ECBOT 30 Year Treasury Bond Future June 2017


Trading Metrics calculated at close of trading on 16-May-2017
Day Change Summary
Previous Current
15-May-2017 16-May-2017 Change Change % Previous Week
Open 151-16 151-10 -0-06 -0.1% 151-18
High 151-23 152-03 0-12 0.2% 152-13
Low 150-31 150-30 -0-01 0.0% 150-07
Close 151-09 151-19 0-10 0.2% 151-14
Range 0-24 1-05 0-13 54.2% 2-06
ATR 1-03 1-03 0-00 0.3% 0-00
Volume 163,298 237,973 74,675 45.7% 1,218,418
Daily Pivots for day following 16-May-2017
Classic Woodie Camarilla DeMark
R4 155-00 154-15 152-07
R3 153-27 153-10 151-29
R2 152-22 152-22 151-26
R1 152-05 152-05 151-22 152-14
PP 151-17 151-17 151-17 151-22
S1 151-00 151-00 151-16 151-09
S2 150-12 150-12 151-12
S3 149-07 149-27 151-09
S4 148-02 148-22 150-31
Weekly Pivots for week ending 12-May-2017
Classic Woodie Camarilla DeMark
R4 157-29 156-28 152-20
R3 155-23 154-22 152-01
R2 153-17 153-17 151-27
R1 152-16 152-16 151-20 151-30
PP 151-11 151-11 151-11 151-02
S1 150-10 150-10 151-08 149-24
S2 149-05 149-05 151-01
S3 146-31 148-04 150-27
S4 144-25 145-30 150-08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 152-03 150-07 1-28 1.2% 0-29 0.6% 73% True False 237,060
10 153-07 150-07 3-00 2.0% 0-31 0.6% 46% False False 248,954
20 155-10 150-07 5-03 3.4% 1-02 0.7% 27% False False 237,462
40 155-16 148-16 7-00 4.6% 1-05 0.8% 44% False False 244,171
60 155-16 145-26 9-22 6.4% 1-05 0.8% 60% False False 246,058
80 155-16 145-26 9-22 6.4% 1-06 0.8% 60% False False 184,952
100 155-16 145-26 9-22 6.4% 1-05 0.8% 60% False False 147,975
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 157-00
2.618 155-04
1.618 153-31
1.000 153-08
0.618 152-26
HIGH 152-03
0.618 151-21
0.500 151-17
0.382 151-12
LOW 150-30
0.618 150-07
1.000 149-25
1.618 149-02
2.618 147-29
4.250 146-01
Fisher Pivots for day following 16-May-2017
Pivot 1 day 3 day
R1 151-18 151-17
PP 151-17 151-15
S1 151-17 151-13

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

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