ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 14-Oct-2016
Day Change Summary
Previous Current
13-Oct-2016 14-Oct-2016 Change Change % Previous Week
Open 164-11 164-25 0-14 0.3% 165-04
High 165-13 164-28 -0-17 -0.3% 165-13
Low 164-09 163-00 -1-09 -0.8% 163-00
Close 164-31 163-07 -1-24 -1.1% 163-07
Range 1-04 1-28 0-24 66.7% 2-13
ATR 1-14 1-15 0-01 2.6% 0-00
Volume 251,472 303,101 51,629 20.5% 1,094,294
Daily Pivots for day following 14-Oct-2016
Classic Woodie Camarilla DeMark
R4 169-10 168-05 164-08
R3 167-14 166-09 163-24
R2 165-18 165-18 163-18
R1 164-13 164-13 163-13 164-02
PP 163-22 163-22 163-22 163-17
S1 162-17 162-17 163-02 162-06
S2 161-26 161-26 162-28
S3 159-30 160-21 162-23
S4 158-02 158-25 162-06
Weekly Pivots for week ending 14-Oct-2016
Classic Woodie Camarilla DeMark
R4 171-03 169-18 164-17
R3 168-22 167-05 163-28
R2 166-09 166-09 163-21
R1 164-24 164-24 163-14 164-10
PP 163-28 163-28 163-28 163-21
S1 162-11 162-11 163-00 161-29
S2 161-15 161-15 162-25
S3 159-02 159-30 162-18
S4 156-21 157-17 161-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165-13 163-00 2-13 1.5% 1-08 0.8% 9% False True 218,858
10 168-25 163-00 5-25 3.5% 1-12 0.8% 4% False True 239,188
20 170-03 163-00 7-03 4.3% 1-13 0.9% 3% False True 229,337
40 171-20 163-00 8-20 5.3% 1-17 0.9% 3% False True 222,400
60 173-07 163-00 10-07 6.3% 1-18 1.0% 2% False True 148,492
80 175-19 163-00 12-19 7.7% 1-17 0.9% 2% False True 111,384
100 175-19 160-31 14-20 9.0% 1-08 0.8% 15% False False 89,107
120 175-19 159-18 16-01 9.8% 1-02 0.6% 23% False False 74,256
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 0-10
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 172-27
2.618 169-25
1.618 167-29
1.000 166-24
0.618 166-01
HIGH 164-28
0.618 164-05
0.500 163-30
0.382 163-23
LOW 163-00
0.618 161-27
1.000 161-04
1.618 159-31
2.618 158-03
4.250 155-01
Fisher Pivots for day following 14-Oct-2016
Pivot 1 day 3 day
R1 163-30 164-07
PP 163-22 163-28
S1 163-15 163-18

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

View Archives - Comment on this page... - Back to Index of Symbols