ECBOT 30 Year Treasury Bond Future June 2017


Trading Metrics calculated at close of trading on 17-Apr-2017
Day Change Summary
Previous Current
13-Apr-2017 17-Apr-2017 Change Change % Previous Week
Open 153-29 154-06 0-09 0.2% 151-12
High 154-10 154-15 0-05 0.1% 154-10
Low 153-11 153-10 -0-01 0.0% 151-03
Close 154-00 153-15 -0-17 -0.3% 154-00
Range 0-31 1-05 0-06 19.4% 3-07
ATR 1-08 1-08 0-00 -0.5% 0-00
Volume 237,671 142,029 -95,642 -40.2% 956,908
Daily Pivots for day following 17-Apr-2017
Classic Woodie Camarilla DeMark
R4 157-07 156-16 154-03
R3 156-02 155-11 153-25
R2 154-29 154-29 153-22
R1 154-06 154-06 153-18 153-31
PP 153-24 153-24 153-24 153-21
S1 153-01 153-01 153-12 152-26
S2 152-19 152-19 153-08
S3 151-14 151-28 153-05
S4 150-09 150-23 152-27
Weekly Pivots for week ending 14-Apr-2017
Classic Woodie Camarilla DeMark
R4 162-25 161-20 155-25
R3 159-18 158-13 154-28
R2 156-11 156-11 154-19
R1 155-06 155-06 154-09 155-24
PP 153-04 153-04 153-04 153-14
S1 151-31 151-31 153-23 152-18
S2 149-29 149-29 153-13
S3 146-22 148-24 153-04
S4 143-15 145-17 152-07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 154-15 151-03 3-12 2.2% 1-05 0.8% 70% True False 219,787
10 154-15 150-21 3-26 2.5% 1-08 0.8% 74% True False 248,176
20 154-15 148-06 6-09 4.1% 1-07 0.8% 84% True False 243,829
40 154-15 145-26 8-21 5.6% 1-07 0.8% 88% True False 242,952
60 154-15 145-26 8-21 5.6% 1-07 0.8% 88% True False 162,404
80 154-15 145-26 8-21 5.6% 1-05 0.7% 88% True False 121,819
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
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
4.250 159-12
2.618 157-16
1.618 156-11
1.000 155-20
0.618 155-06
HIGH 154-15
0.618 154-01
0.500 153-29
0.382 153-24
LOW 153-10
0.618 152-19
1.000 152-05
1.618 151-14
2.618 150-09
4.250 148-13
Fisher Pivots for day following 17-Apr-2017
Pivot 1 day 3 day
R1 153-29 153-19
PP 153-24 153-17
S1 153-20 153-16

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

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