ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 30-Aug-2016
Day Change Summary
Previous Current
29-Aug-2016 30-Aug-2016 Change Change % Previous Week
Open 168-29 170-19 1-22 1.0% 169-16
High 170-23 170-20 -0-03 -0.1% 171-20
Low 168-24 169-31 1-07 0.7% 168-26
Close 170-21 170-10 -0-11 -0.2% 168-27
Range 1-31 0-21 -1-10 -66.7% 2-26
ATR 1-20 1-18 -0-02 -4.1% 0-00
Volume 295,892 211,328 -84,564 -28.6% 567,816
Daily Pivots for day following 30-Aug-2016
Classic Woodie Camarilla DeMark
R4 172-09 171-30 170-22
R3 171-20 171-09 170-16
R2 170-31 170-31 170-14
R1 170-20 170-20 170-12 170-15
PP 170-10 170-10 170-10 170-07
S1 169-31 169-31 170-08 169-26
S2 169-21 169-21 170-06
S3 169-00 169-10 170-04
S4 168-11 168-21 169-30
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
5 171-20 168-24 2-28 1.7% 1-17 0.9% 54% False False 204,147
10 171-20 168-24 2-28 1.7% 1-14 0.8% 54% False False 108,032
20 172-14 168-24 3-22 2.2% 1-16 0.9% 42% False False 54,459
40 175-19 168-19 7-00 4.1% 1-18 0.9% 25% False False 27,299
60 175-19 164-18 11-01 6.5% 1-08 0.7% 52% False False 18,205
80 175-19 159-29 15-22 9.2% 0-31 0.6% 66% False False 13,653
100 175-19 158-20 16-31 10.0% 0-24 0.4% 69% False False 10,923
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-12
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 173-13
2.618 172-11
1.618 171-22
1.000 171-09
0.618 171-01
HIGH 170-20
0.618 170-12
0.500 170-10
0.382 170-07
LOW 169-31
0.618 169-18
1.000 169-10
1.618 168-29
2.618 168-08
4.250 167-06
Fisher Pivots for day following 30-Aug-2016
Pivot 1 day 3 day
R1 170-10 170-09
PP 170-10 170-07
S1 170-10 170-06

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

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