ECBOT 30 Year Treasury Bond Future September 2017

Trading Metrics calculated at close of trading on 21-Apr-2017

Day Change Summary
	Previous	Current
	20-Apr-2017	21-Apr-2017	Change	Change %	Previous Week
Open	153-01	152-31	-0-02	0.0%	152-13
High	153-22	153-16	-0-06	-0.1%	154-07
Low	152-19	152-24	0-05	0.1%	152-03
Close	152-30	152-30	0-00	0.0%	152-30
Range	1-03	0-24	-0-11	-31.4%	2-04
ATR	1-03	1-02	-0-01	-2.2%	0-00
Volume	175	80	-95	-54.3%	506

Daily Pivots for day following 21-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	155-10	154-28	153-11
R3	154-18	154-04	153-05
R2	153-26	153-26	153-02
R1	153-12	153-12	153-00	153-07
PP	153-02	153-02	153-02	153-00
S1	152-20	152-20	152-28	152-15
S2	152-10	152-10	152-26
S3	151-18	151-28	152-23
S4	150-26	151-04	152-17

Weekly Pivots for week ending 21-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	159-15	158-10	154-03
R3	157-11	156-06	153-17
R2	155-07	155-07	153-10
R1	154-02	154-02	153-04	154-21
PP	153-03	153-03	153-03	153-12
S1	151-30	151-30	152-24	152-17
S2	150-31	150-31	152-18
S3	148-27	149-26	152-11
S4	146-23	147-22	151-25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	154-07	152-03	2-04	1.4%	1-01	0.7%	40%	False	False	101
10	154-07	149-29	4-10	2.8%	1-02	0.7%	70%	False	False	75
20	154-07	149-00	5-07	3.4%	1-02	0.7%	75%	False	False	46

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-08
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	156-22
2.618	155-15
1.618	154-23
1.000	154-08
0.618	153-31
HIGH	153-16
0.618	153-07
0.500	153-04
0.382	153-01
LOW	152-24
0.618	152-09
1.000	152-00
1.618	151-17
2.618	150-25
4.250	149-18

Fisher Pivots for day following 21-Apr-2017
Pivot	1 day	3 day
R1	153-04	153-10
PP	153-02	153-06
S1	153-00	153-02

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