ECBOT 30 Year Treasury Bond Future June 2017


Trading Metrics calculated at close of trading on 09-May-2017
Day Change Summary
Previous Current
08-May-2017 09-May-2017 Change Change % Previous Week
Open 151-18 151-04 -0-14 -0.3% 152-31
High 152-13 151-09 -1-04 -0.7% 153-07
Low 151-01 150-19 -0-14 -0.3% 151-11
Close 151-10 150-24 -0-18 -0.4% 151-26
Range 1-12 0-22 -0-22 -50.0% 1-28
ATR 1-07 1-06 -0-01 -2.9% 0-00
Volume 242,641 191,744 -50,897 -21.0% 1,302,602
Daily Pivots for day following 09-May-2017
Classic Woodie Camarilla DeMark
R4 152-30 152-17 151-04
R3 152-08 151-27 150-30
R2 151-18 151-18 150-28
R1 151-05 151-05 150-26 151-01
PP 150-28 150-28 150-28 150-26
S1 150-15 150-15 150-22 150-11
S2 150-06 150-06 150-20
S3 149-16 149-25 150-18
S4 148-26 149-03 150-12
Weekly Pivots for week ending 05-May-2017
Classic Woodie Camarilla DeMark
R4 157-24 156-21 152-27
R3 155-28 154-25 152-10
R2 154-00 154-00 152-05
R1 152-29 152-29 152-00 152-17
PP 152-04 152-04 152-04 151-30
S1 151-01 151-01 151-20 150-21
S2 150-08 150-08 151-15
S3 148-12 149-05 151-10
S4 146-16 147-09 150-25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153-07 150-19 2-20 1.7% 1-00 0.7% 6% False True 260,849
10 153-07 150-19 2-20 1.7% 1-03 0.7% 6% False True 250,108
20 155-16 150-19 4-29 3.3% 1-05 0.8% 3% False True 238,752
40 155-16 145-26 9-22 6.4% 1-06 0.8% 51% False False 241,558
60 155-16 145-26 9-22 6.4% 1-06 0.8% 51% False False 226,662
80 155-16 145-26 9-22 6.4% 1-08 0.8% 51% False False 170,149
100 155-16 145-26 9-22 6.4% 1-03 0.7% 51% False False 136,122
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 41 trading days
Fibonacci Retracements and Extensions
4.250 154-07
2.618 153-03
1.618 152-13
1.000 151-31
0.618 151-23
HIGH 151-09
0.618 151-01
0.500 150-30
0.382 150-27
LOW 150-19
0.618 150-05
1.000 149-29
1.618 149-15
2.618 148-25
4.250 147-22
Fisher Pivots for day following 09-May-2017
Pivot 1 day 3 day
R1 150-30 151-16
PP 150-28 151-08
S1 150-26 151-00

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

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