ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 19-Oct-2016
Day Change Summary
Previous Current
18-Oct-2016 19-Oct-2016 Change Change % Previous Week
Open 164-00 164-15 0-15 0.3% 165-04
High 164-15 164-26 0-11 0.2% 165-13
Low 163-09 163-25 0-16 0.3% 163-00
Close 164-09 164-07 -0-02 0.0% 163-07
Range 1-06 1-01 -0-05 -13.2% 2-13
ATR 1-15 1-14 -0-01 -2.1% 0-00
Volume 260,894 226,866 -34,028 -13.0% 1,094,294
Daily Pivots for day following 19-Oct-2016
Classic Woodie Camarilla DeMark
R4 167-12 166-26 164-25
R3 166-11 165-25 164-16
R2 165-10 165-10 164-13
R1 164-24 164-24 164-10 164-17
PP 164-09 164-09 164-09 164-05
S1 163-23 163-23 164-04 163-16
S2 163-08 163-08 164-01
S3 162-07 162-22 163-30
S4 161-06 161-21 163-21
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% 1-12 0.8% 58% False False 253,305
10 166-10 162-19 3-23 2.3% 1-09 0.8% 44% False False 237,858
20 170-03 162-19 7-16 4.6% 1-11 0.8% 22% False False 234,687
40 171-20 162-19 9-01 5.5% 1-17 0.9% 18% False False 238,779
60 173-07 162-19 10-20 6.5% 1-18 0.9% 15% False False 160,354
80 175-19 162-19 13-00 7.9% 1-17 0.9% 13% False False 120,283
100 175-19 162-02 13-17 8.2% 1-09 0.8% 16% False False 96,227
120 175-19 159-18 16-01 9.8% 1-03 0.7% 29% False False 80,189
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 0-10
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 169-06
2.618 167-16
1.618 166-15
1.000 165-27
0.618 165-14
HIGH 164-26
0.618 164-13
0.500 164-10
0.382 164-06
LOW 163-25
0.618 163-05
1.000 162-24
1.618 162-04
2.618 161-03
4.250 159-13
Fisher Pivots for day following 19-Oct-2016
Pivot 1 day 3 day
R1 164-10 164-02
PP 164-09 163-28
S1 164-08 163-23

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

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