ECBOT 30 Year Treasury Bond Future September 2017


Trading Metrics calculated at close of trading on 18-May-2017
Day Change Summary
Previous Current
17-May-2017 18-May-2017 Change Change % Previous Week
Open 150-24 152-08 1-16 1.0% 150-20
High 152-19 153-05 0-18 0.4% 151-06
Low 150-24 152-00 1-08 0.8% 149-00
Close 152-17 152-18 0-01 0.0% 150-06
Range 1-27 1-05 -0-22 -37.3% 2-06
ATR 1-04 1-04 0-00 0.3% 0-00
Volume 18,203 5,828 -12,375 -68.0% 5,755
Daily Pivots for day following 18-May-2017
Classic Woodie Camarilla DeMark
R4 156-01 155-15 153-06
R3 154-28 154-10 152-28
R2 153-23 153-23 152-25
R1 153-05 153-05 152-21 153-14
PP 152-18 152-18 152-18 152-23
S1 152-00 152-00 152-15 152-09
S2 151-13 151-13 152-11
S3 150-08 150-27 152-08
S4 149-03 149-22 151-30
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
5 153-05 149-19 3-18 2.3% 1-04 0.7% 83% True False 6,794
10 153-05 149-00 4-05 2.7% 1-00 0.7% 86% True False 3,844
20 153-16 149-00 4-16 2.9% 1-01 0.7% 79% False False 2,114
40 154-07 149-00 5-07 3.4% 1-01 0.7% 68% False False 1,080
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 158-02
2.618 156-06
1.618 155-01
1.000 154-10
0.618 153-28
HIGH 153-05
0.618 152-23
0.500 152-19
0.382 152-14
LOW 152-00
0.618 151-09
1.000 150-27
1.618 150-04
2.618 148-31
4.250 147-03
Fisher Pivots for day following 18-May-2017
Pivot 1 day 3 day
R1 152-19 152-06
PP 152-18 151-26
S1 152-18 151-14

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

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