ECBOT 30 Year Treasury Bond Future September 2017


Trading Metrics calculated at close of trading on 04-Aug-2017
Day Change Summary
Previous Current
03-Aug-2017 04-Aug-2017 Change Change % Previous Week
Open 153-31 155-04 1-05 0.8% 153-05
High 155-09 155-10 0-01 0.0% 155-10
Low 153-31 153-22 -0-09 -0.2% 152-09
Close 155-00 154-03 -0-29 -0.6% 154-03
Range 1-10 1-20 0-10 23.8% 3-01
ATR 1-04 1-05 0-01 3.2% 0-00
Volume 217,511 246,375 28,864 13.3% 1,257,708
Daily Pivots for day following 04-Aug-2017
Classic Woodie Camarilla DeMark
R4 159-08 158-09 155-00
R3 157-20 156-21 154-17
R2 156-00 156-00 154-13
R1 155-01 155-01 154-08 154-23
PP 154-12 154-12 154-12 154-06
S1 153-13 153-13 153-30 153-03
S2 152-24 152-24 153-25
S3 151-04 151-25 153-21
S4 149-16 150-05 153-06
Weekly Pivots for week ending 04-Aug-2017
Classic Woodie Camarilla DeMark
R4 163-00 161-18 155-24
R3 159-31 158-17 154-30
R2 156-30 156-30 154-21
R1 155-16 155-16 154-12 156-07
PP 153-29 153-29 153-29 154-08
S1 152-15 152-15 153-26 153-06
S2 150-28 150-28 153-17
S3 147-27 149-14 153-08
S4 144-26 146-13 152-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 155-10 152-09 3-01 2.0% 1-10 0.9% 60% True False 251,541
10 155-10 152-03 3-07 2.1% 1-09 0.8% 62% True False 248,272
20 155-10 151-20 3-22 2.4% 1-04 0.7% 67% True False 233,842
40 157-08 151-18 5-22 3.7% 1-03 0.7% 45% False False 252,926
60 157-08 149-00 8-08 5.4% 1-01 0.7% 62% False False 220,343
80 157-08 149-00 8-08 5.4% 1-01 0.7% 62% False False 165,359
100 157-08 146-23 10-17 6.8% 0-31 0.6% 70% False False 132,290
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-10
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 162-07
2.618 159-18
1.618 157-30
1.000 156-30
0.618 156-10
HIGH 155-10
0.618 154-22
0.500 154-16
0.382 154-10
LOW 153-22
0.618 152-22
1.000 152-02
1.618 151-02
2.618 149-14
4.250 146-25
Fisher Pivots for day following 04-Aug-2017
Pivot 1 day 3 day
R1 154-16 154-14
PP 154-12 154-10
S1 154-07 154-07

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

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