ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 02-Nov-2016
Day Change Summary
Previous Current
01-Nov-2016 02-Nov-2016 Change Change % Previous Week
Open 162-26 162-26 0-00 0.0% 164-31
High 163-09 163-29 0-20 0.4% 165-10
Low 161-22 162-24 1-02 0.7% 161-21
Close 163-02 163-08 0-06 0.1% 162-06
Range 1-19 1-05 -0-14 -27.5% 3-21
ATR 1-13 1-13 -0-01 -1.3% 0-00
Volume 315,219 302,242 -12,977 -4.1% 1,275,806
Daily Pivots for day following 02-Nov-2016
Classic Woodie Camarilla DeMark
R4 166-25 166-05 163-28
R3 165-20 165-00 163-18
R2 164-15 164-15 163-15
R1 163-27 163-27 163-11 164-05
PP 163-10 163-10 163-10 163-15
S1 162-22 162-22 163-05 163-00
S2 162-05 162-05 163-01
S3 161-00 161-17 162-30
S4 159-27 160-12 162-20
Weekly Pivots for week ending 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 174-01 171-24 164-06
R3 170-12 168-03 163-06
R2 166-23 166-23 162-27
R1 164-14 164-14 162-17 163-24
PP 163-02 163-02 163-02 162-23
S1 160-25 160-25 161-27 160-03
S2 159-13 159-13 161-17
S3 155-24 157-04 161-06
S4 152-03 153-15 160-06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163-30 161-21 2-09 1.4% 1-12 0.8% 70% False False 291,545
10 165-10 161-21 3-21 2.2% 1-12 0.8% 44% False False 255,329
20 166-10 161-21 4-21 2.9% 1-10 0.8% 34% False False 246,594
40 171-01 161-21 9-12 5.7% 1-15 0.9% 17% False False 246,934
60 172-14 161-21 10-25 6.6% 1-16 0.9% 15% False False 202,839
80 173-22 161-21 12-01 7.4% 1-17 0.9% 13% False False 152,193
100 175-19 161-21 13-30 8.5% 1-13 0.9% 11% False False 121,760
120 175-19 159-29 15-22 9.6% 1-06 0.7% 21% False False 101,467
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 0-11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 168-26
2.618 166-30
1.618 165-25
1.000 165-02
0.618 164-20
HIGH 163-29
0.618 163-15
0.500 163-11
0.382 163-06
LOW 162-24
0.618 162-01
1.000 161-19
1.618 160-28
2.618 159-23
4.250 157-27
Fisher Pivots for day following 02-Nov-2016
Pivot 1 day 3 day
R1 163-11 163-03
PP 163-10 162-30
S1 163-09 162-26

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

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