ECBOT 30 Year Treasury Bond Future June 2017


Trading Metrics calculated at close of trading on 17-May-2017
Day Change Summary
Previous Current
16-May-2017 17-May-2017 Change Change % Previous Week
Open 151-10 151-20 0-10 0.2% 151-18
High 152-03 153-28 1-25 1.2% 152-13
Low 150-30 151-20 0-22 0.5% 150-07
Close 151-19 153-25 2-06 1.4% 151-14
Range 1-05 2-08 1-03 94.6% 2-06
ATR 1-03 1-06 0-03 7.6% 0-00
Volume 237,973 423,076 185,103 77.8% 1,218,418
Daily Pivots for day following 17-May-2017
Classic Woodie Camarilla DeMark
R4 159-27 159-02 155-01
R3 157-19 156-26 154-13
R2 155-11 155-11 154-06
R1 154-18 154-18 154-00 154-31
PP 153-03 153-03 153-03 153-09
S1 152-10 152-10 153-18 152-23
S2 150-27 150-27 153-12
S3 148-19 150-02 153-05
S4 146-11 147-26 152-17
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
5 153-28 150-07 3-21 2.4% 1-05 0.8% 97% True False 270,319
10 153-28 150-07 3-21 2.4% 1-03 0.7% 97% True False 258,007
20 154-31 150-07 4-24 3.1% 1-04 0.7% 75% False False 248,194
40 155-16 150-03 5-13 3.5% 1-05 0.8% 68% False False 246,400
60 155-16 145-26 9-22 6.3% 1-06 0.8% 82% False False 252,146
80 155-16 145-26 9-22 6.3% 1-06 0.8% 82% False False 190,238
100 155-16 145-26 9-22 6.3% 1-05 0.8% 82% False False 152,206
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 91 trading days
Fibonacci Retracements and Extensions
4.250 163-14
2.618 159-24
1.618 157-16
1.000 156-04
0.618 155-08
HIGH 153-28
0.618 153-00
0.500 152-24
0.382 152-16
LOW 151-20
0.618 150-08
1.000 149-12
1.618 148-00
2.618 145-24
4.250 142-02
Fisher Pivots for day following 17-May-2017
Pivot 1 day 3 day
R1 153-14 153-10
PP 153-03 152-28
S1 152-24 152-13

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

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