ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 18-Oct-2016
Day Change Summary
Previous Current
17-Oct-2016 18-Oct-2016 Change Change % Previous Week
Open 163-02 164-00 0-30 0.6% 165-04
High 164-08 164-15 0-07 0.1% 165-13
Low 162-19 163-09 0-22 0.4% 163-00
Close 163-30 164-09 0-11 0.2% 163-07
Range 1-21 1-06 -0-15 -28.3% 2-13
ATR 1-16 1-15 -0-01 -1.5% 0-00
Volume 224,195 260,894 36,699 16.4% 1,094,294
Daily Pivots for day following 18-Oct-2016
Classic Woodie Camarilla DeMark
R4 167-18 167-04 164-30
R3 166-12 165-30 164-19
R2 165-06 165-06 164-16
R1 164-24 164-24 164-12 164-31
PP 164-00 164-00 164-00 164-04
S1 163-18 163-18 164-06 163-25
S2 162-26 162-26 164-02
S3 161-20 162-12 163-31
S4 160-14 161-06 163-20
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
5 165-13 162-19 2-26 1.7% 1-10 0.8% 60% False False 254,681
10 166-27 162-19 4-08 2.6% 1-11 0.8% 40% False False 241,543
20 170-03 162-19 7-16 4.6% 1-14 0.9% 23% False False 237,089
40 171-20 162-19 9-01 5.5% 1-17 0.9% 19% False False 234,260
60 173-07 162-19 10-20 6.5% 1-18 1.0% 16% False False 156,574
80 175-19 162-19 13-00 7.9% 1-17 0.9% 13% False False 117,448
100 175-19 161-22 13-29 8.5% 1-09 0.8% 19% False False 93,958
120 175-19 159-18 16-01 9.8% 1-02 0.7% 29% False False 78,299
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 0-10
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 169-17
2.618 167-18
1.618 166-12
1.000 165-21
0.618 165-06
HIGH 164-15
0.618 164-00
0.500 163-28
0.382 163-24
LOW 163-09
0.618 162-18
1.000 162-03
1.618 161-12
2.618 160-06
4.250 158-08
Fisher Pivots for day following 18-Oct-2016
Pivot 1 day 3 day
R1 164-05 164-03
PP 164-00 163-29
S1 163-28 163-24

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

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