ECBOT 30 Year Treasury Bond Future September 2017

Trading Metrics calculated at close of trading on 22-May-2017

Day Change Summary
	Previous	Current
	19-May-2017	22-May-2017	Change	Change %	Previous Week
Open	152-16	152-21	0-05	0.1%	150-14
High	152-29	152-27	-0-02	0.0%	153-05
Low	152-06	152-16	0-10	0.2%	149-22
Close	152-19	152-17	-0-02	0.0%	152-19
Range	0-23	0-11	-0-12	-52.2%	3-15
ATR	1-03	1-01	-0-02	-4.9%	0-00
Volume	12,829	48,140	35,311	275.2%	44,765

Daily Pivots for day following 22-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	153-21	153-14	152-23
R3	153-10	153-03	152-20
R2	152-31	152-31	152-19
R1	152-24	152-24	152-18	152-22
PP	152-20	152-20	152-20	152-19
S1	152-13	152-13	152-16	152-11
S2	152-09	152-09	152-15
S3	151-30	152-02	152-14
S4	151-19	151-23	152-11

Weekly Pivots for week ending 19-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	162-07	160-28	154-16
R3	158-24	157-13	153-18
R2	155-09	155-09	153-07
R1	153-30	153-30	152-29	154-20
PP	151-26	151-26	151-26	152-05
S1	150-15	150-15	152-09	151-05
S2	148-11	148-11	151-31
S3	144-28	147-00	151-20
S4	141-13	143-17	150-22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	153-05	149-22	3-15	2.3%	1-01	0.7%	82%	False	False	18,367
10	153-05	149-00	4-05	2.7%	0-29	0.6%	85%	False	False	9,809
20	153-05	149-00	4-05	2.7%	0-31	0.6%	85%	False	False	5,152
40	154-07	149-00	5-07	3.4%	1-01	0.7%	68%	False	False	2,603

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Narrowest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	154-10
2.618	153-24
1.618	153-13
1.000	153-06
0.618	153-02
HIGH	152-27
0.618	152-23
0.500	152-22
0.382	152-20
LOW	152-16
0.618	152-09
1.000	152-05
1.618	151-30
2.618	151-19
4.250	151-01

Fisher Pivots for day following 22-May-2017
Pivot	1 day	3 day
R1	152-22	152-19
PP	152-20	152-18
S1	152-19	152-18

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