ECBOT 30 Year Treasury Bond Future June 2017


Trading Metrics calculated at close of trading on 26-Jan-2017
Day Change Summary
Previous Current
25-Jan-2017 26-Jan-2017 Change Change % Previous Week
Open 149-04 148-01 -1-03 -0.7% 151-06
High 149-23 148-21 -1-02 -0.7% 152-17
Low 148-01 147-21 -0-12 -0.3% 148-21
Close 148-07 148-18 0-11 0.2% 149-16
Range 1-22 1-00 -0-22 -40.7% 3-28
ATR 1-09 1-08 -0-01 -1.5% 0-00
Volume 321 539 218 67.9% 513
Daily Pivots for day following 26-Jan-2017
Classic Woodie Camarilla DeMark
R4 151-09 150-30 149-04
R3 150-09 149-30 148-27
R2 149-09 149-09 148-24
R1 148-30 148-30 148-21 149-04
PP 148-09 148-09 148-09 148-12
S1 147-30 147-30 148-15 148-04
S2 147-09 147-09 148-12
S3 146-09 146-30 148-09
S4 145-09 145-30 148-00
Weekly Pivots for week ending 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 161-27 159-18 151-20
R3 157-31 155-22 150-18
R2 154-03 154-03 150-07
R1 151-26 151-26 149-27 151-01
PP 150-07 150-07 150-07 149-27
S1 147-30 147-30 149-05 147-05
S2 146-11 146-11 148-25
S3 142-15 144-02 148-14
S4 138-19 140-06 147-12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 151-05 147-21 3-16 2.4% 1-15 1.0% 26% False True 246
10 152-20 147-21 4-31 3.3% 1-17 1.0% 18% False True 233
20 152-20 147-21 4-31 3.3% 1-08 0.8% 18% False True 124
40 152-20 146-25 5-27 3.9% 0-21 0.4% 30% False False 62
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-12
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 152-29
2.618 151-09
1.618 150-09
1.000 149-21
0.618 149-09
HIGH 148-21
0.618 148-09
0.500 148-05
0.382 148-01
LOW 147-21
0.618 147-01
1.000 146-21
1.618 146-01
2.618 145-01
4.250 143-13
Fisher Pivots for day following 26-Jan-2017
Pivot 1 day 3 day
R1 148-14 149-10
PP 148-09 149-02
S1 148-05 148-26

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

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