ECBOT 30 Year Treasury Bond Future June 2017


Trading Metrics calculated at close of trading on 04-Apr-2017
Day Change Summary
Previous Current
03-Apr-2017 04-Apr-2017 Change Change % Previous Week
Open 150-31 152-10 1-11 0.9% 150-29
High 152-12 152-13 0-01 0.0% 152-03
Low 150-21 151-15 0-26 0.5% 150-05
Close 151-24 151-21 -0-03 -0.1% 150-27
Range 1-23 0-30 -0-25 -45.5% 1-30
ATR 1-08 1-07 -0-01 -1.7% 0-00
Volume 305,800 222,698 -83,102 -27.2% 1,124,208
Daily Pivots for day following 04-Apr-2017
Classic Woodie Camarilla DeMark
R4 154-21 154-03 152-06
R3 153-23 153-05 151-29
R2 152-25 152-25 151-27
R1 152-07 152-07 151-24 152-01
PP 151-27 151-27 151-27 151-24
S1 151-09 151-09 151-18 151-03
S2 150-29 150-29 151-16
S3 149-31 150-11 151-13
S4 149-01 149-13 151-05
Weekly Pivots for week ending 31-Mar-2017
Classic Woodie Camarilla DeMark
R4 156-27 155-25 151-29
R3 154-29 153-27 151-12
R2 152-31 152-31 151-06
R1 151-29 151-29 151-01 151-15
PP 151-01 151-01 151-01 150-26
S1 149-31 149-31 150-21 149-17
S2 149-03 149-03 150-16
S3 147-05 148-01 150-10
S4 145-07 146-03 149-25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 152-13 150-05 2-08 1.5% 1-04 0.8% 67% True False 240,883
10 152-13 150-03 2-10 1.5% 1-04 0.8% 68% True False 242,769
20 152-13 145-26 6-19 4.3% 1-07 0.8% 89% True False 250,210
40 152-13 145-26 6-19 4.3% 1-07 0.8% 89% True False 194,646
60 152-20 145-26 6-26 4.5% 1-08 0.8% 86% False False 129,870
80 152-20 145-26 6-26 4.5% 1-01 0.7% 86% False False 97,403
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 0-08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 156-13
2.618 154-28
1.618 153-30
1.000 153-11
0.618 153-00
HIGH 152-13
0.618 152-02
0.500 151-30
0.382 151-26
LOW 151-15
0.618 150-28
1.000 150-17
1.618 149-30
2.618 149-00
4.250 147-16
Fisher Pivots for day following 04-Apr-2017
Pivot 1 day 3 day
R1 151-30 151-17
PP 151-27 151-13
S1 151-24 151-09

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

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