ECBOT 30 Year Treasury Bond Future September 2017


Trading Metrics calculated at close of trading on 13-Jun-2017
Day Change Summary
Previous Current
12-Jun-2017 13-Jun-2017 Change Change % Previous Week
Open 154-05 153-30 -0-07 -0.1% 154-31
High 154-21 154-06 -0-15 -0.3% 155-12
Low 153-25 153-18 -0-07 -0.1% 153-19
Close 153-31 154-01 0-02 0.0% 154-07
Range 0-28 0-20 -0-08 -28.6% 1-25
ATR 0-31 0-30 -0-01 -2.6% 0-00
Volume 241,358 222,460 -18,898 -7.8% 1,303,322
Daily Pivots for day following 13-Jun-2017
Classic Woodie Camarilla DeMark
R4 155-26 155-17 154-12
R3 155-06 154-29 154-07
R2 154-18 154-18 154-05
R1 154-09 154-09 154-03 154-14
PP 153-30 153-30 153-30 154-00
S1 153-21 153-21 153-31 153-26
S2 153-10 153-10 153-29
S3 152-22 153-01 153-28
S4 152-02 152-13 153-22
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 159-24 158-24 155-06
R3 157-31 156-31 154-23
R2 156-06 156-06 154-17
R1 155-06 155-06 154-12 154-26
PP 154-13 154-13 154-13 154-06
S1 153-13 153-13 154-02 153-01
S2 152-20 152-20 153-29
S3 150-27 151-20 153-23
S4 149-02 149-27 153-08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 155-04 153-18 1-18 1.0% 0-27 0.6% 30% False True 252,241
10 155-12 153-01 2-11 1.5% 0-30 0.6% 43% False False 258,703
20 155-12 149-22 5-22 3.7% 0-30 0.6% 76% False False 190,087
40 155-12 149-00 6-12 4.1% 0-31 0.6% 79% False False 95,339
60 155-12 147-27 7-17 4.9% 0-30 0.6% 82% False False 63,568
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 156-27
2.618 155-26
1.618 155-06
1.000 154-26
0.618 154-18
HIGH 154-06
0.618 153-30
0.500 153-28
0.382 153-26
LOW 153-18
0.618 153-06
1.000 152-30
1.618 152-18
2.618 151-30
4.250 150-29
Fisher Pivots for day following 13-Jun-2017
Pivot 1 day 3 day
R1 153-31 154-06
PP 153-30 154-04
S1 153-28 154-03

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

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