ECBOT 30 Year Treasury Bond Future June 2017


Trading Metrics calculated at close of trading on 31-May-2017
Day Change Summary
Previous Current
30-May-2017 31-May-2017 Change Change % Previous Week
Open 153-28 154-22 0-26 0.5% 153-30
High 154-25 155-04 0-11 0.2% 154-12
Low 153-23 154-11 0-20 0.4% 153-03
Close 154-19 155-04 0-17 0.3% 153-29
Range 1-02 0-25 -0-09 -26.5% 1-09
ATR 1-01 1-00 -0-01 -1.7% 0-00
Volume 348,447 49,637 -298,810 -85.8% 1,806,881
Daily Pivots for day following 31-May-2017
Classic Woodie Camarilla DeMark
R4 157-07 156-30 155-18
R3 156-14 156-05 155-11
R2 155-21 155-21 155-09
R1 155-12 155-12 155-06 155-16
PP 154-28 154-28 154-28 154-30
S1 154-19 154-19 155-02 154-24
S2 154-03 154-03 154-31
S3 153-10 153-26 154-29
S4 152-17 153-01 154-22
Weekly Pivots for week ending 26-May-2017
Classic Woodie Camarilla DeMark
R4 157-20 157-02 154-20
R3 156-11 155-25 154-08
R2 155-02 155-02 154-05
R1 154-16 154-16 154-01 154-05
PP 153-25 153-25 153-25 153-20
S1 153-07 153-07 153-25 152-28
S2 152-16 152-16 153-21
S3 151-07 151-30 153-18
S4 149-30 150-21 153-06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 155-04 153-03 2-01 1.3% 0-24 0.5% 100% True False 312,098
10 155-04 151-20 3-16 2.3% 0-31 0.6% 100% True False 330,448
20 155-04 150-07 4-29 3.2% 0-31 0.6% 100% True False 289,701
40 155-16 150-07 5-09 3.4% 1-03 0.7% 93% False False 263,310
60 155-16 145-26 9-22 6.2% 1-04 0.7% 96% False False 258,353
80 155-16 145-26 9-22 6.2% 1-05 0.7% 96% False False 226,202
100 155-16 145-26 9-22 6.2% 1-06 0.8% 96% False False 181,019
120 155-16 145-26 9-22 6.2% 1-01 0.7% 96% False False 150,850
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 158-14
2.618 157-05
1.618 156-12
1.000 155-29
0.618 155-19
HIGH 155-04
0.618 154-26
0.500 154-24
0.382 154-21
LOW 154-11
0.618 153-28
1.000 153-18
1.618 153-03
2.618 152-10
4.250 151-01
Fisher Pivots for day following 31-May-2017
Pivot 1 day 3 day
R1 155-00 154-29
PP 154-28 154-21
S1 154-24 154-14

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

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