ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 14-Jul-2016
Day Change Summary
Previous Current
13-Jul-2016 14-Jul-2016 Change Change % Previous Week
Open 172-16 173-20 1-04 0.7% 172-28
High 173-22 173-20 -0-02 0.0% 175-19
Low 172-16 171-02 -1-14 -0.8% 172-14
Close 173-16 171-17 -1-31 -1.1% 175-15
Range 1-06 2-18 1-12 115.8% 3-05
ATR 1-16 1-18 0-02 5.2% 0-00
Volume 49 102 53 108.2% 178
Daily Pivots for day following 14-Jul-2016
Classic Woodie Camarilla DeMark
R4 179-24 178-07 172-30
R3 177-06 175-21 172-08
R2 174-20 174-20 172-00
R1 173-03 173-03 171-25 172-19
PP 172-02 172-02 172-02 171-26
S1 170-17 170-17 171-09 170-01
S2 169-16 169-16 171-02
S3 166-30 167-31 170-26
S4 164-12 165-13 170-04
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
5 175-17 171-02 4-15 2.6% 1-21 1.0% 10% False True 63
10 175-19 170-14 5-05 3.0% 1-20 0.9% 21% False False 54
20 175-19 164-18 11-01 6.4% 1-04 0.6% 63% False False 34
40 175-19 159-29 15-22 9.1% 0-20 0.4% 74% False False 17
60 175-19 158-20 16-31 9.9% 0-13 0.2% 76% False False 11
80 175-19 158-20 16-31 9.9% 0-10 0.2% 76% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-04
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 184-16
2.618 180-11
1.618 177-25
1.000 176-06
0.618 175-07
HIGH 173-20
0.618 172-21
0.500 172-11
0.382 172-01
LOW 171-02
0.618 169-15
1.000 168-16
1.618 166-29
2.618 164-11
4.250 160-06
Fisher Pivots for day following 14-Jul-2016
Pivot 1 day 3 day
R1 172-11 172-20
PP 172-02 172-08
S1 171-26 171-29

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

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