ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 26-Aug-2016
Day Change Summary
Previous Current
25-Aug-2016 26-Aug-2016 Change Change % Previous Week
Open 170-22 170-06 -0-16 -0.3% 169-16
High 171-04 171-20 0-16 0.3% 171-20
Low 169-28 168-26 -1-02 -0.6% 168-26
Close 170-08 168-27 -1-13 -0.8% 168-27
Range 1-08 2-26 1-18 125.0% 2-26
ATR 1-16 1-19 0-03 6.2% 0-00
Volume 248,404 200,958 -47,446 -19.1% 567,816
Daily Pivots for day following 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 178-06 176-11 170-13
R3 175-12 173-17 169-20
R2 172-18 172-18 169-12
R1 170-23 170-23 169-03 170-08
PP 169-24 169-24 169-24 169-17
S1 167-29 167-29 168-19 167-14
S2 166-30 166-30 168-11
S3 164-04 165-03 168-02
S4 161-10 162-09 167-10
Weekly Pivots for week ending 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 178-06 176-11 170-13
R3 175-12 173-17 169-20
R2 172-18 172-18 169-12
R1 170-23 170-23 169-03 170-08
PP 169-24 169-24 169-24 169-17
S1 167-29 167-29 168-19 167-14
S2 166-30 166-30 168-11
S3 164-04 165-03 168-02
S4 161-10 162-09 167-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 171-20 168-26 2-26 1.7% 1-20 1.0% 1% True True 113,563
10 171-28 168-26 3-02 1.8% 1-16 0.9% 1% False True 57,598
20 173-02 168-26 4-08 2.5% 1-18 0.9% 1% False True 29,141
40 175-19 168-19 7-00 4.1% 1-19 0.9% 4% False False 14,623
60 175-19 164-16 11-03 6.6% 1-07 0.7% 39% False False 9,751
80 175-19 159-29 15-22 9.3% 0-30 0.5% 57% False False 7,313
100 175-19 158-20 16-31 10.0% 0-24 0.4% 60% False False 5,850
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 0-15
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 183-18
2.618 179-00
1.618 176-06
1.000 174-14
0.618 173-12
HIGH 171-20
0.618 170-18
0.500 170-07
0.382 169-28
LOW 168-26
0.618 167-02
1.000 166-00
1.618 164-08
2.618 161-14
4.250 156-28
Fisher Pivots for day following 26-Aug-2016
Pivot 1 day 3 day
R1 170-07 170-07
PP 169-24 169-24
S1 169-10 169-10

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

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