ECBOT 30 Year Treasury Bond Future September 2017


Trading Metrics calculated at close of trading on 22-Jun-2017
Day Change Summary
Previous Current
21-Jun-2017 22-Jun-2017 Change Change % Previous Week
Open 156-07 156-11 0-04 0.1% 154-05
High 156-19 156-23 0-04 0.1% 156-05
Low 155-29 156-05 0-08 0.2% 153-18
Close 156-16 156-15 -0-01 0.0% 155-20
Range 0-22 0-18 -0-04 -18.2% 2-19
ATR 0-31 0-30 -0-01 -3.0% 0-00
Volume 267,998 204,623 -63,375 -23.6% 1,432,845
Daily Pivots for day following 22-Jun-2017
Classic Woodie Camarilla DeMark
R4 158-04 157-28 156-25
R3 157-18 157-10 156-20
R2 157-00 157-00 156-18
R1 156-24 156-24 156-17 156-28
PP 156-14 156-14 156-14 156-17
S1 156-06 156-06 156-13 156-10
S2 155-28 155-28 156-12
S3 155-10 155-20 156-10
S4 154-24 155-02 156-05
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
5 156-23 155-05 1-18 1.0% 0-25 0.5% 84% True False 231,126
10 156-23 153-18 3-05 2.0% 0-31 0.6% 92% True False 262,345
20 156-23 152-07 4-16 2.9% 0-29 0.6% 94% True False 263,339
40 156-23 149-00 7-23 4.9% 0-30 0.6% 97% True False 143,351
60 156-23 149-00 7-23 4.9% 1-00 0.6% 97% True False 95,589
80 156-23 144-24 11-31 7.6% 0-26 0.5% 98% True False 71,693
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 159-04
2.618 158-06
1.618 157-20
1.000 157-09
0.618 157-02
HIGH 156-23
0.618 156-16
0.500 156-14
0.382 156-12
LOW 156-05
0.618 155-26
1.000 155-19
1.618 155-08
2.618 154-22
4.250 153-25
Fisher Pivots for day following 22-Jun-2017
Pivot 1 day 3 day
R1 156-15 156-10
PP 156-14 156-05
S1 156-14 156-00

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

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