ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 18-Aug-2016
Day Change Summary
Previous Current
17-Aug-2016 18-Aug-2016 Change Change % Previous Week
Open 169-23 170-18 0-27 0.5% 169-26
High 170-19 170-24 0-05 0.1% 172-14
Low 169-14 169-26 0-12 0.2% 169-12
Close 170-04 170-14 0-10 0.2% 171-16
Range 1-05 0-30 -0-07 -18.9% 3-02
ATR 1-20 1-18 -0-02 -3.0% 0-00
Volume 1,348 1,419 71 5.3% 4,658
Daily Pivots for day following 18-Aug-2016
Classic Woodie Camarilla DeMark
R4 173-05 172-23 170-30
R3 172-07 171-25 170-22
R2 171-09 171-09 170-20
R1 170-27 170-27 170-17 170-19
PP 170-11 170-11 170-11 170-06
S1 169-29 169-29 170-11 169-21
S2 169-13 169-13 170-08
S3 168-15 168-31 170-06
S4 167-17 168-01 169-30
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
5 172-14 169-14 3-00 1.8% 1-14 0.8% 33% False False 1,424
10 172-14 169-12 3-02 1.8% 1-15 0.9% 35% False False 1,079
20 173-07 169-09 3-30 2.3% 1-19 0.9% 29% False False 676
40 175-19 164-18 11-01 6.5% 1-17 0.9% 53% False False 368
60 175-19 160-31 14-20 8.6% 1-02 0.6% 65% False False 246
80 175-19 159-18 16-01 9.4% 0-26 0.5% 68% False False 184
100 175-19 158-20 16-31 10.0% 0-21 0.4% 70% False False 147
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 174-24
2.618 173-07
1.618 172-09
1.000 171-22
0.618 171-11
HIGH 170-24
0.618 170-13
0.500 170-09
0.382 170-05
LOW 169-26
0.618 169-07
1.000 168-28
1.618 168-09
2.618 167-11
4.250 165-26
Fisher Pivots for day following 18-Aug-2016
Pivot 1 day 3 day
R1 170-12 170-12
PP 170-11 170-10
S1 170-09 170-08

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

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