ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 23-Sep-2016
Day Change Summary
Previous Current
22-Sep-2016 23-Sep-2016 Change Change % Previous Week
Open 167-01 167-25 0-24 0.4% 165-25
High 168-01 168-08 0-07 0.1% 168-08
Low 166-30 167-18 0-20 0.4% 164-13
Close 167-16 167-26 0-10 0.2% 167-26
Range 1-03 0-22 -0-13 -37.1% 3-27
ATR 1-21 1-19 -0-02 -3.9% 0-00
Volume 246,224 161,292 -84,932 -34.5% 1,012,478
Daily Pivots for day following 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 169-30 169-18 168-06
R3 169-08 168-28 168-00
R2 168-18 168-18 167-30
R1 168-06 168-06 167-28 168-12
PP 167-28 167-28 167-28 167-31
S1 167-16 167-16 167-24 167-22
S2 167-06 167-06 167-22
S3 166-16 166-26 167-20
S4 165-26 166-04 167-14
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 178-11 176-30 169-30
R3 174-16 173-03 168-28
R2 170-21 170-21 168-17
R1 169-08 169-08 168-05 169-30
PP 166-26 166-26 166-26 167-06
S1 165-13 165-13 167-15 166-04
S2 162-31 162-31 167-03
S3 159-04 161-18 166-24
S4 155-09 157-23 165-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 168-08 164-13 3-27 2.3% 1-11 0.8% 89% True False 202,495
10 168-08 164-13 3-27 2.3% 1-15 0.9% 89% True False 235,879
20 171-20 164-13 7-07 4.3% 1-21 1.0% 47% False False 247,619
40 173-07 164-13 8-26 5.3% 1-20 1.0% 39% False False 133,370
60 175-19 164-13 11-06 6.7% 1-19 0.9% 30% False False 88,939
80 175-19 163-13 12-06 7.3% 1-09 0.8% 36% False False 66,706
100 175-19 159-29 15-22 9.3% 1-01 0.6% 50% False False 53,365
120 175-19 158-20 16-31 10.1% 0-28 0.5% 54% False False 44,471
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 17 trading days
Fibonacci Retracements and Extensions
4.250 171-06
2.618 170-02
1.618 169-12
1.000 168-30
0.618 168-22
HIGH 168-08
0.618 168-00
0.500 167-29
0.382 167-26
LOW 167-18
0.618 167-04
1.000 166-28
1.618 166-14
2.618 165-24
4.250 164-20
Fisher Pivots for day following 23-Sep-2016
Pivot 1 day 3 day
R1 167-29 167-10
PP 167-28 166-26
S1 167-27 166-11

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

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