ECBOT 30 Year Treasury Bond Future June 2017


Trading Metrics calculated at close of trading on 08-Jun-2017
Day Change Summary
Previous Current
07-Jun-2017 08-Jun-2017 Change Change % Previous Week
Open 156-12 155-24 -0-20 -0.4% 153-28
High 156-14 156-00 -0-14 -0.3% 156-17
Low 155-23 155-08 -0-15 -0.3% 153-23
Close 155-27 155-18 -0-09 -0.2% 156-05
Range 0-23 0-24 0-01 4.4% 2-26
ATR 1-00 0-31 -0-01 -1.8% 0-00
Volume 5,842 7,827 1,985 34.0% 463,211
Daily Pivots for day following 08-Jun-2017
Classic Woodie Camarilla DeMark
R4 157-27 157-15 155-31
R3 157-03 156-23 155-25
R2 156-11 156-11 155-22
R1 155-31 155-31 155-20 155-25
PP 155-19 155-19 155-19 155-16
S1 155-07 155-07 155-16 155-01
S2 154-27 154-27 155-14
S3 154-03 154-15 155-11
S4 153-11 153-23 155-05
Weekly Pivots for week ending 02-Jun-2017
Classic Woodie Camarilla DeMark
R4 163-29 162-27 157-23
R3 161-03 160-01 156-30
R2 158-09 158-09 156-22
R1 157-07 157-07 156-13 157-24
PP 155-15 155-15 155-15 155-24
S1 154-13 154-13 155-29 154-30
S2 152-21 152-21 155-21
S3 149-27 151-19 155-12
S4 147-01 148-25 154-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 156-21 154-25 1-28 1.2% 1-00 0.6% 42% False False 12,658
10 156-21 153-15 3-06 2.0% 0-27 0.5% 66% False False 124,667
20 156-21 150-07 6-14 4.1% 0-30 0.6% 83% False False 216,871
40 156-21 150-07 6-14 4.1% 1-01 0.7% 83% False False 227,671
60 156-21 146-23 9-30 6.4% 1-03 0.7% 89% False False 233,988
80 156-21 145-26 10-27 7.0% 1-04 0.7% 90% False False 227,403
100 156-21 145-26 10-27 7.0% 1-05 0.8% 90% False False 182,056
120 156-21 145-26 10-27 7.0% 1-03 0.7% 90% False False 151,720
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 159-06
2.618 157-31
1.618 157-07
1.000 156-24
0.618 156-15
HIGH 156-00
0.618 155-23
0.500 155-20
0.382 155-17
LOW 155-08
0.618 154-25
1.000 154-16
1.618 154-01
2.618 153-09
4.250 152-02
Fisher Pivots for day following 08-Jun-2017
Pivot 1 day 3 day
R1 155-20 155-31
PP 155-19 155-26
S1 155-19 155-22

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

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