ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 01-Jul-2016
Day Change Summary
Previous Current
30-Jun-2016 01-Jul-2016 Change Change % Previous Week
Open 170-14 172-04 1-22 1.0% 171-22
High 172-03 173-16 1-13 0.8% 173-16
Low 170-14 172-04 1-22 1.0% 170-14
Close 170-28 172-05 1-09 0.7% 172-05
Range 1-21 1-12 -0-09 -17.0% 3-02
ATR 1-11 1-14 0-03 6.9% 0-00
Volume 7 55 48 685.7% 175
Daily Pivots for day following 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 176-23 175-26 172-29
R3 175-11 174-14 172-17
R2 173-31 173-31 172-13
R1 173-02 173-02 172-09 173-17
PP 172-19 172-19 172-19 172-26
S1 171-22 171-22 172-01 172-05
S2 171-07 171-07 171-29
S3 169-27 170-10 171-25
S4 168-15 168-30 171-13
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 181-07 179-24 173-27
R3 178-05 176-22 173-00
R2 175-03 175-03 172-23
R1 173-20 173-20 172-14 174-12
PP 172-01 172-01 172-01 172-13
S1 170-18 170-18 171-28 171-10
S2 168-31 168-31 171-19
S3 165-29 167-16 171-10
S4 162-27 164-14 170-15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 173-16 170-14 3-02 1.8% 1-06 0.7% 56% True False 35
10 173-16 164-18 8-30 5.2% 0-28 0.5% 85% True False 20
20 173-16 164-16 9-00 5.2% 0-18 0.3% 85% True False 10
40 173-16 159-29 13-19 7.9% 0-10 0.2% 90% True False 5
60 173-16 158-20 14-28 8.6% 0-06 0.1% 91% True False 3
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 0-04
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 179-11
2.618 177-03
1.618 175-23
1.000 174-28
0.618 174-11
HIGH 173-16
0.618 172-31
0.500 172-26
0.382 172-21
LOW 172-04
0.618 171-09
1.000 170-24
1.618 169-29
2.618 168-17
4.250 166-09
Fisher Pivots for day following 01-Jul-2016
Pivot 1 day 3 day
R1 172-26 172-03
PP 172-19 172-01
S1 172-12 171-31

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

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