ECBOT 30 Year Treasury Bond Future June 2017


Trading Metrics calculated at close of trading on 02-May-2017
Day Change Summary
Previous Current
01-May-2017 02-May-2017 Change Change % Previous Week
Open 152-31 152-07 -0-24 -0.5% 153-02
High 153-06 153-03 -0-03 -0.1% 153-22
Low 151-21 151-26 0-05 0.1% 151-28
Close 152-00 152-24 0-24 0.5% 152-31
Range 1-17 1-09 -0-08 -16.3% 1-26
ATR 1-08 1-08 0-00 0.2% 0-00
Volume 210,249 222,493 12,244 5.8% 1,207,154
Daily Pivots for day following 02-May-2017
Classic Woodie Camarilla DeMark
R4 156-13 155-27 153-15
R3 155-04 154-18 153-03
R2 153-27 153-27 153-00
R1 153-09 153-09 152-28 153-18
PP 152-18 152-18 152-18 152-22
S1 152-00 152-00 152-20 152-09
S2 151-09 151-09 152-16
S3 150-00 150-23 152-13
S4 148-23 149-14 152-01
Weekly Pivots for week ending 28-Apr-2017
Classic Woodie Camarilla DeMark
R4 158-09 157-14 153-31
R3 156-15 155-20 153-15
R2 154-21 154-21 153-10
R1 153-26 153-26 153-04 153-11
PP 152-27 152-27 152-27 152-19
S1 152-00 152-00 152-26 151-17
S2 151-01 151-01 152-20
S3 149-07 150-06 152-15
S4 147-13 148-12 151-31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153-06 151-21 1-17 1.0% 1-05 0.8% 71% False False 239,367
10 155-10 151-21 3-21 2.4% 1-05 0.7% 30% False False 225,969
20 155-16 150-27 4-21 3.0% 1-07 0.8% 41% False False 236,920
40 155-16 145-26 9-22 6.3% 1-07 0.8% 72% False False 242,679
60 155-16 145-26 9-22 6.3% 1-07 0.8% 72% False False 205,036
80 155-16 145-26 9-22 6.3% 1-08 0.8% 72% False False 153,849
100 155-16 145-26 9-22 6.3% 1-02 0.7% 72% False False 123,079
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 158-17
2.618 156-14
1.618 155-05
1.000 154-12
0.618 153-28
HIGH 153-03
0.618 152-19
0.500 152-15
0.382 152-10
LOW 151-26
0.618 151-01
1.000 150-17
1.618 149-24
2.618 148-15
4.250 146-12
Fisher Pivots for day following 02-May-2017
Pivot 1 day 3 day
R1 152-21 152-21
PP 152-18 152-17
S1 152-15 152-14

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

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