ECBOT 30 Year Treasury Bond Future September 2016


Trading Metrics calculated at close of trading on 29-Apr-2016
Day Change Summary
Previous Current
28-Apr-2016 29-Apr-2016 Change Change % Previous Week
Open 161-21 161-23 0-02 0.0% 161-04
High 162-01 162-02 0-01 0.0% 162-02
Low 160-24 160-15 -0-09 -0.2% 159-20
Close 161-13 161-30 0-17 0.3% 161-30
Range 1-09 1-19 0-10 24.4% 2-14
ATR 1-06 1-07 0-01 2.5% 0-00
Volume 173 1,116 943 545.1% 3,260
Daily Pivots for day following 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 166-09 165-22 162-26
R3 164-22 164-03 162-12
R2 163-03 163-03 162-07
R1 162-16 162-16 162-03 162-25
PP 161-16 161-16 161-16 161-20
S1 160-29 160-29 161-25 161-07
S2 159-29 159-29 161-21
S3 158-10 159-10 161-16
S4 156-23 157-23 161-02
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 168-17 167-21 163-09
R3 166-03 165-07 162-19
R2 163-21 163-21 162-12
R1 162-25 162-25 162-05 163-07
PP 161-07 161-07 161-07 161-14
S1 160-11 160-11 161-23 160-25
S2 158-25 158-25 161-16
S3 156-11 157-29 161-09
S4 153-29 155-15 160-19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162-02 159-20 2-14 1.5% 1-08 0.8% 95% True False 652
10 165-08 159-20 5-20 3.5% 1-09 0.8% 41% False False 424
20 165-27 159-20 6-07 3.8% 1-05 0.7% 37% False False 299
40 165-27 159-20 6-07 3.8% 0-26 0.5% 37% False False 152
60 168-22 159-20 9-02 5.6% 0-20 0.4% 26% False False 101
80 168-22 154-09 14-13 8.9% 0-15 0.3% 53% False False 76
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 168-27
2.618 166-08
1.618 164-21
1.000 163-21
0.618 163-02
HIGH 162-02
0.618 161-15
0.500 161-09
0.382 161-02
LOW 160-15
0.618 159-15
1.000 158-28
1.618 157-28
2.618 156-09
4.250 153-22
Fisher Pivots for day following 29-Apr-2016
Pivot 1 day 3 day
R1 161-23 161-21
PP 161-16 161-11
S1 161-09 161-02

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

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