ECBOT 30 Year Treasury Bond Future September 2016


Trading Metrics calculated at close of trading on 10-Aug-2016
Day Change Summary
Previous Current
09-Aug-2016 10-Aug-2016 Change Change % Previous Week
Open 171-15 172-20 1-05 0.7% 174-18
High 172-30 173-22 0-24 0.4% 174-19
Low 171-08 172-18 1-10 0.8% 171-04
Close 172-23 173-15 0-24 0.4% 171-18
Range 1-22 1-04 -0-18 -33.3% 3-15
ATR 1-27 1-25 -0-02 -2.8% 0-00
Volume 168,777 179,521 10,744 6.4% 1,188,359
Daily Pivots for day following 10-Aug-2016
Classic Woodie Camarilla DeMark
R4 176-20 176-05 174-03
R3 175-16 175-01 173-25
R2 174-12 174-12 173-22
R1 173-29 173-29 173-18 174-04
PP 173-08 173-08 173-08 173-11
S1 172-25 172-25 173-12 173-00
S2 172-04 172-04 173-08
S3 171-00 171-21 173-05
S4 169-28 170-17 172-27
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 182-27 180-21 173-15
R3 179-12 177-06 172-17
R2 175-29 175-29 172-06
R1 173-23 173-23 171-28 173-02
PP 172-14 172-14 172-14 172-03
S1 170-08 170-08 171-08 169-20
S2 168-31 168-31 170-30
S3 165-16 166-25 170-19
S4 162-01 163-10 169-21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 173-26 170-26 3-00 1.7% 1-20 0.9% 89% False False 196,935
10 174-22 170-26 3-28 2.2% 1-23 1.0% 69% False False 223,392
20 175-04 169-31 5-05 3.0% 1-23 1.0% 68% False False 215,979
40 177-11 165-25 11-18 6.7% 1-29 1.1% 66% False False 240,200
60 177-11 161-23 15-20 9.0% 1-23 1.0% 75% False False 221,653
80 177-11 159-20 17-23 10.2% 1-19 0.9% 78% False False 166,399
100 177-11 159-20 17-23 10.2% 1-15 0.8% 78% False False 133,139
120 177-11 159-20 17-23 10.2% 1-08 0.7% 78% False False 110,949
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 0-12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 178-15
2.618 176-20
1.618 175-16
1.000 174-26
0.618 174-12
HIGH 173-22
0.618 173-08
0.500 173-04
0.382 173-00
LOW 172-18
0.618 171-28
1.000 171-14
1.618 170-24
2.618 169-20
4.250 167-25
Fisher Pivots for day following 10-Aug-2016
Pivot 1 day 3 day
R1 173-11 173-02
PP 173-08 172-21
S1 173-04 172-08

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

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