ECBOT 30 Year Treasury Bond Future September 2017


Trading Metrics calculated at close of trading on 10-May-2017
Day Change Summary
Previous Current
09-May-2017 10-May-2017 Change Change % Previous Week
Open 149-26 149-26 0-00 0.0% 151-31
High 150-00 150-05 0-05 0.1% 152-00
Low 149-13 149-05 -0-08 -0.2% 150-06
Close 149-17 149-09 -0-08 -0.2% 150-19
Range 0-19 1-00 0-13 68.4% 1-26
ATR 1-03 1-02 0-00 -0.5% 0-00
Volume 453 1,915 1,462 322.7% 2,894
Daily Pivots for day following 10-May-2017
Classic Woodie Camarilla DeMark
R4 152-17 151-29 149-27
R3 151-17 150-29 149-18
R2 150-17 150-17 149-15
R1 149-29 149-29 149-12 149-23
PP 149-17 149-17 149-17 149-14
S1 148-29 148-29 149-06 148-23
S2 148-17 148-17 149-03
S3 147-17 147-29 149-00
S4 146-17 146-29 148-23
Weekly Pivots for week ending 05-May-2017
Classic Woodie Camarilla DeMark
R4 156-12 155-09 151-19
R3 154-18 153-15 151-03
R2 152-24 152-24 150-30
R1 151-21 151-21 150-24 151-10
PP 150-30 150-30 150-30 150-24
S1 149-27 149-27 150-14 149-16
S2 149-04 149-04 150-08
S3 147-10 148-01 150-03
S4 145-16 146-07 149-19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 151-06 149-05 2-01 1.4% 0-29 0.6% 6% False True 874
10 152-00 149-05 2-27 1.9% 1-00 0.7% 4% False True 706
20 154-07 149-05 5-02 3.4% 1-01 0.7% 2% False True 406
40 154-07 146-23 7-16 5.0% 0-29 0.6% 34% False False 211
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 154-13
2.618 152-25
1.618 151-25
1.000 151-05
0.618 150-25
HIGH 150-05
0.618 149-25
0.500 149-21
0.382 149-17
LOW 149-05
0.618 148-17
1.000 148-05
1.618 147-17
2.618 146-17
4.250 144-29
Fisher Pivots for day following 10-May-2017
Pivot 1 day 3 day
R1 149-21 150-06
PP 149-17 149-28
S1 149-13 149-19

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

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