ECBOT 30 Year Treasury Bond Future September 2017


Trading Metrics calculated at close of trading on 09-Aug-2017
Day Change Summary
Previous Current
08-Aug-2017 09-Aug-2017 Change Change % Previous Week
Open 154-13 154-06 -0-07 -0.1% 153-05
High 154-16 155-08 0-24 0.5% 155-10
Low 153-17 154-05 0-20 0.4% 152-09
Close 153-23 154-23 1-00 0.7% 154-03
Range 0-31 1-03 0-04 12.9% 3-01
ATR 1-03 1-04 0-01 2.8% 0-00
Volume 191,350 254,109 62,759 32.8% 1,257,708
Daily Pivots for day following 09-Aug-2017
Classic Woodie Camarilla DeMark
R4 158-00 157-14 155-10
R3 156-29 156-11 155-01
R2 155-26 155-26 154-29
R1 155-08 155-08 154-26 155-17
PP 154-23 154-23 154-23 154-27
S1 154-05 154-05 154-20 154-14
S2 153-20 153-20 154-17
S3 152-17 153-02 154-13
S4 151-14 151-31 154-04
Weekly Pivots for week ending 04-Aug-2017
Classic Woodie Camarilla DeMark
R4 163-00 161-18 155-24
R3 159-31 158-17 154-30
R2 156-30 156-30 154-21
R1 155-16 155-16 154-12 156-07
PP 153-29 153-29 153-29 154-08
S1 152-15 152-15 153-26 153-06
S2 150-28 150-28 153-17
S3 147-27 149-14 153-08
S4 144-26 146-13 152-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 155-10 153-17 1-25 1.2% 1-04 0.7% 67% False False 208,326
10 155-10 152-03 3-07 2.1% 1-05 0.8% 82% False False 238,774
20 155-10 151-28 3-14 2.2% 1-04 0.7% 83% False False 227,885
40 157-08 151-18 5-22 3.7% 1-03 0.7% 55% False False 249,817
60 157-08 149-22 7-18 4.9% 1-01 0.7% 67% False False 229,907
80 157-08 149-00 8-08 5.3% 1-01 0.7% 69% False False 172,578
100 157-08 147-27 9-13 6.1% 1-00 0.6% 73% False False 138,068
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-09
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 159-29
2.618 158-04
1.618 157-01
1.000 156-11
0.618 155-30
HIGH 155-08
0.618 154-27
0.500 154-23
0.382 154-18
LOW 154-05
0.618 153-15
1.000 153-02
1.618 152-12
2.618 151-09
4.250 149-16
Fisher Pivots for day following 09-Aug-2017
Pivot 1 day 3 day
R1 154-23 154-20
PP 154-23 154-16
S1 154-23 154-13

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

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