ECBOT 30 Year Treasury Bond Future September 2017


Trading Metrics calculated at close of trading on 15-May-2017
Day Change Summary
Previous Current
12-May-2017 15-May-2017 Change Change % Previous Week
Open 149-23 150-14 0-23 0.5% 150-20
High 150-14 150-14 0-00 0.0% 151-06
Low 149-19 149-24 0-05 0.1% 149-00
Close 150-06 150-01 -0-05 -0.1% 150-06
Range 0-27 0-22 -0-05 -18.5% 2-06
ATR 1-01 1-01 -0-01 -2.4% 0-00
Volume 2,035 1,070 -965 -47.4% 5,755
Daily Pivots for day following 15-May-2017
Classic Woodie Camarilla DeMark
R4 152-04 151-25 150-13
R3 151-14 151-03 150-07
R2 150-24 150-24 150-05
R1 150-13 150-13 150-03 150-08
PP 150-02 150-02 150-02 150-00
S1 149-23 149-23 149-31 149-18
S2 149-12 149-12 149-29
S3 148-22 149-01 149-27
S4 148-00 148-11 149-21
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
5 150-14 149-00 1-14 1.0% 0-24 0.5% 72% True False 1,252
10 152-00 149-00 3-00 2.0% 0-28 0.6% 34% False False 953
20 154-07 149-00 5-07 3.5% 0-31 0.7% 20% False False 590
40 154-07 147-27 6-12 4.2% 0-31 0.6% 34% False False 308
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 153-12
2.618 152-08
1.618 151-18
1.000 151-04
0.618 150-28
HIGH 150-14
0.618 150-06
0.500 150-03
0.382 150-00
LOW 149-24
0.618 149-10
1.000 149-02
1.618 148-20
2.618 147-30
4.250 146-26
Fisher Pivots for day following 15-May-2017
Pivot 1 day 3 day
R1 150-03 149-30
PP 150-02 149-26
S1 150-02 149-23

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

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