ECBOT 30 Year Treasury Bond Future September 2017


Trading Metrics calculated at close of trading on 30-May-2017
Day Change Summary
Previous Current
26-May-2017 30-May-2017 Change Change % Previous Week
Open 152-18 152-21 0-03 0.1% 152-21
High 153-01 153-15 0-14 0.3% 153-04
Low 152-16 152-14 -0-02 0.0% 151-26
Close 152-20 153-10 0-22 0.5% 152-20
Range 0-17 1-01 0-16 94.1% 1-10
ATR 0-31 0-31 0-00 0.4% 0-00
Volume 208,614 269,532 60,918 29.2% 901,496
Daily Pivots for day following 30-May-2017
Classic Woodie Camarilla DeMark
R4 156-05 155-25 153-28
R3 155-04 154-24 153-19
R2 154-03 154-03 153-16
R1 153-23 153-23 153-13 153-29
PP 153-02 153-02 153-02 153-06
S1 152-22 152-22 153-07 152-28
S2 152-01 152-01 153-04
S3 151-00 151-21 153-01
S4 149-31 150-20 152-24
Weekly Pivots for week ending 26-May-2017
Classic Woodie Camarilla DeMark
R4 156-15 155-27 153-11
R3 155-05 154-17 153-00
R2 153-27 153-27 152-28
R1 153-07 153-07 152-24 152-28
PP 152-17 152-17 152-17 152-11
S1 151-29 151-29 152-16 151-18
S2 151-07 151-07 152-12
S3 149-29 150-19 152-08
S4 148-19 149-09 151-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153-15 151-26 1-21 1.1% 0-27 0.6% 91% True False 224,577
10 153-15 149-22 3-25 2.5% 0-30 0.6% 96% True False 121,472
20 153-15 149-00 4-15 2.9% 0-29 0.6% 97% True False 61,212
40 154-07 149-00 5-07 3.4% 1-00 0.7% 83% False False 30,674
60 154-07 144-24 9-15 6.2% 0-26 0.5% 90% False False 20,451
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 False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 157-27
2.618 156-05
1.618 155-04
1.000 154-16
0.618 154-03
HIGH 153-15
0.618 153-02
0.500 152-31
0.382 152-27
LOW 152-14
0.618 151-26
1.000 151-13
1.618 150-25
2.618 149-24
4.250 148-02
Fisher Pivots for day following 30-May-2017
Pivot 1 day 3 day
R1 153-06 153-05
PP 153-02 153-00
S1 152-31 152-27

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

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