ECBOT 30 Year Treasury Bond Future September 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 151-01 151-16 0-15 0.3% 152-13
High 151-21 151-25 0-04 0.1% 154-07
Low 150-24 151-02 0-10 0.2% 152-03
Close 151-15 151-17 0-02 0.0% 152-30
Range 0-29 0-23 -0-06 -20.7% 2-04
ATR 1-03 1-02 -0-01 -2.5% 0-00
Volume 42 181 139 331.0% 506
Daily Pivots for day following 27-Apr-2017
Classic Woodie Camarilla DeMark
R4 153-20 153-09 151-30
R3 152-29 152-18 151-23
R2 152-06 152-06 151-21
R1 151-27 151-27 151-19 152-01
PP 151-15 151-15 151-15 151-17
S1 151-04 151-04 151-15 151-10
S2 150-24 150-24 151-13
S3 150-01 150-13 151-11
S4 149-10 149-22 151-04
Weekly Pivots for week ending 21-Apr-2017
Classic Woodie Camarilla DeMark
R4 159-15 158-10 154-03
R3 157-11 156-06 153-17
R2 155-07 155-07 153-10
R1 154-02 154-02 153-04 154-21
PP 153-03 153-03 153-03 153-12
S1 151-30 151-30 152-24 152-17
S2 150-31 150-31 152-18
S3 148-27 149-26 152-11
S4 146-23 147-22 151-25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153-16 150-24 2-24 1.8% 0-31 0.6% 28% False False 131
10 154-07 150-24 3-15 2.3% 1-01 0.7% 23% False False 113
20 154-07 149-00 5-07 3.4% 1-02 0.7% 49% False False 73
40 154-07 144-24 9-15 6.2% 0-22 0.5% 72% False False 39
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 154-27
2.618 153-21
1.618 152-30
1.000 152-16
0.618 152-07
HIGH 151-25
0.618 151-16
0.500 151-14
0.382 151-11
LOW 151-02
0.618 150-20
1.000 150-11
1.618 149-29
2.618 149-06
4.250 148-00
Fisher Pivots for day following 27-Apr-2017
Pivot 1 day 3 day
R1 151-16 151-17
PP 151-15 151-17
S1 151-14 151-17

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

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