ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 31-Aug-2016
Day Change Summary
Previous Current
30-Aug-2016 31-Aug-2016 Change Change % Previous Week
Open 170-19 170-13 -0-06 -0.1% 169-16
High 170-20 170-21 0-01 0.0% 171-20
Low 169-31 169-27 -0-04 -0.1% 168-26
Close 170-10 170-12 0-02 0.0% 168-27
Range 0-21 0-26 0-05 23.8% 2-26
ATR 1-18 1-16 -0-02 -3.4% 0-00
Volume 211,328 244,752 33,424 15.8% 567,816
Daily Pivots for day following 31-Aug-2016
Classic Woodie Camarilla DeMark
R4 172-23 172-12 170-26
R3 171-29 171-18 170-19
R2 171-03 171-03 170-17
R1 170-24 170-24 170-14 170-17
PP 170-09 170-09 170-09 170-06
S1 169-30 169-30 170-10 169-23
S2 169-15 169-15 170-07
S3 168-21 169-04 170-05
S4 167-27 168-10 169-30
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% 1-16 0.9% 57% False False 240,266
10 171-20 168-24 2-28 1.7% 1-13 0.8% 57% False False 132,372
20 172-14 168-24 3-22 2.2% 1-16 0.9% 44% False False 66,670
40 175-17 168-19 6-30 4.1% 1-17 0.9% 26% False False 33,417
60 175-19 164-18 11-01 6.5% 1-09 0.7% 53% False False 22,284
80 175-19 159-29 15-22 9.2% 0-31 0.6% 67% False False 16,713
100 175-19 158-20 16-31 10.0% 0-25 0.5% 69% False False 13,370
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 174-04
2.618 172-25
1.618 171-31
1.000 171-15
0.618 171-05
HIGH 170-21
0.618 170-11
0.500 170-08
0.382 170-05
LOW 169-27
0.618 169-11
1.000 169-01
1.618 168-17
2.618 167-23
4.250 166-13
Fisher Pivots for day following 31-Aug-2016
Pivot 1 day 3 day
R1 170-11 170-05
PP 170-09 169-30
S1 170-08 169-24

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

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