ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 13-Sep-2016
Day Change Summary
Previous Current
12-Sep-2016 13-Sep-2016 Change Change % Previous Week
Open 166-16 166-28 0-12 0.2% 169-11
High 167-05 167-18 0-13 0.2% 171-16
Low 166-10 164-22 -1-20 -1.0% 166-17
Close 166-25 165-09 -1-16 -0.9% 166-27
Range 0-27 2-28 2-01 240.7% 4-31
ATR 1-21 1-24 0-03 5.2% 0-00
Volume 246,753 345,670 98,917 40.1% 1,103,817
Daily Pivots for day following 13-Sep-2016
Classic Woodie Camarilla DeMark
R4 174-15 172-24 166-28
R3 171-19 169-28 166-02
R2 168-23 168-23 165-26
R1 167-00 167-00 165-17 166-14
PP 165-27 165-27 165-27 165-18
S1 164-04 164-04 165-01 163-18
S2 162-31 162-31 164-24
S3 160-03 161-08 164-16
S4 157-07 158-12 163-22
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 183-06 180-00 169-18
R3 178-07 175-01 168-07
R2 173-08 173-08 167-24
R1 170-02 170-02 167-10 169-06
PP 168-09 168-09 168-09 167-27
S1 165-03 165-03 166-12 164-07
S2 163-10 163-10 165-30
S3 158-11 160-04 165-15
S4 153-12 155-05 164-04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 171-16 164-22 6-26 4.1% 2-00 1.2% 9% False True 290,089
10 171-16 164-22 6-26 4.1% 1-25 1.1% 9% False True 268,917
20 171-20 164-22 6-30 4.2% 1-21 1.0% 9% False True 178,009
40 173-07 164-22 8-17 5.2% 1-20 1.0% 7% False True 89,233
60 175-19 164-18 11-01 6.7% 1-16 0.9% 7% False False 59,502
80 175-19 160-31 14-20 8.8% 1-05 0.7% 29% False False 44,626
100 175-19 158-20 16-31 10.3% 0-30 0.6% 39% False False 35,701
120 175-19 158-20 16-31 10.3% 0-25 0.5% 39% False False 29,751
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-12
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 179-25
2.618 175-03
1.618 172-07
1.000 170-14
0.618 169-11
HIGH 167-18
0.618 166-15
0.500 166-04
0.382 165-25
LOW 164-22
0.618 162-29
1.000 161-26
1.618 160-01
2.618 157-05
4.250 152-15
Fisher Pivots for day following 13-Sep-2016
Pivot 1 day 3 day
R1 166-04 166-27
PP 165-27 166-10
S1 165-18 165-26

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

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