ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 27-Jul-2016
Day Change Summary
Previous Current
26-Jul-2016 27-Jul-2016 Change Change % Previous Week
Open 170-21 169-29 -0-24 -0.4% 170-22
High 171-07 172-03 0-28 0.5% 171-02
Low 169-25 169-18 -0-07 -0.1% 168-19
Close 170-13 171-24 1-11 0.8% 170-06
Range 1-14 2-17 1-03 76.1% 2-15
ATR 1-15 1-18 0-02 5.1% 0-00
Volume 62 82 20 32.3% 573
Daily Pivots for day following 27-Jul-2016
Classic Woodie Camarilla DeMark
R4 178-23 177-25 173-05
R3 176-06 175-08 172-14
R2 173-21 173-21 172-07
R1 172-23 172-23 171-31 173-06
PP 171-04 171-04 171-04 171-12
S1 170-06 170-06 171-17 170-21
S2 168-19 168-19 171-09
S3 166-02 167-21 171-02
S4 163-17 165-04 170-11
Weekly Pivots for week ending 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 177-11 176-08 171-17
R3 174-28 173-25 170-28
R2 172-13 172-13 170-20
R1 171-10 171-10 170-13 170-20
PP 169-30 169-30 169-30 169-20
S1 168-27 168-27 169-31 168-05
S2 167-15 167-15 169-24
S3 165-00 166-12 169-16
S4 162-17 163-29 168-27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 172-03 168-19 3-16 2.0% 1-19 0.9% 90% True False 84
10 173-20 168-19 5-01 2.9% 1-19 0.9% 63% False False 96
20 175-19 168-19 7-00 4.1% 1-18 0.9% 45% False False 73
40 175-19 162-09 13-10 7.8% 0-30 0.6% 71% False False 38
60 175-19 159-29 15-22 9.1% 0-21 0.4% 75% False False 25
80 175-19 158-20 16-31 9.9% 0-15 0.3% 77% False False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 182-27
2.618 178-23
1.618 176-06
1.000 174-20
0.618 173-21
HIGH 172-03
0.618 171-04
0.500 170-27
0.382 170-17
LOW 169-18
0.618 168-00
1.000 167-01
1.618 165-15
2.618 162-30
4.250 158-26
Fisher Pivots for day following 27-Jul-2016
Pivot 1 day 3 day
R1 171-14 171-14
PP 171-04 171-04
S1 170-27 170-27

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

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