ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 13-Oct-2016
Day Change Summary
Previous Current
12-Oct-2016 13-Oct-2016 Change Change % Previous Week
Open 164-04 164-11 0-07 0.1% 168-14
High 164-11 165-13 1-02 0.6% 168-25
Low 163-19 164-09 0-22 0.4% 164-08
Close 164-03 164-31 0-28 0.5% 164-29
Range 0-24 1-04 0-12 50.0% 4-17
ATR 1-15 1-14 0-00 -0.7% 0-00
Volume 233,746 251,472 17,726 7.6% 1,297,589
Daily Pivots for day following 13-Oct-2016
Classic Woodie Camarilla DeMark
R4 168-08 167-24 165-19
R3 167-04 166-20 165-09
R2 166-00 166-00 165-06
R1 165-16 165-16 165-02 165-24
PP 164-28 164-28 164-28 165-01
S1 164-12 164-12 164-28 164-20
S2 163-24 163-24 164-24
S3 162-20 163-08 164-21
S4 161-16 162-04 164-11
Weekly Pivots for week ending 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 179-18 176-25 167-13
R3 175-01 172-08 166-05
R2 170-16 170-16 165-24
R1 167-23 167-23 165-10 166-27
PP 165-31 165-31 165-31 165-18
S1 163-06 163-06 164-16 162-10
S2 161-14 161-14 164-02
S3 156-29 158-21 163-21
S4 152-12 154-04 162-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165-18 163-19 1-31 1.2% 1-05 0.7% 70% False False 221,305
10 170-01 163-19 6-14 3.9% 1-12 0.8% 21% False False 241,848
20 170-03 163-19 6-16 3.9% 1-12 0.8% 21% False False 224,252
40 171-20 163-19 8-01 4.9% 1-17 0.9% 17% False False 214,858
60 173-07 163-19 9-20 5.8% 1-18 0.9% 14% False False 143,442
80 175-19 163-19 12-00 7.3% 1-16 0.9% 11% False False 107,596
100 175-19 160-31 14-20 8.9% 1-07 0.7% 27% False False 86,076
120 175-19 158-20 16-31 10.3% 1-01 0.6% 37% False False 71,730
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-11
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 170-06
2.618 168-11
1.618 167-07
1.000 166-17
0.618 166-03
HIGH 165-13
0.618 164-31
0.500 164-27
0.382 164-23
LOW 164-09
0.618 163-19
1.000 163-05
1.618 162-15
2.618 161-11
4.250 159-16
Fisher Pivots for day following 13-Oct-2016
Pivot 1 day 3 day
R1 164-30 164-26
PP 164-28 164-21
S1 164-27 164-16

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

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