ECBOT 30 Year Treasury Bond Future September 2017

Trading Metrics calculated at close of trading on 02-Jun-2017

Day Change Summary
	Previous	Current
	01-Jun-2017	02-Jun-2017	Change	Change %	Previous Week
Open	153-23	153-20	-0-03	-0.1%	152-21
High	153-24	155-07	1-15	1.0%	155-07
Low	153-04	153-15	0-11	0.2%	152-14
Close	153-17	154-27	1-10	0.9%	154-27
Range	0-20	1-24	1-04	180.0%	2-25
ATR	0-30	1-00	0-02	6.1%	0-00
Volume	234,844	322,531	87,687	37.3%	1,089,428

Daily Pivots for day following 02-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	159-24	159-02	155-26
R3	158-00	157-10	155-10
R2	156-08	156-08	155-05
R1	155-18	155-18	155-00	155-29
PP	154-16	154-16	154-16	154-22
S1	153-26	153-26	154-22	154-05
S2	152-24	152-24	154-17
S3	151-00	152-02	154-12
S4	149-08	150-10	153-28

Weekly Pivots for week ending 02-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	162-16	161-15	156-12
R3	159-23	158-22	155-19
R2	156-30	156-30	155-11
R1	155-29	155-29	155-03	156-14
PP	154-05	154-05	154-05	154-14
S1	153-04	153-04	154-19	153-21
S2	151-12	151-12	154-11
S3	148-19	150-11	154-03
S4	145-26	147-18	153-10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	155-07	152-14	2-25	1.8%	0-31	0.6%	87%	True	False	259,608
10	155-07	151-26	3-13	2.2%	0-27	0.6%	89%	True	False	200,375
20	155-07	149-00	6-07	4.0%	0-30	0.6%	94%	True	False	102,109
40	155-07	149-00	6-07	4.0%	1-00	0.6%	94%	True	False	51,168
60	155-07	144-24	10-15	6.8%	0-27	0.6%	96%	True	False	34,116

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-07
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	162-21
2.618	159-26
1.618	158-02
1.000	156-31
0.618	156-10
HIGH	155-07
0.618	154-18
0.500	154-11
0.382	154-04
LOW	153-15
0.618	152-12
1.000	151-23
1.618	150-20
2.618	148-28
4.250	146-01

Fisher Pivots for day following 02-Jun-2017
Pivot	1 day	3 day
R1	154-22	154-19
PP	154-16	154-12
S1	154-11	154-04

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