ECBOT 30 Year Treasury Bond Future September 2016


Trading Metrics calculated at close of trading on 13-Sep-2016
Day Change Summary
Previous Current
12-Sep-2016 13-Sep-2016 Change Change % Previous Week
Open 168-20 168-21 0-01 0.0% 170-27
High 168-21 169-03 0-14 0.3% 172-30
Low 167-28 166-09 -1-19 -0.9% 168-01
Close 168-11 166-26 -1-17 -0.9% 168-12
Range 0-25 2-26 2-01 260.0% 4-29
ATR 1-22 1-25 0-03 4.7% 0-00
Volume 899 1,392 493 54.8% 21,335
Daily Pivots for day following 13-Sep-2016
Classic Woodie Camarilla DeMark
R4 175-27 174-04 168-12
R3 173-01 171-10 167-19
R2 170-07 170-07 167-10
R1 168-16 168-16 167-02 167-30
PP 167-13 167-13 167-13 167-04
S1 165-22 165-22 166-18 165-04
S2 164-19 164-19 166-10
S3 161-25 162-28 166-01
S4 158-31 160-02 165-08
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 184-16 181-11 171-02
R3 179-19 176-14 169-23
R2 174-22 174-22 169-09
R1 171-17 171-17 168-26 170-21
PP 169-25 169-25 169-25 169-11
S1 166-20 166-20 167-30 165-24
S2 164-28 164-28 167-15
S3 159-31 161-23 167-01
S4 155-02 156-26 165-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 172-30 166-09 6-21 4.0% 1-30 1.2% 8% False True 3,477
10 172-30 166-09 6-21 4.0% 1-24 1.0% 8% False True 32,838
20 173-03 166-09 6-26 4.1% 1-21 1.0% 8% False True 154,562
40 174-22 166-09 8-13 5.0% 1-22 1.0% 6% False True 182,451
60 177-11 165-25 11-18 6.9% 1-27 1.1% 9% False False 209,221
80 177-11 161-23 15-20 9.4% 1-23 1.0% 33% False False 211,972
100 177-11 159-20 17-23 10.6% 1-20 1.0% 41% False False 169,883
120 177-11 159-20 17-23 10.6% 1-17 0.9% 41% False False 141,589
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-11
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 181-02
2.618 176-15
1.618 173-21
1.000 171-29
0.618 170-27
HIGH 169-03
0.618 168-01
0.500 167-22
0.382 167-11
LOW 166-09
0.618 164-17
1.000 163-15
1.618 161-23
2.618 158-29
4.250 154-10
Fisher Pivots for day following 13-Sep-2016
Pivot 1 day 3 day
R1 167-22 168-12
PP 167-13 167-27
S1 167-03 167-11

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

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