ECBOT 30 Year Treasury Bond Future June 2017


Trading Metrics calculated at close of trading on 13-Jun-2017
Day Change Summary
Previous Current
12-Jun-2017 13-Jun-2017 Change Change % Previous Week
Open 155-18 155-11 -0-07 -0.1% 156-09
High 155-30 155-14 -0-16 -0.3% 156-21
Low 155-05 154-29 -0-08 -0.2% 154-31
Close 155-09 155-10 0-01 0.0% 155-17
Range 0-25 0-17 -0-08 -32.0% 1-22
ATR 0-31 0-30 -0-01 -3.3% 0-00
Volume 6,700 3,273 -3,427 -51.1% 43,659
Daily Pivots for day following 13-Jun-2017
Classic Woodie Camarilla DeMark
R4 156-26 156-19 155-19
R3 156-09 156-02 155-15
R2 155-24 155-24 155-13
R1 155-17 155-17 155-12 155-12
PP 155-07 155-07 155-07 155-05
S1 155-00 155-00 155-08 154-27
S2 154-22 154-22 155-07
S3 154-05 154-15 155-05
S4 153-20 153-30 155-01
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 160-25 159-27 156-15
R3 159-03 158-05 156-00
R2 157-13 157-13 155-27
R1 156-15 156-15 155-22 156-03
PP 155-23 155-23 155-23 155-17
S1 154-25 154-25 155-12 154-13
S2 154-01 154-01 155-07
S3 152-11 153-03 155-02
S4 150-21 151-13 154-19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 156-14 154-29 1-17 1.0% 0-25 0.5% 27% False True 5,599
10 156-21 154-11 2-10 1.5% 0-28 0.6% 42% False False 16,839
20 156-21 150-30 5-23 3.7% 0-30 0.6% 77% False False 183,060
40 156-21 150-07 6-14 4.1% 1-01 0.7% 79% False False 211,880
60 156-21 148-06 8-15 5.5% 1-03 0.7% 84% False False 222,530
80 156-21 145-26 10-27 7.0% 1-04 0.7% 88% False False 227,416
100 156-21 145-26 10-27 7.0% 1-05 0.7% 88% False False 182,195
120 156-21 145-26 10-27 7.0% 1-03 0.7% 88% False False 151,839
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 157-22
2.618 156-27
1.618 156-10
1.000 155-31
0.618 155-25
HIGH 155-14
0.618 155-08
0.500 155-06
0.382 155-03
LOW 154-29
0.618 154-18
1.000 154-12
1.618 154-01
2.618 153-16
4.250 152-21
Fisher Pivots for day following 13-Jun-2017
Pivot 1 day 3 day
R1 155-09 155-17
PP 155-07 155-14
S1 155-06 155-12

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

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