ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 22-Sep-2016
Day Change Summary
Previous Current
21-Sep-2016 22-Sep-2016 Change Change % Previous Week
Open 165-30 167-01 1-03 0.7% 166-16
High 167-02 168-01 0-31 0.6% 167-18
Low 164-13 166-30 2-17 1.5% 164-17
Close 166-19 167-16 0-29 0.5% 165-21
Range 2-21 1-03 -1-18 -58.8% 3-01
ATR 1-22 1-21 -0-01 -1.0% 0-00
Volume 274,911 246,224 -28,687 -10.4% 1,346,315
Daily Pivots for day following 22-Sep-2016
Classic Woodie Camarilla DeMark
R4 170-25 170-07 168-03
R3 169-22 169-04 167-26
R2 168-19 168-19 167-22
R1 168-01 168-01 167-19 168-10
PP 167-16 167-16 167-16 167-20
S1 166-30 166-30 167-13 167-07
S2 166-13 166-13 167-10
S3 165-10 165-27 167-06
S4 164-07 164-24 166-29
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
5 168-01 164-13 3-20 2.2% 1-14 0.9% 85% True False 210,518
10 169-00 164-13 4-19 2.7% 1-20 1.0% 67% False False 253,173
20 171-20 164-13 7-07 4.3% 1-22 1.0% 43% False False 251,975
40 173-07 164-13 8-26 5.3% 1-20 1.0% 35% False False 129,342
60 175-19 164-13 11-06 6.7% 1-19 1.0% 28% False False 86,252
80 175-19 162-09 13-10 7.9% 1-09 0.8% 39% False False 64,690
100 175-19 159-29 15-22 9.4% 1-01 0.6% 48% False False 51,752
120 175-19 158-20 16-31 10.1% 0-28 0.5% 52% False False 43,126
Crabel Price Patterns
NR True
NR4 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 172-22
2.618 170-29
1.618 169-26
1.000 169-04
0.618 168-23
HIGH 168-01
0.618 167-20
0.500 167-16
0.382 167-11
LOW 166-30
0.618 166-08
1.000 165-27
1.618 165-05
2.618 164-02
4.250 162-09
Fisher Pivots for day following 22-Sep-2016
Pivot 1 day 3 day
R1 167-16 167-02
PP 167-16 166-21
S1 167-16 166-07

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

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