ECBOT 30 Year Treasury Bond Future June 2017


Trading Metrics calculated at close of trading on 11-May-2017
Day Change Summary
Previous Current
10-May-2017 11-May-2017 Change Change % Previous Week
Open 150-27 150-19 -0-08 -0.2% 152-31
High 151-14 150-28 -0-18 -0.4% 153-07
Low 150-13 150-07 -0-06 -0.1% 151-11
Close 150-17 150-20 0-03 0.1% 151-26
Range 1-01 0-21 -0-12 -36.4% 1-28
ATR 1-06 1-04 -0-01 -3.2% 0-00
Volume 256,781 278,926 22,145 8.6% 1,302,602
Daily Pivots for day following 11-May-2017
Classic Woodie Camarilla DeMark
R4 152-17 152-08 151-00
R3 151-28 151-19 150-26
R2 151-07 151-07 150-24
R1 150-30 150-30 150-22 151-02
PP 150-18 150-18 150-18 150-21
S1 150-09 150-09 150-18 150-14
S2 149-29 149-29 150-16
S3 149-08 149-20 150-14
S4 148-19 148-31 150-08
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
5 152-13 150-07 2-06 1.5% 0-29 0.6% 19% False True 241,200
10 153-07 150-07 3-00 2.0% 1-02 0.7% 14% False True 255,138
20 155-16 150-07 5-09 3.5% 1-04 0.7% 8% False True 239,104
40 155-16 147-14 8-02 5.4% 1-05 0.8% 40% False False 242,032
60 155-16 145-26 9-22 6.4% 1-06 0.8% 50% False False 235,510
80 155-16 145-26 9-22 6.4% 1-07 0.8% 50% False False 176,838
100 155-16 145-26 9-22 6.4% 1-04 0.7% 50% False False 141,479
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 46 trading days
Fibonacci Retracements and Extensions
4.250 153-21
2.618 152-19
1.618 151-30
1.000 151-17
0.618 151-09
HIGH 150-28
0.618 150-20
0.500 150-18
0.382 150-15
LOW 150-07
0.618 149-26
1.000 149-18
1.618 149-05
2.618 148-16
4.250 147-14
Fisher Pivots for day following 11-May-2017
Pivot 1 day 3 day
R1 150-19 150-27
PP 150-18 150-24
S1 150-18 150-22

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

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