ECBOT 30 Year Treasury Bond Future September 2017


Trading Metrics calculated at close of trading on 26-Jul-2017
Day Change Summary
Previous Current
25-Jul-2017 26-Jul-2017 Change Change % Previous Week
Open 154-06 152-16 -1-22 -1.1% 152-13
High 154-11 153-10 -1-01 -0.7% 154-31
Low 152-15 152-08 -0-07 -0.1% 152-12
Close 152-20 153-05 0-17 0.3% 154-25
Range 1-28 1-02 -0-26 -43.3% 2-19
ATR 1-01 1-01 0-00 0.1% 0-00
Volume 264,309 269,563 5,254 2.0% 971,169
Daily Pivots for day following 26-Jul-2017
Classic Woodie Camarilla DeMark
R4 156-03 155-22 153-24
R3 155-01 154-20 153-14
R2 153-31 153-31 153-11
R1 153-18 153-18 153-08 153-25
PP 152-29 152-29 152-29 153-00
S1 152-16 152-16 153-02 152-23
S2 151-27 151-27 152-31
S3 150-25 151-14 152-28
S4 149-23 150-12 152-18
Weekly Pivots for week ending 21-Jul-2017
Classic Woodie Camarilla DeMark
R4 161-26 160-29 156-07
R3 159-07 158-10 155-16
R2 156-20 156-20 155-08
R1 155-23 155-23 155-01 156-06
PP 154-01 154-01 154-01 154-09
S1 153-04 153-04 154-17 153-19
S2 151-14 151-14 154-10
S3 148-27 150-17 154-02
S4 146-08 147-30 153-11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 154-31 152-08 2-23 1.8% 1-03 0.7% 33% False True 218,374
10 154-31 151-28 3-03 2.0% 1-03 0.7% 41% False False 216,996
20 155-22 151-18 4-04 2.7% 1-02 0.7% 39% False False 247,969
40 157-08 151-18 5-22 3.7% 1-01 0.7% 28% False False 254,800
60 157-08 149-00 8-08 5.4% 1-00 0.6% 50% False False 190,271
80 157-08 149-00 8-08 5.4% 1-00 0.7% 50% False False 142,737
100 157-08 144-24 12-16 8.2% 0-29 0.6% 67% False False 114,190
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 2 trading days
Fibonacci Retracements and Extensions
4.250 157-26
2.618 156-03
1.618 155-01
1.000 154-12
0.618 153-31
HIGH 153-10
0.618 152-29
0.500 152-25
0.382 152-21
LOW 152-08
0.618 151-19
1.000 151-06
1.618 150-17
2.618 149-15
4.250 147-24
Fisher Pivots for day following 26-Jul-2017
Pivot 1 day 3 day
R1 153-01 153-18
PP 152-29 153-13
S1 152-25 153-09

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

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