ECBOT 30 Year Treasury Bond Future September 2017


Trading Metrics calculated at close of trading on 01-Sep-2017
Day Change Summary
Previous Current
31-Aug-2017 01-Sep-2017 Change Change % Previous Week
Open 157-04 157-14 0-10 0.2% 156-20
High 157-16 158-00 0-16 0.3% 158-04
Low 156-24 156-07 -0-17 -0.3% 156-05
Close 157-12 156-15 -0-29 -0.6% 156-15
Range 0-24 1-25 1-01 137.5% 1-31
ATR 0-31 1-01 0-02 5.8% 0-00
Volume 63,392 24,072 -39,320 -62.0% 1,081,854
Daily Pivots for day following 01-Sep-2017
Classic Woodie Camarilla DeMark
R4 162-08 161-04 157-14
R3 160-15 159-11 156-31
R2 158-22 158-22 156-25
R1 157-18 157-18 156-20 157-08
PP 156-29 156-29 156-29 156-23
S1 155-25 155-25 156-10 155-15
S2 155-04 155-04 156-05
S3 153-11 154-00 155-31
S4 151-18 152-07 155-16
Weekly Pivots for week ending 01-Sep-2017
Classic Woodie Camarilla DeMark
R4 162-26 161-20 157-18
R3 160-27 159-21 157-00
R2 158-28 158-28 156-27
R1 157-22 157-22 156-21 157-10
PP 156-29 156-29 156-29 156-23
S1 155-23 155-23 156-09 155-11
S2 154-30 154-30 156-03
S3 152-31 153-24 155-30
S4 151-00 151-25 155-12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 158-04 156-05 1-31 1.3% 1-00 0.6% 16% False False 216,370
10 158-04 155-16 2-20 1.7% 0-29 0.6% 37% False False 258,340
20 158-04 153-17 4-19 2.9% 1-00 0.6% 64% False False 247,042
40 158-04 151-20 6-16 4.2% 1-02 0.7% 75% False False 240,442
60 158-04 151-18 6-18 4.2% 1-02 0.7% 75% False False 250,965
80 158-04 149-00 9-04 5.8% 1-01 0.7% 82% False False 227,018
100 158-04 149-00 9-04 5.8% 1-01 0.7% 82% False False 181,696
120 158-04 146-23 11-13 7.3% 0-31 0.6% 85% False False 151,416
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 165-18
2.618 162-21
1.618 160-28
1.000 159-25
0.618 159-03
HIGH 158-00
0.618 157-10
0.500 157-04
0.382 156-29
LOW 156-07
0.618 155-04
1.000 154-14
1.618 153-11
2.618 151-18
4.250 148-21
Fisher Pivots for day following 01-Sep-2017
Pivot 1 day 3 day
R1 157-04 157-04
PP 156-29 156-29
S1 156-22 156-22

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

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