ECBOT 30 Year Treasury Bond Future June 2017


Trading Metrics calculated at close of trading on 27-Apr-2017
Day Change Summary
Previous Current
26-Apr-2017 27-Apr-2017 Change Change % Previous Week
Open 152-07 152-26 0-19 0.4% 154-06
High 152-28 153-01 0-05 0.1% 155-16
Low 151-30 152-07 0-09 0.2% 153-10
Close 152-21 152-23 0-02 0.0% 154-05
Range 0-30 0-26 -0-04 -13.3% 2-06
ATR 1-08 1-07 -0-01 -2.5% 0-00
Volume 260,869 224,535 -36,334 -13.9% 1,064,567
Daily Pivots for day following 27-Apr-2017
Classic Woodie Camarilla DeMark
R4 155-03 154-23 153-05
R3 154-09 153-29 152-30
R2 153-15 153-15 152-28
R1 153-03 153-03 152-25 152-28
PP 152-21 152-21 152-21 152-18
S1 152-09 152-09 152-21 152-02
S2 151-27 151-27 152-18
S3 151-01 151-15 152-16
S4 150-07 150-21 152-09
Weekly Pivots for week ending 21-Apr-2017
Classic Woodie Camarilla DeMark
R4 160-28 159-23 155-12
R3 158-22 157-17 154-24
R2 156-16 156-16 154-18
R1 155-11 155-11 154-11 154-27
PP 154-10 154-10 154-10 154-02
S1 153-05 153-05 153-31 152-21
S2 152-04 152-04 153-24
S3 149-30 150-31 153-18
S4 147-24 148-25 152-31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 154-24 151-30 2-26 1.8% 1-01 0.7% 28% False False 223,138
10 155-16 151-30 3-18 2.3% 1-05 0.8% 22% False False 223,069
20 155-16 150-05 5-11 3.5% 1-06 0.8% 48% False False 239,731
40 155-16 145-26 9-22 6.3% 1-06 0.8% 71% False False 242,834
60 155-16 145-26 9-22 6.3% 1-07 0.8% 71% False False 193,203
80 155-16 145-26 9-22 6.3% 1-08 0.8% 71% False False 144,956
100 155-16 145-26 9-22 6.3% 1-00 0.7% 71% False False 115,965
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 156-16
2.618 155-05
1.618 154-11
1.000 153-27
0.618 153-17
HIGH 153-01
0.618 152-23
0.500 152-20
0.382 152-17
LOW 152-07
0.618 151-23
1.000 151-13
1.618 150-29
2.618 150-03
4.250 148-25
Fisher Pivots for day following 27-Apr-2017
Pivot 1 day 3 day
R1 152-22 152-24
PP 152-21 152-23
S1 152-20 152-23

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

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