ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 01-Aug-2016
Day Change Summary
Previous Current
29-Jul-2016 01-Aug-2016 Change Change % Previous Week
Open 172-05 173-00 0-27 0.5% 169-31
High 173-07 173-02 -0-05 -0.1% 173-07
Low 170-13 171-08 0-27 0.5% 169-18
Close 172-31 172-05 -0-26 -0.5% 172-31
Range 2-26 1-26 -1-00 -35.6% 3-21
ATR 1-20 1-20 0-00 0.9% 0-00
Volume 584 598 14 2.4% 916
Daily Pivots for day following 01-Aug-2016
Classic Woodie Camarilla DeMark
R4 177-19 176-22 173-05
R3 175-25 174-28 172-21
R2 173-31 173-31 172-16
R1 173-02 173-02 172-10 172-20
PP 172-05 172-05 172-05 171-30
S1 171-08 171-08 172-00 170-26
S2 170-11 170-11 171-26
S3 168-17 169-14 171-21
S4 166-23 167-20 171-05
Weekly Pivots for week ending 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 182-28 181-19 174-31
R3 179-07 177-30 173-31
R2 175-18 175-18 173-20
R1 174-09 174-09 173-10 174-30
PP 171-29 171-29 171-29 172-08
S1 170-20 170-20 172-20 171-09
S2 168-08 168-08 172-10
S3 164-19 166-31 171-31
S4 160-30 163-10 170-31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 173-07 169-18 3-21 2.1% 1-30 1.1% 71% False False 292
10 173-07 168-19 4-20 2.7% 1-18 0.9% 77% False False 205
20 175-19 168-19 7-00 4.1% 1-20 0.9% 51% False False 132
40 175-19 164-16 11-03 6.4% 1-03 0.6% 69% False False 71
60 175-19 159-29 15-22 9.1% 0-24 0.4% 78% False False 47
80 175-19 158-20 16-31 9.9% 0-18 0.3% 80% False False 35
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 180-24
2.618 177-26
1.618 176-00
1.000 174-28
0.618 174-06
HIGH 173-02
0.618 172-12
0.500 172-05
0.382 171-30
LOW 171-08
0.618 170-04
1.000 169-14
1.618 168-10
2.618 166-16
4.250 163-18
Fisher Pivots for day following 01-Aug-2016
Pivot 1 day 3 day
R1 172-05 172-01
PP 172-05 171-30
S1 172-05 171-26

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

View Archives - Comment on this page... - Back to Index of Symbols