ECBOT 30 Year Treasury Bond Future September 2017


Trading Metrics calculated at close of trading on 23-May-2017
Day Change Summary
Previous Current
22-May-2017 23-May-2017 Change Change % Previous Week
Open 152-21 152-19 -0-02 0.0% 150-14
High 152-27 153-04 0-09 0.2% 153-05
Low 152-16 151-29 -0-19 -0.4% 149-22
Close 152-17 152-01 -0-16 -0.3% 152-19
Range 0-11 1-07 0-28 254.5% 3-15
ATR 1-01 1-01 0-00 1.3% 0-00
Volume 48,140 183,094 134,954 280.3% 44,765
Daily Pivots for day following 23-May-2017
Classic Woodie Camarilla DeMark
R4 156-00 155-08 152-22
R3 154-25 154-01 152-12
R2 153-18 153-18 152-08
R1 152-26 152-26 152-05 152-19
PP 152-11 152-11 152-11 152-08
S1 151-19 151-19 151-29 151-12
S2 151-04 151-04 151-26
S3 149-29 150-12 151-22
S4 148-22 149-05 151-12
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
5 153-05 150-24 2-13 1.6% 1-02 0.7% 53% False False 53,618
10 153-05 149-00 4-05 2.7% 0-31 0.6% 73% False False 28,073
20 153-05 149-00 4-05 2.7% 0-31 0.6% 73% False False 14,296
40 154-07 149-00 5-07 3.4% 1-01 0.7% 58% False False 7,179
60 154-07 144-24 9-15 6.2% 0-24 0.5% 77% False False 4,787
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 158-10
2.618 156-10
1.618 155-03
1.000 154-11
0.618 153-28
HIGH 153-04
0.618 152-21
0.500 152-17
0.382 152-12
LOW 151-29
0.618 151-05
1.000 150-22
1.618 149-30
2.618 148-23
4.250 146-23
Fisher Pivots for day following 23-May-2017
Pivot 1 day 3 day
R1 152-17 152-17
PP 152-11 152-11
S1 152-06 152-06

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

View Archives - Comment on this page... - Back to Index of Symbols