ECBOT 30 Year Treasury Bond Future June 2017

Trading Metrics calculated at close of trading on 19-May-2017

Day Change Summary
	Previous	Current
	18-May-2017	19-May-2017	Change	Change %	Previous Week
Open	153-22	153-24	0-02	0.0%	151-16
High	154-13	154-05	-0-08	-0.2%	154-13
Low	153-06	153-12	0-06	0.1%	150-30
Close	153-26	153-27	0-01	0.0%	153-27
Range	1-07	0-25	-0-14	-35.9%	3-15
ATR	1-06	1-05	-0-01	-2.5%	0-00
Volume	430,721	245,719	-185,002	-43.0%	1,500,787

Daily Pivots for day following 19-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	156-04	155-25	154-09
R3	155-11	155-00	154-02
R2	154-18	154-18	154-00
R1	154-07	154-07	153-29	154-13
PP	153-25	153-25	153-25	153-28
S1	153-14	153-14	153-25	153-20
S2	153-00	153-00	153-22
S3	152-07	152-21	153-20
S4	151-14	151-28	153-13

Weekly Pivots for week ending 19-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	163-15	162-04	155-24
R3	160-00	158-21	154-26
R2	156-17	156-17	154-15
R1	155-06	155-06	154-05	155-28
PP	153-02	153-02	153-02	153-13
S1	151-23	151-23	153-17	152-13
S2	149-19	149-19	153-07
S3	146-04	148-08	152-28
S4	142-21	144-25	151-30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	154-13	150-30	3-15	2.3%	1-07	0.8%	84%	False	False	300,157
10	154-13	150-07	4-06	2.7%	1-03	0.7%	87%	False	False	271,920
20	154-13	150-07	4-06	2.7%	1-04	0.7%	87%	False	False	261,448
40	155-16	150-05	5-11	3.5%	1-05	0.8%	69%	False	False	248,985
60	155-16	145-26	9-22	6.3%	1-06	0.8%	83%	False	False	255,451
80	155-16	145-26	9-22	6.3%	1-06	0.8%	83%	False	False	198,688
100	155-16	145-26	9-22	6.3%	1-06	0.8%	83%	False	False	158,970

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-09
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	157-15
2.618	156-06
1.618	155-13
1.000	154-30
0.618	154-20
HIGH	154-05
0.618	153-27
0.500	153-25
0.382	153-22
LOW	153-12
0.618	152-29
1.000	152-19
1.618	152-04
2.618	151-11
4.250	150-02

Fisher Pivots for day following 19-May-2017
Pivot	1 day	3 day
R1	153-26	153-18
PP	153-25	153-09
S1	153-25	153-01

Download as Excel Spreadsheet

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

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