ECBOT 30 Year Treasury Bond Future June 2017


Trading Metrics calculated at close of trading on 17-Jan-2017
Day Change Summary
Previous Current
13-Jan-2017 17-Jan-2017 Change Change % Previous Week
Open 151-03 151-06 0-03 0.1% 150-11
High 151-27 152-17 0-22 0.5% 152-20
Low 150-04 150-24 0-20 0.4% 150-04
Close 151-00 152-01 1-01 0.7% 151-00
Range 1-23 1-25 0-02 3.6% 2-16
ATR 1-00 1-02 0-02 5.6% 0-00
Volume 489 80 -409 -83.6% 722
Daily Pivots for day following 17-Jan-2017
Classic Woodie Camarilla DeMark
R4 157-04 156-11 153-00
R3 155-11 154-18 152-17
R2 153-18 153-18 152-11
R1 152-25 152-25 152-06 153-06
PP 151-25 151-25 151-25 151-31
S1 151-00 151-00 151-28 151-13
S2 150-00 150-00 151-23
S3 148-07 149-07 151-17
S4 146-14 147-14 151-02
Weekly Pivots for week ending 13-Jan-2017
Classic Woodie Camarilla DeMark
R4 158-24 157-12 152-12
R3 156-08 154-28 151-22
R2 153-24 153-24 151-15
R1 152-12 152-12 151-07 153-02
PP 151-08 151-08 151-08 151-19
S1 149-28 149-28 150-25 150-18
S2 148-24 148-24 150-17
S3 146-08 147-12 150-10
S4 143-24 144-28 149-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 152-20 150-04 2-16 1.6% 1-10 0.9% 76% False False 159
10 152-20 148-11 4-09 2.8% 1-10 0.9% 86% False False 84
20 152-20 146-25 5-27 3.8% 0-24 0.5% 90% False False 43
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-12
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 160-03
2.618 157-06
1.618 155-13
1.000 154-10
0.618 153-20
HIGH 152-17
0.618 151-27
0.500 151-21
0.382 151-14
LOW 150-24
0.618 149-21
1.000 148-31
1.618 147-28
2.618 146-03
4.250 143-06
Fisher Pivots for day following 17-Jan-2017
Pivot 1 day 3 day
R1 151-29 151-26
PP 151-25 151-19
S1 151-21 151-12

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

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