ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 26-Sep-2016
Day Change Summary
Previous Current
23-Sep-2016 26-Sep-2016 Change Change % Previous Week
Open 167-25 167-28 0-03 0.1% 165-25
High 168-08 168-24 0-16 0.3% 168-08
Low 167-18 167-21 0-03 0.1% 164-13
Close 167-26 168-08 0-14 0.3% 167-26
Range 0-22 1-03 0-13 59.1% 3-27
ATR 1-19 1-18 -0-01 -2.2% 0-00
Volume 161,292 167,451 6,159 3.8% 1,012,478
Daily Pivots for day following 26-Sep-2016
Classic Woodie Camarilla DeMark
R4 171-16 170-31 168-27
R3 170-13 169-28 168-18
R2 169-10 169-10 168-14
R1 168-25 168-25 168-11 169-01
PP 168-07 168-07 168-07 168-11
S1 167-22 167-22 168-05 167-31
S2 167-04 167-04 168-02
S3 166-01 166-19 167-30
S4 164-30 165-16 167-21
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
5 168-24 164-13 4-11 2.6% 1-12 0.8% 88% True False 206,195
10 168-24 164-13 4-11 2.6% 1-15 0.9% 88% True False 227,949
20 171-16 164-13 7-03 4.2% 1-19 0.9% 54% False False 245,944
40 173-02 164-13 8-21 5.1% 1-18 0.9% 44% False False 137,542
60 175-19 164-13 11-06 6.6% 1-19 0.9% 34% False False 91,730
80 175-19 164-13 11-06 6.6% 1-10 0.8% 34% False False 68,799
100 175-19 159-29 15-22 9.3% 1-02 0.6% 53% False False 55,039
120 175-19 158-20 16-31 10.1% 0-28 0.5% 57% False False 45,866
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 173-13
2.618 171-20
1.618 170-17
1.000 169-27
0.618 169-14
HIGH 168-24
0.618 168-11
0.500 168-07
0.382 168-02
LOW 167-21
0.618 166-31
1.000 166-18
1.618 165-28
2.618 164-25
4.250 163-00
Fisher Pivots for day following 26-Sep-2016
Pivot 1 day 3 day
R1 168-08 168-04
PP 168-07 167-31
S1 168-07 167-27

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

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