ECBOT 30 Year Treasury Bond Future December 2017


Trading Metrics calculated at close of trading on 26-Jun-2017
Day Change Summary
Previous Current
23-Jun-2017 26-Jun-2017 Change Change % Previous Week
Open 155-13 155-11 -0-02 0.0% 154-23
High 155-14 156-01 0-19 0.4% 155-17
Low 155-00 155-05 0-05 0.1% 154-19
Close 155-14 155-23 0-09 0.2% 155-14
Range 0-14 0-28 0-14 100.0% 0-30
ATR 0-14 0-15 0-01 6.9% 0-00
Volume 7 88 81 1,157.1% 141
Daily Pivots for day following 26-Jun-2017
Classic Woodie Camarilla DeMark
R4 158-08 157-28 156-06
R3 157-12 157-00 155-31
R2 156-16 156-16 155-28
R1 156-04 156-04 155-26 156-10
PP 155-20 155-20 155-20 155-24
S1 155-08 155-08 155-20 155-14
S2 154-24 154-24 155-18
S3 153-28 154-12 155-15
S4 153-00 153-16 155-08
Weekly Pivots for week ending 23-Jun-2017
Classic Woodie Camarilla DeMark
R4 158-00 157-21 155-30
R3 157-02 156-23 155-22
R2 156-04 156-04 155-20
R1 155-25 155-25 155-17 155-31
PP 155-06 155-06 155-06 155-09
S1 154-27 154-27 155-11 155-01
S2 154-08 154-08 155-08
S3 153-10 153-29 155-06
S4 152-12 152-31 154-30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 156-01 154-22 1-11 0.9% 0-14 0.3% 77% True False 45
10 156-01 153-10 2-23 1.7% 0-08 0.2% 89% True False 22
20 156-01 152-19 3-14 2.2% 0-04 0.1% 91% True False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-01
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 159-24
2.618 158-10
1.618 157-14
1.000 156-29
0.618 156-18
HIGH 156-01
0.618 155-22
0.500 155-19
0.382 155-16
LOW 155-05
0.618 154-20
1.000 154-09
1.618 153-24
2.618 152-28
4.250 151-14
Fisher Pivots for day following 26-Jun-2017
Pivot 1 day 3 day
R1 155-22 155-21
PP 155-20 155-19
S1 155-19 155-17

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

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