ECBOT 30 Year Treasury Bond Future September 2017


Trading Metrics calculated at close of trading on 06-Sep-2017
Day Change Summary
Previous Current
05-Sep-2017 06-Sep-2017 Change Change % Previous Week
Open 156-27 158-14 1-19 1.0% 156-20
High 158-16 158-21 0-05 0.1% 158-04
Low 156-15 157-17 1-02 0.7% 156-05
Close 158-09 157-20 -0-21 -0.4% 156-15
Range 2-01 1-04 -0-29 -44.6% 1-31
ATR 1-04 1-04 0-00 0.1% 0-00
Volume 14,301 8,157 -6,144 -43.0% 1,081,854
Daily Pivots for day following 06-Sep-2017
Classic Woodie Camarilla DeMark
R4 161-10 160-19 158-08
R3 160-06 159-15 157-30
R2 159-02 159-02 157-27
R1 158-11 158-11 157-23 158-05
PP 157-30 157-30 157-30 157-27
S1 157-07 157-07 157-17 157-01
S2 156-26 156-26 157-13
S3 155-22 156-03 157-10
S4 154-18 154-31 157-00
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
5 158-21 156-07 2-14 1.5% 1-08 0.8% 58% True False 63,432
10 158-21 155-16 3-05 2.0% 1-02 0.7% 67% True False 221,437
20 158-21 153-24 4-29 3.1% 1-02 0.7% 79% True False 231,983
40 158-21 151-28 6-25 4.3% 1-03 0.7% 85% True False 230,561
60 158-21 151-18 7-03 4.5% 1-02 0.7% 85% True False 243,345
80 158-21 149-22 8-31 5.7% 1-01 0.7% 89% True False 227,263
100 158-21 149-00 9-21 6.1% 1-01 0.7% 89% True False 181,918
120 158-21 147-09 11-12 7.2% 1-00 0.6% 91% True False 151,603
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 0-08
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 163-14
2.618 161-19
1.618 160-15
1.000 159-25
0.618 159-11
HIGH 158-21
0.618 158-07
0.500 158-03
0.382 157-31
LOW 157-17
0.618 156-27
1.000 156-13
1.618 155-23
2.618 154-19
4.250 152-24
Fisher Pivots for day following 06-Sep-2017
Pivot 1 day 3 day
R1 158-03 157-18
PP 157-30 157-16
S1 157-25 157-14

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

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