ECBOT 30 Year Treasury Bond Future September 2017

Trading Metrics calculated at close of trading on 12-May-2017

Day Change Summary
	Previous	Current
	11-May-2017	12-May-2017	Change	Change %	Previous Week
Open	149-19	149-23	0-04	0.1%	150-20
High	149-20	150-14	0-26	0.5%	151-06
Low	149-00	149-19	0-19	0.4%	149-00
Close	149-12	150-06	0-26	0.5%	150-06
Range	0-20	0-27	0-07	35.0%	2-06
ATR	1-01	1-01	0-00	0.1%	0-00
Volume	787	2,035	1,248	158.6%	5,755

Daily Pivots for day following 12-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	152-19	152-08	150-21
R3	151-24	151-13	150-13
R2	150-29	150-29	150-11
R1	150-18	150-18	150-08	150-23
PP	150-02	150-02	150-02	150-05
S1	149-23	149-23	150-04	149-29
S2	149-07	149-07	150-01
S3	148-12	148-28	149-31
S4	147-17	148-01	149-23

Weekly Pivots for week ending 12-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	156-22	155-20	151-12
R3	154-16	153-14	150-25
R2	152-10	152-10	150-19
R1	151-08	151-08	150-12	150-22
PP	150-04	150-04	150-04	149-27
S1	149-02	149-02	150-00	148-16
S2	147-30	147-30	149-25
S3	145-24	146-28	149-19
S4	143-18	144-22	149-00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	151-06	149-00	2-06	1.5%	0-28	0.6%	54%	False	False	1,151
10	152-00	149-00	3-00	2.0%	0-31	0.6%	40%	False	False	864
20	154-07	149-00	5-07	3.5%	1-00	0.7%	23%	False	False	539
40	154-07	147-09	6-30	4.6%	0-30	0.6%	42%	False	False	281

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	154-01
2.618	152-21
1.618	151-26
1.000	151-09
0.618	150-31
HIGH	150-14
0.618	150-04
0.500	150-01
0.382	149-29
LOW	149-19
0.618	149-02
1.000	148-24
1.618	148-07
2.618	147-12
4.250	146-00

Fisher Pivots for day following 12-May-2017
Pivot	1 day	3 day
R1	150-04	150-01
PP	150-02	149-28
S1	150-01	149-23

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