 4.2% 1-06 0.8% 86% False False 245,937
40 152-12 145-26 6-18 4.3% 1-07 0.8% 82% False False 169,939
60 152-20 145-26 6-26 4.5% 1-08 0.8% 79% False False 113,364
80 152-20 145-26 6-26 4.5% 0-31 0.6% 79% False False 85,024
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 0-09
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 155-25
2.618 154-03
1.618 153-02
1.000 152-14
0.618 152-01
HIGH 151-13
0.618 151-00
0.500 150-29
0.382 150-25
LOW 150-12
0.618 149-24
1.000 149-11
1.618 148-23
2.618 147-22
4.250 146-00
Fisher Pivots for day following 29-Mar-2017
Pivot 1 day 3 day
R1 151-04 151-08
PP 151-00 151-07
S1 150-29 151-07

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

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