ECBOT 30 Year Treasury Bond Future September 2016

Trading Metrics calculated at close of trading on 19-Jul-2016

Day Change Summary
	Previous	Current
	18-Jul-2016	19-Jul-2016	Change	Change %	Previous Week
Open	171-26	171-25	-0-01	0.0%	177-03
High	172-18	172-22	0-04	0.1%	177-11
Low	170-31	171-22	0-23	0.4%	171-13
Close	171-18	172-07	0-21	0.4%	171-21
Range	1-19	1-00	-0-19	-37.3%	5-30
ATR	2-01	1-31	-0-02	-3.2%	0-00
Volume	171,700	166,895	-4,805	-2.8%	1,291,302

Daily Pivots for day following 19-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	175-06	174-23	172-25
R3	174-06	173-23	172-16
R2	173-06	173-06	172-13
R1	172-23	172-23	172-10	172-30
PP	172-06	172-06	172-06	172-10
S1	171-23	171-23	172-04	171-30
S2	171-06	171-06	172-01
S3	170-06	170-23	171-30
S4	169-06	169-23	171-21

Weekly Pivots for week ending 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	191-09	187-13	174-30
R3	185-11	181-15	173-09
R2	179-13	179-13	172-24
R1	175-17	175-17	172-06	174-16
PP	173-15	173-15	173-15	172-30
S1	169-19	169-19	171-04	168-18
S2	167-17	167-17	170-18
S3	161-19	163-21	170-01
S4	155-21	157-23	168-12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	175-07	170-31	4-08	2.5%	1-24	1.0%	29%	False	False	223,033
10	177-11	170-31	6-12	3.7%	1-28	1.1%	20%	False	False	244,634
20	177-11	165-25	11-18	6.7%	2-06	1.3%	56%	False	False	260,476
40	177-11	161-23	15-20	9.1%	1-24	1.0%	67%	False	False	245,379
60	177-11	159-20	17-23	10.3%	1-19	0.9%	71%	False	False	164,280
80	177-11	159-20	17-23	10.3%	1-14	0.8%	71%	False	False	123,244
100	177-11	159-20	17-23	10.3%	1-07	0.7%	71%	False	False	98,596
120	177-11	158-23	18-20	10.8%	1-02	0.6%	72%	False	False	82,163

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-13
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	176-30
2.618	175-10
1.618	174-10
1.000	173-22
0.618	173-10
HIGH	172-22
0.618	172-10
0.500	172-06
0.382	172-02
LOW	171-22
0.618	171-02
1.000	170-22
1.618	170-02
2.618	169-02
4.250	167-14

Fisher Pivots for day following 19-Jul-2016
Pivot	1 day	3 day
R1	172-07	172-07
PP	172-06	172-07
S1	172-06	172-06

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols