ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 08-Jul-2016
Day Change Summary
Previous Current
07-Jul-2016 08-Jul-2016 Change Change % Previous Week
Open 174-16 175-10 0-26 0.5% 172-28
High 174-30 175-17 0-19 0.3% 175-19
Low 173-30 174-18 0-20 0.4% 172-14
Close 174-25 175-15 0-22 0.4% 175-15
Range 1-00 0-31 -0-01 -3.1% 3-05
ATR 1-15 1-14 -0-01 -2.5% 0-00
Volume 9 17 8 88.9% 178
Daily Pivots for day following 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 178-03 177-24 176-00
R3 177-04 176-25 175-24
R2 176-05 176-05 175-21
R1 175-26 175-26 175-18 176-00
PP 175-06 175-06 175-06 175-09
S1 174-27 174-27 175-12 175-01
S2 174-07 174-07 175-09
S3 173-08 173-28 175-06
S4 172-09 172-29 174-30
Weekly Pivots for week ending 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 183-31 182-28 177-07
R3 180-26 179-23 176-11
R2 177-21 177-21 176-02
R1 176-18 176-18 175-24 177-04
PP 174-16 174-16 174-16 174-25
S1 173-13 173-13 175-06 173-31
S2 171-11 171-11 174-28
S3 168-06 170-08 174-19
S4 165-01 167-03 173-23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 175-19 172-04 3-15 2.0% 1-14 0.8% 96% False False 46
10 175-19 168-17 7-02 4.0% 1-14 0.8% 98% False False 38
20 175-19 164-18 11-01 6.3% 0-24 0.4% 99% False False 19
40 175-19 159-29 15-22 8.9% 0-14 0.3% 99% False False 9
60 175-19 158-20 16-31 9.7% 0-10 0.2% 99% False False 6
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 0-09
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 179-21
2.618 178-02
1.618 177-03
1.000 176-16
0.618 176-04
HIGH 175-17
0.618 175-05
0.500 175-02
0.382 174-30
LOW 174-18
0.618 173-31
1.000 173-19
1.618 173-00
2.618 172-01
4.250 170-14
Fisher Pivots for day following 08-Jul-2016
Pivot 1 day 3 day
R1 175-11 175-08
PP 175-06 175-00
S1 175-02 174-25

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

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