ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 03-Oct-2016
Day Change Summary
Previous Current
30-Sep-2016 03-Oct-2016 Change Change % Previous Week
Open 169-17 168-14 -1-03 -0.6% 167-28
High 170-01 168-25 -1-08 -0.7% 170-03
Low 167-30 167-26 -0-04 -0.1% 167-21
Close 168-05 168-02 -0-03 -0.1% 168-05
Range 2-03 0-31 -1-04 -53.7% 2-14
ATR 1-19 1-17 -0-01 -2.8% 0-00
Volume 329,704 171,657 -158,047 -47.9% 1,182,389
Daily Pivots for day following 03-Oct-2016
Classic Woodie Camarilla DeMark
R4 171-04 170-18 168-19
R3 170-05 169-19 168-11
R2 169-06 169-06 168-08
R1 168-20 168-20 168-05 168-14
PP 168-07 168-07 168-07 168-04
S1 167-21 167-21 167-31 167-14
S2 167-08 167-08 167-28
S3 166-09 166-22 167-25
S4 165-10 165-23 167-17
Weekly Pivots for week ending 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 175-30 174-16 169-16
R3 173-16 172-02 168-26
R2 171-02 171-02 168-19
R1 169-20 169-20 168-12 170-11
PP 168-20 168-20 168-20 169-00
S1 167-06 167-06 167-30 167-29
S2 166-06 166-06 167-23
S3 163-24 164-24 167-16
S4 161-10 162-10 166-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 170-03 167-26 2-09 1.4% 1-16 0.9% 11% False True 237,319
10 170-03 164-13 5-22 3.4% 1-14 0.9% 64% False False 221,757
20 171-16 164-13 7-03 4.2% 1-19 0.9% 52% False False 240,832
40 172-14 164-13 8-01 4.8% 1-17 0.9% 46% False False 167,153
60 175-15 164-13 11-02 6.6% 1-19 0.9% 33% False False 111,503
80 175-19 164-13 11-06 6.7% 1-12 0.8% 33% False False 83,632
100 175-19 159-29 15-22 9.3% 1-04 0.7% 52% False False 66,905
120 175-19 158-20 16-31 10.1% 0-30 0.6% 56% False False 55,754
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 0-14
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 172-29
2.618 171-10
1.618 170-11
1.000 169-24
0.618 169-12
HIGH 168-25
0.618 168-13
0.500 168-10
0.382 168-06
LOW 167-26
0.618 167-07
1.000 166-27
1.618 166-08
2.618 165-09
4.250 163-22
Fisher Pivots for day following 03-Oct-2016
Pivot 1 day 3 day
R1 168-10 168-30
PP 168-07 168-20
S1 168-05 168-11

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

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