ECBOT 30 Year Treasury Bond Future September 2017


Trading Metrics calculated at close of trading on 16-Aug-2017
Day Change Summary
Previous Current
15-Aug-2017 16-Aug-2017 Change Change % Previous Week
Open 155-05 154-07 -0-30 -0.6% 154-04
High 155-06 155-06 0-00 0.0% 155-29
Low 153-24 153-26 0-02 0.0% 153-17
Close 154-13 155-02 0-21 0.4% 155-15
Range 1-14 1-12 -0-02 -4.3% 2-12
ATR 1-04 1-05 0-01 1.5% 0-00
Volume 259,862 224,624 -35,238 -13.6% 1,135,748
Daily Pivots for day following 16-Aug-2017
Classic Woodie Camarilla DeMark
R4 158-26 158-10 155-26
R3 157-14 156-30 155-14
R2 156-02 156-02 155-10
R1 155-18 155-18 155-06 155-26
PP 154-22 154-22 154-22 154-26
S1 154-06 154-06 154-30 154-14
S2 153-10 153-10 154-26
S3 151-30 152-26 154-22
S4 150-18 151-14 154-10
Weekly Pivots for week ending 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 162-03 161-05 156-25
R3 159-23 158-25 156-04
R2 157-11 157-11 155-29
R1 156-13 156-13 155-22 156-28
PP 154-31 154-31 154-31 155-07
S1 154-01 154-01 155-08 154-16
S2 152-19 152-19 155-01
S3 150-07 151-21 154-26
S4 147-27 149-09 154-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 155-29 153-24 2-05 1.4% 1-05 0.8% 61% False False 246,750
10 155-29 153-17 2-12 1.5% 1-05 0.7% 64% False False 227,538
20 155-29 152-03 3-26 2.5% 1-05 0.7% 78% False False 235,668
40 157-08 151-18 5-22 3.7% 1-03 0.7% 62% False False 244,443
60 157-08 151-18 5-22 3.7% 1-02 0.7% 62% False False 248,939
80 157-08 149-00 8-08 5.3% 1-01 0.7% 73% False False 187,992
100 157-08 149-00 8-08 5.3% 1-01 0.7% 73% False False 150,405
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 0-05
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 161-01
2.618 158-25
1.618 157-13
1.000 156-18
0.618 156-01
HIGH 155-06
0.618 154-21
0.500 154-16
0.382 154-11
LOW 153-26
0.618 152-31
1.000 152-14
1.618 151-19
2.618 150-07
4.250 147-31
Fisher Pivots for day following 16-Aug-2017
Pivot 1 day 3 day
R1 154-28 154-29
PP 154-22 154-25
S1 154-16 154-20

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

View Archives - Comment on this page... - Back to Index of Symbols