ECBOT 30 Year Treasury Bond Future September 2017


Trading Metrics calculated at close of trading on 05-Jun-2017
Day Change Summary
Previous Current
02-Jun-2017 05-Jun-2017 Change Change % Previous Week
Open 153-20 154-31 1-11 0.9% 152-21
High 155-07 155-04 -0-03 -0.1% 155-07
Low 153-15 154-08 0-25 0.5% 152-14
Close 154-27 154-11 -0-16 -0.3% 154-27
Range 1-24 0-28 -0-28 -50.0% 2-25
ATR 1-00 1-00 0-00 -0.9% 0-00
Volume 322,531 246,378 -76,153 -23.6% 1,089,428
Daily Pivots for day following 05-Jun-2017
Classic Woodie Camarilla DeMark
R4 157-06 156-21 154-26
R3 156-10 155-25 154-19
R2 155-14 155-14 154-16
R1 154-29 154-29 154-14 154-24
PP 154-18 154-18 154-18 154-16
S1 154-01 154-01 154-08 153-28
S2 153-22 153-22 154-06
S3 152-26 153-05 154-03
S4 151-30 152-09 153-28
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% 1-01 0.7% 69% False False 267,161
10 155-07 151-26 3-13 2.2% 0-28 0.6% 74% False False 223,730
20 155-07 149-00 6-07 4.0% 0-30 0.6% 86% False False 114,391
40 155-07 149-00 6-07 4.0% 1-00 0.6% 86% False False 57,327
60 155-07 144-24 10-15 6.8% 0-28 0.6% 92% False False 38,222
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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
4.250 158-27
2.618 157-13
1.618 156-17
1.000 156-00
0.618 155-21
HIGH 155-04
0.618 154-25
0.500 154-22
0.382 154-19
LOW 154-08
0.618 153-23
1.000 153-12
1.618 152-27
2.618 151-31
4.250 150-17
Fisher Pivots for day following 05-Jun-2017
Pivot 1 day 3 day
R1 154-22 154-09
PP 154-18 154-07
S1 154-15 154-06

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

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