ECBOT 30 Year Treasury Bond Future September 2017


Trading Metrics calculated at close of trading on 24-May-2017
Day Change Summary
Previous Current
23-May-2017 24-May-2017 Change Change % Previous Week
Open 152-19 152-01 -0-18 -0.4% 150-14
High 153-04 152-23 -0-13 -0.3% 153-05
Low 151-29 151-26 -0-03 -0.1% 149-22
Close 152-01 152-09 0-08 0.2% 152-19
Range 1-07 0-29 -0-10 -25.6% 3-15
ATR 1-01 1-01 0-00 -1.0% 0-00
Volume 183,094 181,402 -1,692 -0.9% 44,765
Daily Pivots for day following 24-May-2017
Classic Woodie Camarilla DeMark
R4 155-00 154-17 152-25
R3 154-03 153-20 152-17
R2 153-06 153-06 152-14
R1 152-23 152-23 152-12 152-31
PP 152-09 152-09 152-09 152-12
S1 151-26 151-26 152-06 152-02
S2 151-12 151-12 152-04
S3 150-15 150-29 152-01
S4 149-18 150-00 151-25
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
5 153-05 151-26 1-11 0.9% 0-28 0.6% 35% False True 86,258
10 153-05 149-00 4-05 2.7% 0-30 0.6% 79% False False 46,022
20 153-05 149-00 4-05 2.7% 0-31 0.6% 79% False False 23,364
40 154-07 149-00 5-07 3.4% 1-01 0.7% 63% False False 11,714
60 154-07 144-24 9-15 6.2% 0-25 0.5% 80% False False 7,811
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
4.250 156-18
2.618 155-03
1.618 154-06
1.000 153-20
0.618 153-09
HIGH 152-23
0.618 152-12
0.500 152-09
0.382 152-05
LOW 151-26
0.618 151-08
1.000 150-29
1.618 150-11
2.618 149-14
4.250 147-31
Fisher Pivots for day following 24-May-2017
Pivot 1 day 3 day
R1 152-09 152-15
PP 152-09 152-13
S1 152-09 152-11

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

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