ECBOT 30 Year Treasury Bond Future June 2017


Trading Metrics calculated at close of trading on 31-Mar-2017
Day Change Summary
Previous Current
30-Mar-2017 31-Mar-2017 Change Change % Previous Week
Open 151-09 150-14 -0-27 -0.6% 150-29
High 151-16 151-00 -0-16 -0.3% 152-03
Low 150-11 150-05 -0-06 -0.1% 150-05
Close 150-17 150-27 0-10 0.2% 150-27
Range 1-05 0-27 -0-10 -27.0% 1-30
ATR 1-07 1-06 -0-01 -2.2% 0-00
Volume 198,671 263,198 64,527 32.5% 1,124,208
Daily Pivots for day following 31-Mar-2017
Classic Woodie Camarilla DeMark
R4 153-06 152-28 151-10
R3 152-11 152-01 151-02
R2 151-16 151-16 151-00
R1 151-06 151-06 150-29 151-11
PP 150-21 150-21 150-21 150-24
S1 150-11 150-11 150-25 150-16
S2 149-26 149-26 150-22
S3 148-31 149-16 150-20
S4 148-04 148-21 150-12
Weekly Pivots for week ending 31-Mar-2017
Classic Woodie Camarilla DeMark
R4 156-27 155-25 151-29
R3 154-29 153-27 151-12
R2 152-31 152-31 151-06
R1 151-29 151-29 151-01 151-15
PP 151-01 151-01 151-01 150-26
S1 149-31 149-31 150-21 149-17
S2 149-03 149-03 150-16
S3 147-05 148-01 150-10
S4 145-07 146-03 149-25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 152-03 150-05 1-30 1.3% 1-05 0.8% 35% False True 224,841
10 152-03 148-06 3-29 2.6% 1-05 0.8% 68% False False 239,482
20 152-03 145-26 6-09 4.2% 1-06 0.8% 80% False False 243,143
40 152-12 145-26 6-18 4.4% 1-07 0.8% 77% False False 181,461
60 152-20 145-26 6-26 4.5% 1-08 0.8% 74% False False 121,062
80 152-20 145-26 6-26 4.5% 1-00 0.7% 74% False False 90,797
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 True
Bear Hook False
Bull Hook False
Stretch 0-10
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 154-19
2.618 153-07
1.618 152-12
1.000 151-27
0.618 151-17
HIGH 151-00
0.618 150-22
0.500 150-19
0.382 150-15
LOW 150-05
0.618 149-20
1.000 149-10
1.618 148-25
2.618 147-30
4.250 146-18
Fisher Pivots for day following 31-Mar-2017
Pivot 1 day 3 day
R1 150-24 150-27
PP 150-21 150-27
S1 150-19 150-27

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

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