ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 03-Nov-2016
Day Change Summary
Previous Current
02-Nov-2016 03-Nov-2016 Change Change % Previous Week
Open 162-26 163-06 0-12 0.2% 164-31
High 163-29 163-30 0-01 0.0% 165-10
Low 162-24 162-13 -0-11 -0.2% 161-21
Close 163-08 162-23 -0-17 -0.3% 162-06
Range 1-05 1-17 0-12 32.4% 3-21
ATR 1-13 1-13 0-00 0.7% 0-00
Volume 302,242 235,228 -67,014 -22.2% 1,275,806
Daily Pivots for day following 03-Nov-2016
Classic Woodie Camarilla DeMark
R4 167-20 166-22 163-18
R3 166-03 165-05 163-04
R2 164-18 164-18 163-00
R1 163-20 163-20 162-27 163-11
PP 163-01 163-01 163-01 162-28
S1 162-03 162-03 162-19 161-26
S2 161-16 161-16 162-14
S3 159-31 160-18 162-10
S4 158-14 159-01 161-28
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% 1-08 0.8% 47% True False 273,095
10 165-10 161-21 3-21 2.2% 1-12 0.8% 29% False False 252,302
20 165-18 161-21 3-29 2.4% 1-11 0.8% 27% False False 245,505
40 170-03 161-21 8-14 5.2% 1-14 0.9% 13% False False 244,194
60 172-14 161-21 10-25 6.6% 1-16 0.9% 10% False False 206,743
80 173-20 161-21 11-31 7.4% 1-17 0.9% 9% False False 155,133
100 175-19 161-21 13-30 8.6% 1-13 0.9% 8% False False 124,112
120 175-19 159-29 15-22 9.6% 1-07 0.7% 18% False False 103,427
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 170-14
2.618 167-30
1.618 166-13
1.000 165-15
0.618 164-28
HIGH 163-30
0.618 163-11
0.500 163-06
0.382 163-00
LOW 162-13
0.618 161-15
1.000 160-28
1.618 159-30
2.618 158-13
4.250 155-29
Fisher Pivots for day following 03-Nov-2016
Pivot 1 day 3 day
R1 163-06 162-26
PP 163-01 162-25
S1 162-28 162-24

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

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