ECBOT 30 Year Treasury Bond Future September 2016


Trading Metrics calculated at close of trading on 20-May-2016
Day Change Summary
Previous Current
19-May-2016 20-May-2016 Change Change % Previous Week
Open 162-10 162-24 0-14 0.3% 165-12
High 163-05 163-06 0-01 0.0% 165-17
Low 161-31 162-06 0-07 0.1% 161-24
Close 162-31 162-28 -0-03 -0.1% 162-28
Range 1-06 1-00 -0-06 -15.8% 3-25
ATR 1-11 1-10 -0-01 -1.8% 0-00
Volume 10,886 11,462 576 5.3% 31,481
Daily Pivots for day following 20-May-2016
Classic Woodie Camarilla DeMark
R4 165-24 165-10 163-14
R3 164-24 164-10 163-05
R2 163-24 163-24 163-02
R1 163-10 163-10 162-31 163-17
PP 162-24 162-24 162-24 162-28
S1 162-10 162-10 162-25 162-17
S2 161-24 161-24 162-22
S3 160-24 161-10 162-19
S4 159-24 160-10 162-10
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 174-23 172-19 164-31
R3 170-30 168-26 163-29
R2 167-05 167-05 163-18
R1 165-01 165-01 163-07 164-07
PP 163-12 163-12 163-12 162-31
S1 161-08 161-08 162-17 160-13
S2 159-19 159-19 162-06
S3 155-26 157-15 161-27
S4 152-01 153-22 160-25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165-17 161-24 3-25 2.3% 1-14 0.9% 30% False False 6,296
10 165-17 161-24 3-25 2.3% 1-08 0.8% 30% False False 3,511
20 165-17 159-20 5-29 3.6% 1-10 0.8% 55% False False 2,081
40 165-27 159-20 6-07 3.8% 1-05 0.7% 52% False False 1,110
60 165-27 159-20 6-07 3.8% 0-28 0.5% 52% False False 741
80 168-22 158-23 9-31 6.1% 0-23 0.4% 42% False False 556
100 168-22 151-30 16-24 10.3% 0-19 0.4% 65% False False 444
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-06
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 167-14
2.618 165-26
1.618 164-26
1.000 164-06
0.618 163-26
HIGH 163-06
0.618 162-26
0.500 162-22
0.382 162-18
LOW 162-06
0.618 161-18
1.000 161-06
1.618 160-18
2.618 159-18
4.250 157-30
Fisher Pivots for day following 20-May-2016
Pivot 1 day 3 day
R1 162-26 163-02
PP 162-24 163-00
S1 162-22 162-30

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

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