ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 28-Sep-2016
Day Change Summary
Previous Current
27-Sep-2016 28-Sep-2016 Change Change % Previous Week
Open 168-14 169-17 1-03 0.6% 165-25
High 169-22 170-03 0-13 0.2% 168-08
Low 167-29 169-00 1-03 0.7% 164-13
Close 169-14 169-08 -0-06 -0.1% 167-26
Range 1-25 1-03 -0-22 -38.6% 3-27
ATR 1-18 1-17 -0-01 -2.2% 0-00
Volume 220,015 219,999 -16 0.0% 1,012,478
Daily Pivots for day following 28-Sep-2016
Classic Woodie Camarilla DeMark
R4 172-23 172-03 169-27
R3 171-20 171-00 169-18
R2 170-17 170-17 169-14
R1 169-29 169-29 169-11 169-22
PP 169-14 169-14 169-14 169-11
S1 168-26 168-26 169-05 168-18
S2 168-11 168-11 169-02
S3 167-08 167-23 168-30
S4 166-05 166-20 168-21
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
5 170-03 166-30 3-05 1.9% 1-05 0.7% 73% True False 202,996
10 170-03 164-13 5-22 3.4% 1-11 0.8% 85% True False 213,361
20 171-16 164-13 7-03 4.2% 1-19 0.9% 68% False False 242,583
40 172-14 164-13 8-01 4.7% 1-18 0.9% 60% False False 148,521
60 175-19 164-13 11-06 6.6% 1-18 0.9% 43% False False 99,061
80 175-19 164-13 11-06 6.6% 1-11 0.8% 43% False False 74,299
100 175-19 159-29 15-22 9.3% 1-03 0.6% 60% False False 59,439
120 175-19 158-20 16-31 10.0% 0-29 0.5% 63% False False 49,533
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 2 trading days
Fibonacci Retracements and Extensions
4.250 174-24
2.618 172-31
1.618 171-28
1.000 171-06
0.618 170-25
HIGH 170-03
0.618 169-22
0.500 169-18
0.382 169-13
LOW 169-00
0.618 168-10
1.000 167-29
1.618 167-07
2.618 166-04
4.250 164-11
Fisher Pivots for day following 28-Sep-2016
Pivot 1 day 3 day
R1 169-18 169-04
PP 169-14 169-00
S1 169-11 168-28

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

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