ECBOT 30 Year Treasury Bond Future September 2017


Trading Metrics calculated at close of trading on 24-Mar-2017
Day Change Summary
Previous Current
23-Mar-2017 24-Mar-2017 Change Change % Previous Week
Open 149-21 149-05 -0-16 -0.3% 147-27
High 150-00 150-00 0-00 0.0% 150-00
Low 149-03 149-05 0-02 0.0% 147-27
Close 149-14 149-28 0-14 0.3% 149-28
Range 0-29 0-27 -0-02 -6.9% 2-05
ATR 0-24 0-25 0-00 0.8% 0-00
Volume 47 2 -45 -95.7% 57
Daily Pivots for day following 24-Mar-2017
Classic Woodie Camarilla DeMark
R4 152-07 151-28 150-11
R3 151-12 151-01 150-03
R2 150-17 150-17 150-01
R1 150-06 150-06 149-30 150-11
PP 149-22 149-22 149-22 149-24
S1 149-11 149-11 149-26 149-17
S2 148-27 148-27 149-23
S3 148-00 148-16 149-21
S4 147-05 147-21 149-13
Weekly Pivots for week ending 24-Mar-2017
Classic Woodie Camarilla DeMark
R4 155-23 154-30 151-02
R3 153-18 152-25 150-15
R2 151-13 151-13 150-09
R1 150-20 150-20 150-02 151-00
PP 149-08 149-08 149-08 149-14
S1 148-15 148-15 149-22 148-28
S2 147-03 147-03 149-15
S3 144-30 146-10 149-09
S4 142-25 144-05 148-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 150-00 147-27 2-05 1.4% 0-16 0.3% 94% True False 11
10 150-00 144-24 5-08 3.5% 0-09 0.2% 98% True False 5
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 0-01
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 153-19
2.618 152-07
1.618 151-12
1.000 150-27
0.618 150-17
HIGH 150-00
0.618 149-22
0.500 149-19
0.382 149-15
LOW 149-05
0.618 148-20
1.000 148-10
1.618 147-25
2.618 146-30
4.250 145-18
Fisher Pivots for day following 24-Mar-2017
Pivot 1 day 3 day
R1 149-25 149-25
PP 149-22 149-21
S1 149-19 149-18

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

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