ECBOT 30 Year Treasury Bond Future June 2017


Trading Metrics calculated at close of trading on 05-Apr-2017
Day Change Summary
Previous Current
04-Apr-2017 05-Apr-2017 Change Change % Previous Week
Open 152-10 151-18 -0-24 -0.5% 150-29
High 152-13 152-03 -0-10 -0.2% 152-03
Low 151-15 150-27 -0-20 -0.4% 150-05
Close 151-21 151-16 -0-05 -0.1% 150-27
Range 0-30 1-08 0-10 33.3% 1-30
ATR 1-07 1-07 0-00 0.2% 0-00
Volume 222,698 290,304 67,606 30.4% 1,124,208
Daily Pivots for day following 05-Apr-2017
Classic Woodie Camarilla DeMark
R4 155-07 154-20 152-06
R3 153-31 153-12 151-27
R2 152-23 152-23 151-23
R1 152-04 152-04 151-20 151-26
PP 151-15 151-15 151-15 151-10
S1 150-28 150-28 151-12 150-18
S2 150-07 150-07 151-09
S3 148-31 149-20 151-05
S4 147-23 148-12 150-26
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% 1-06 0.8% 60% False False 256,134
10 152-13 150-03 2-10 1.5% 1-05 0.8% 61% False False 240,379
20 152-13 145-26 6-19 4.4% 1-07 0.8% 86% False False 247,885
40 152-13 145-26 6-19 4.4% 1-07 0.8% 86% False False 201,883
60 152-20 145-26 6-26 4.5% 1-08 0.8% 83% False False 134,708
80 152-20 145-26 6-26 4.5% 1-01 0.7% 83% False False 101,032
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Widest range in 2 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 05-Apr-2017
Pivot 1 day 3 day
R1 151-16 151-17
PP 151-15 151-17
S1 151-15 151-16

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

View Archives - Comment on this page... - Back to Index of Symbols