ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 25-Aug-2016
Day Change Summary
Previous Current
24-Aug-2016 25-Aug-2016 Change Change % Previous Week
Open 171-06 170-22 -0-16 -0.3% 171-20
High 171-12 171-04 -0-08 -0.1% 171-28
Low 170-14 169-28 -0-18 -0.3% 168-31
Close 170-26 170-08 -0-18 -0.3% 169-20
Range 0-30 1-08 0-10 33.3% 2-29
ATR 1-17 1-16 -0-01 -1.3% 0-00
Volume 64,155 248,404 184,249 287.2% 8,170
Daily Pivots for day following 25-Aug-2016
Classic Woodie Camarilla DeMark
R4 174-05 173-15 170-30
R3 172-29 172-07 170-19
R2 171-21 171-21 170-15
R1 170-31 170-31 170-12 170-22
PP 170-13 170-13 170-13 170-09
S1 169-23 169-23 170-04 169-14
S2 169-05 169-05 170-01
S3 167-29 168-15 169-29
S4 166-21 167-07 169-18
Weekly Pivots for week ending 19-Aug-2016
Classic Woodie Camarilla DeMark
R4 178-28 177-05 171-07
R3 175-31 174-08 170-14
R2 173-02 173-02 170-05
R1 171-11 171-11 169-29 170-24
PP 170-05 170-05 170-05 169-28
S1 168-14 168-14 169-11 167-27
S2 167-08 167-08 169-03
S3 164-11 165-17 168-26
S4 161-14 162-20 168-01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 171-18 168-31 2-19 1.5% 1-12 0.8% 49% False False 73,875
10 172-14 168-31 3-15 2.0% 1-13 0.8% 37% False False 37,650
20 173-07 168-31 4-08 2.5% 1-18 0.9% 30% False False 19,122
40 175-19 168-19 7-00 4.1% 1-18 0.9% 24% False False 9,599
60 175-19 163-13 12-06 7.2% 1-06 0.7% 56% False False 6,402
80 175-19 159-29 15-22 9.2% 0-28 0.5% 66% False False 4,801
100 175-19 158-20 16-31 10.0% 0-23 0.4% 69% False False 3,841
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-11
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 176-14
2.618 174-13
1.618 173-05
1.000 172-12
0.618 171-29
HIGH 171-04
0.618 170-21
0.500 170-16
0.382 170-11
LOW 169-28
0.618 169-03
1.000 168-20
1.618 167-27
2.618 166-19
4.250 164-18
Fisher Pivots for day following 25-Aug-2016
Pivot 1 day 3 day
R1 170-16 170-23
PP 170-13 170-18
S1 170-11 170-13

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

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