ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 12-Aug-2016
Day Change Summary
Previous Current
11-Aug-2016 12-Aug-2016 Change Change % Previous Week
Open 171-31 170-28 -1-03 -0.6% 169-26
High 172-00 172-14 0-14 0.3% 172-14
Low 170-05 170-20 0-15 0.3% 169-12
Close 170-10 171-16 1-06 0.7% 171-16
Range 1-27 1-26 -0-01 -1.7% 3-02
ATR 1-20 1-21 0-01 2.2% 0-00
Volume 970 1,472 502 51.8% 4,658
Daily Pivots for day following 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 176-31 176-01 172-16
R3 175-05 174-07 172-00
R2 173-11 173-11 171-27
R1 172-13 172-13 171-21 172-28
PP 171-17 171-17 171-17 171-24
S1 170-19 170-19 171-11 171-02
S2 169-23 169-23 171-05
S3 167-29 168-25 171-00
S4 166-03 166-31 170-16
Weekly Pivots for week ending 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 180-09 178-31 173-06
R3 177-07 175-29 172-11
R2 174-05 174-05 172-02
R1 172-27 172-27 171-25 173-16
PP 171-03 171-03 171-03 171-14
S1 169-25 169-25 171-07 170-14
S2 168-01 168-01 170-30
S3 164-31 166-23 170-21
S4 161-29 163-21 169-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 172-14 169-12 3-02 1.8% 1-14 0.8% 69% True False 931
10 173-02 169-12 3-22 2.2% 1-20 0.9% 58% False False 683
20 173-07 168-19 4-20 2.7% 1-19 0.9% 63% False False 416
40 175-19 164-18 11-01 6.4% 1-13 0.8% 63% False False 227
60 175-19 160-31 14-20 8.5% 0-31 0.6% 72% False False 151
80 175-19 158-20 16-31 9.9% 0-24 0.4% 76% False False 113
100 175-19 158-20 16-31 9.9% 0-19 0.3% 76% False False 91
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 0-08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 180-04
2.618 177-06
1.618 175-12
1.000 174-08
0.618 173-18
HIGH 172-14
0.618 171-24
0.500 171-17
0.382 171-10
LOW 170-20
0.618 169-16
1.000 168-26
1.618 167-22
2.618 165-28
4.250 162-30
Fisher Pivots for day following 12-Aug-2016
Pivot 1 day 3 day
R1 171-17 171-14
PP 171-17 171-12
S1 171-16 171-10

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

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