ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 16-Sep-2016
Day Change Summary
Previous Current
15-Sep-2016 16-Sep-2016 Change Change % Previous Week
Open 165-20 165-17 -0-03 -0.1% 166-16
High 166-02 166-19 0-17 0.3% 167-18
Low 164-17 165-14 0-29 0.6% 164-17
Close 165-13 165-21 0-08 0.2% 165-21
Range 1-17 1-05 -0-12 -24.5% 3-01
ATR 1-23 1-22 -0-01 -2.2% 0-00
Volume 312,266 201,406 -110,860 -35.5% 1,346,315
Daily Pivots for day following 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 169-12 168-21 166-09
R3 168-07 167-16 165-31
R2 167-02 167-02 165-28
R1 166-11 166-11 165-24 166-23
PP 165-29 165-29 165-29 166-02
S1 165-06 165-06 165-18 165-18
S2 164-24 164-24 165-14
S3 163-19 164-01 165-11
S4 162-14 162-28 165-01
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 175-00 173-12 167-10
R3 171-31 170-11 166-16
R2 168-30 168-30 166-07
R1 167-10 167-10 165-30 166-20
PP 165-29 165-29 165-29 165-18
S1 164-09 164-09 165-12 163-19
S2 162-28 162-28 165-03
S3 159-27 161-08 164-26
S4 156-26 158-07 164-00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 167-18 164-17 3-01 1.8% 1-19 1.0% 37% False False 269,263
10 171-16 164-17 6-31 4.2% 1-28 1.1% 16% False False 274,132
20 171-20 164-17 7-03 4.3% 1-22 1.0% 16% False False 215,464
40 173-07 164-17 8-22 5.2% 1-20 1.0% 13% False False 108,070
60 175-19 164-17 11-02 6.7% 1-18 1.0% 10% False False 72,067
80 175-19 160-31 14-20 8.8% 1-07 0.7% 32% False False 54,050
100 175-19 159-18 16-01 9.7% 0-31 0.6% 38% False False 43,240
120 175-19 158-20 16-31 10.2% 0-26 0.5% 41% False False 36,033
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-12
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 171-16
2.618 169-20
1.618 168-15
1.000 167-24
0.618 167-10
HIGH 166-19
0.618 166-05
0.500 166-01
0.382 165-28
LOW 165-14
0.618 164-23
1.000 164-09
1.618 163-18
2.618 162-13
4.250 160-17
Fisher Pivots for day following 16-Sep-2016
Pivot 1 day 3 day
R1 166-01 165-20
PP 165-29 165-19
S1 165-25 165-18

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

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