ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 08-Sep-2016
Day Change Summary
Previous Current
07-Sep-2016 08-Sep-2016 Change Change % Previous Week
Open 170-30 170-25 -0-05 -0.1% 168-29
High 171-16 171-01 -0-15 -0.3% 171-07
Low 170-21 168-03 -2-18 -1.5% 168-24
Close 170-23 168-14 -2-09 -1.3% 169-16
Range 0-27 2-30 2-03 248.2% 2-15
ATR 1-18 1-21 0-03 6.2% 0-00
Volume 178,962 344,833 165,871 92.7% 1,288,822
Daily Pivots for day following 08-Sep-2016
Classic Woodie Camarilla DeMark
R4 178-00 176-05 170-02
R3 175-02 173-07 169-08
R2 172-04 172-04 168-31
R1 170-09 170-09 168-23 169-24
PP 169-06 169-06 169-06 168-29
S1 167-11 167-11 168-05 166-26
S2 166-08 166-08 167-29
S3 163-10 164-13 167-20
S4 160-12 161-15 166-26
Weekly Pivots for week ending 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 177-07 175-27 170-27
R3 174-24 173-12 170-06
R2 172-09 172-09 169-30
R1 170-29 170-29 169-23 171-19
PP 169-26 169-26 169-26 170-06
S1 168-14 168-14 169-09 169-04
S2 167-11 167-11 169-02
S3 164-28 165-31 168-26
S4 162-13 163-16 168-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 171-16 168-03 3-13 2.0% 2-01 1.2% 10% False True 261,287
10 171-20 168-03 3-17 2.1% 1-24 1.0% 10% False True 250,777
20 172-14 168-03 4-11 2.6% 1-20 1.0% 8% False True 131,841
40 173-20 168-03 5-17 3.3% 1-20 1.0% 6% False True 66,072
60 175-19 164-18 11-01 6.5% 1-13 0.8% 35% False False 44,058
80 175-19 159-29 15-22 9.3% 1-03 0.6% 54% False False 33,043
100 175-19 158-20 16-31 10.1% 0-28 0.5% 58% False False 26,435
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-15
Widest range in 120 trading days
Fibonacci Retracements and Extensions
4.250 183-17
2.618 178-23
1.618 175-25
1.000 173-31
0.618 172-27
HIGH 171-01
0.618 169-29
0.500 169-18
0.382 169-07
LOW 168-03
0.618 166-09
1.000 165-05
1.618 163-11
2.618 160-13
4.250 155-20
Fisher Pivots for day following 08-Sep-2016
Pivot 1 day 3 day
R1 169-18 169-26
PP 169-06 169-11
S1 168-26 168-29

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

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