ECBOT 30 Year Treasury Bond Future September 2017

Trading Metrics calculated at close of trading on 06-Apr-2017

Day Change Summary
	Previous	Current
	05-Apr-2017	06-Apr-2017	Change	Change %	Previous Week
Open	150-00	150-16	0-16	0.3%	150-22
High	150-26	150-24	-0-02	0.0%	150-24
Low	149-20	149-29	0-09	0.2%	149-00
Close	150-09	150-15	0-06	0.1%	149-20
Range	1-06	0-27	-0-11	-29.0%	1-24
ATR	0-29	0-29	0-00	-0.5%	0-00
Volume	31	18	-13	-41.9%	49

Daily Pivots for day following 06-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	152-29	152-17	150-30
R3	152-02	151-22	150-22
R2	151-07	151-07	150-20
R1	150-27	150-27	150-17	150-20
PP	150-12	150-12	150-12	150-08
S1	150-00	150-00	150-13	149-25
S2	149-17	149-17	150-10
S3	148-22	149-05	150-08
S4	147-27	148-10	150-00

Weekly Pivots for week ending 31-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	155-01	154-03	150-19
R3	153-09	152-11	150-03
R2	151-17	151-17	149-30
R1	150-19	150-19	149-25	150-06
PP	149-25	149-25	149-25	149-19
S1	148-27	148-27	149-15	148-14
S2	148-01	148-01	149-10
S3	146-09	147-03	149-05
S4	144-17	145-11	148-21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	151-04	149-00	2-04	1.4%	1-02	0.7%	69%	False	False	25
10	151-04	149-00	2-04	1.4%	1-01	0.7%	69%	False	False	17
20	151-04	144-24	6-12	4.2%	0-20	0.4%	90%	False	False	11

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-05
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	154-11
2.618	152-31
1.618	152-04
1.000	151-19
0.618	151-09
HIGH	150-24
0.618	150-14
0.500	150-11
0.382	150-07
LOW	149-29
0.618	149-12
1.000	149-02
1.618	148-17
2.618	147-22
4.250	146-10

Fisher Pivots for day following 06-Apr-2017
Pivot	1 day	3 day
R1	150-14	150-14
PP	150-12	150-13
S1	150-11	150-12

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