ECBOT 30 Year Treasury Bond Future September 2017


Trading Metrics calculated at close of trading on 16-Jun-2017
Day Change Summary
Previous Current
15-Jun-2017 16-Jun-2017 Change Change % Previous Week
Open 155-27 155-14 -0-13 -0.3% 154-05
High 155-31 155-28 -0-03 -0.1% 156-05
Low 155-07 155-05 -0-02 0.0% 153-18
Close 155-15 155-20 0-05 0.1% 155-20
Range 0-24 0-23 -0-01 -4.2% 2-19
ATR 1-01 1-00 -0-01 -2.1% 0-00
Volume 271,109 203,304 -67,805 -25.0% 1,432,845
Daily Pivots for day following 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 157-23 157-12 156-01
R3 157-00 156-21 155-26
R2 156-09 156-09 155-24
R1 155-30 155-30 155-22 156-03
PP 155-18 155-18 155-18 155-20
S1 155-07 155-07 155-18 155-13
S2 154-27 154-27 155-16
S3 154-04 154-16 155-14
S4 153-13 153-25 155-07
Weekly Pivots for week ending 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 162-29 161-27 157-02
R3 160-10 159-08 156-11
R2 157-23 157-23 156-03
R1 156-21 156-21 155-28 157-06
PP 155-04 155-04 155-04 155-12
S1 154-02 154-02 155-12 154-19
S2 152-17 152-17 155-05
S3 149-30 151-15 154-29
S4 147-11 148-28 154-06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 156-05 153-18 2-19 1.7% 1-01 0.7% 80% False False 286,569
10 156-05 153-18 2-19 1.7% 1-00 0.6% 80% False False 273,616
20 156-05 151-26 4-11 2.8% 0-30 0.6% 88% False False 236,996
40 156-05 149-00 7-05 4.6% 0-31 0.6% 93% False False 119,555
60 156-05 149-00 7-05 4.6% 1-00 0.6% 93% False False 79,718
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 0-06
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 158-30
2.618 157-24
1.618 157-01
1.000 156-19
0.618 156-10
HIGH 155-28
0.618 155-19
0.500 155-17
0.382 155-14
LOW 155-05
0.618 154-23
1.000 154-14
1.618 154-00
2.618 153-09
4.250 152-03
Fisher Pivots for day following 16-Jun-2017
Pivot 1 day 3 day
R1 155-19 155-14
PP 155-18 155-07
S1 155-17 155-01

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

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