ECBOT 30 Year Treasury Bond Future September 2017

Trading Metrics calculated at close of trading on 17-May-2017

Day Change Summary
	Previous	Current
	16-May-2017	17-May-2017	Change	Change %	Previous Week
Open	150-05	150-24	0-19	0.4%	150-20
High	150-26	152-19	1-25	1.2%	151-06
Low	149-22	150-24	1-02	0.7%	149-00
Close	150-12	152-17	2-05	1.4%	150-06
Range	1-04	1-27	0-23	63.9%	2-06
ATR	1-01	1-04	0-03	8.3%	0-00
Volume	6,835	18,203	11,368	166.3%	5,755

Daily Pivots for day following 17-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	157-16	156-27	153-17
R3	155-21	155-00	153-01
R2	153-26	153-26	152-28
R1	153-05	153-05	152-22	153-16
PP	151-31	151-31	151-31	152-04
S1	151-10	151-10	152-12	151-21
S2	150-04	150-04	152-06
S3	148-09	149-15	152-01
S4	146-14	147-20	151-17

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	152-19	149-00	3-19	2.4%	1-01	0.7%	98%	True	False	5,786
10	152-19	149-00	3-19	2.4%	0-31	0.6%	98%	True	False	3,330
20	153-22	149-00	4-22	3.1%	1-01	0.7%	75%	False	False	1,832
40	154-07	149-00	5-07	3.4%	1-00	0.7%	68%	False	False	934

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Widest range in 57 trading days

Fibonacci Retracements and Extensions
4.250	160-14
2.618	157-13
1.618	155-18
1.000	154-14
0.618	153-23
HIGH	152-19
0.618	151-28
0.500	151-22
0.382	151-15
LOW	150-24
0.618	149-20
1.000	148-29
1.618	147-25
2.618	145-30
4.250	142-29

Fisher Pivots for day following 17-May-2017
Pivot	1 day	3 day
R1	152-08	152-02
PP	151-31	151-19
S1	151-22	151-05

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