ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 19-Sep-2016
Day Change Summary
Previous Current
16-Sep-2016 19-Sep-2016 Change Change % Previous Week
Open 165-17 165-25 0-08 0.2% 166-16
High 166-19 166-08 -0-11 -0.2% 167-18
Low 165-14 165-11 -0-03 -0.1% 164-17
Close 165-21 165-23 0-02 0.0% 165-21
Range 1-05 0-29 -0-08 -21.6% 3-01
ATR 1-22 1-20 -0-02 -3.3% 0-00
Volume 201,406 148,952 -52,454 -26.0% 1,346,315
Daily Pivots for day following 19-Sep-2016
Classic Woodie Camarilla DeMark
R4 168-16 168-00 166-07
R3 167-19 167-03 165-31
R2 166-22 166-22 165-28
R1 166-06 166-06 165-26 166-00
PP 165-25 165-25 165-25 165-21
S1 165-09 165-09 165-20 165-03
S2 164-28 164-28 165-18
S3 163-31 164-12 165-15
S4 163-02 163-15 165-07
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% 39% False False 249,702
10 171-16 164-17 6-31 4.2% 1-23 1.0% 17% False False 259,908
20 171-20 164-17 7-03 4.3% 1-21 1.0% 17% False False 222,786
40 173-07 164-17 8-22 5.2% 1-20 1.0% 14% False False 111,791
60 175-19 164-17 11-02 6.7% 1-19 1.0% 11% False False 74,549
80 175-19 161-22 13-29 8.4% 1-07 0.7% 29% False False 55,912
100 175-19 159-18 16-01 9.7% 1-00 0.6% 38% False False 44,730
120 175-19 158-20 16-31 10.2% 0-26 0.5% 42% False False 37,275
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-11
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 170-03
2.618 168-20
1.618 167-23
1.000 167-05
0.618 166-26
HIGH 166-08
0.618 165-29
0.500 165-26
0.382 165-22
LOW 165-11
0.618 164-25
1.000 164-14
1.618 163-28
2.618 162-31
4.250 161-16
Fisher Pivots for day following 19-Sep-2016
Pivot 1 day 3 day
R1 165-26 165-21
PP 165-25 165-20
S1 165-24 165-18

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

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