ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 04-Oct-2016
Day Change Summary
Previous Current
03-Oct-2016 04-Oct-2016 Change Change % Previous Week
Open 168-14 167-31 -0-15 -0.3% 167-28
High 168-25 168-13 -0-12 -0.2% 170-03
Low 167-26 166-09 -1-17 -0.9% 167-21
Close 168-02 166-14 -1-20 -1.0% 168-05
Range 0-31 2-04 1-05 119.3% 2-14
ATR 1-17 1-19 0-01 2.7% 0-00
Volume 171,657 289,878 118,221 68.9% 1,182,389
Daily Pivots for day following 04-Oct-2016
Classic Woodie Camarilla DeMark
R4 173-13 172-02 167-19
R3 171-09 169-30 167-01
R2 169-05 169-05 166-26
R1 167-26 167-26 166-20 167-14
PP 167-01 167-01 167-01 166-27
S1 165-22 165-22 166-08 165-10
S2 164-29 164-29 166-02
S3 162-25 163-18 165-27
S4 160-21 161-14 165-09
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
5 170-03 166-09 3-26 2.3% 1-19 1.0% 4% False True 251,291
10 170-03 164-13 5-22 3.4% 1-17 0.9% 36% False False 232,635
20 171-16 164-13 7-03 4.3% 1-19 1.0% 29% False False 243,037
40 172-14 164-13 8-01 4.8% 1-18 0.9% 25% False False 174,394
60 174-06 164-13 9-25 5.9% 1-19 1.0% 21% False False 116,333
80 175-19 164-13 11-06 6.7% 1-13 0.8% 18% False False 87,255
100 175-19 159-29 15-22 9.4% 1-05 0.7% 42% False False 69,804
120 175-19 158-20 16-31 10.2% 0-31 0.6% 46% False False 58,170
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-15
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 177-14
2.618 173-31
1.618 171-27
1.000 170-17
0.618 169-23
HIGH 168-13
0.618 167-19
0.500 167-11
0.382 167-03
LOW 166-09
0.618 164-31
1.000 164-05
1.618 162-27
2.618 160-23
4.250 157-08
Fisher Pivots for day following 04-Oct-2016
Pivot 1 day 3 day
R1 167-11 168-05
PP 167-01 167-19
S1 166-24 167-00

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.