ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 11-Nov-2016
Day Change Summary
Previous Current
10-Nov-2016 11-Nov-2016 Change Change % Previous Week
Open 157-10 155-26 -1-16 -1.0% 162-22
High 158-17 156-12 -2-05 -1.4% 164-31
Low 155-16 155-00 -0-16 -0.3% 155-00
Close 156-07 155-05 -1-02 -0.7% 155-05
Range 3-01 1-12 -1-21 -54.6% 9-31
ATR 1-31 1-29 -0-01 -2.1% 0-00
Volume 670,228 125,416 -544,812 -81.3% 2,035,503
Daily Pivots for day following 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 159-20 158-25 155-29
R3 158-08 157-13 155-17
R2 156-28 156-28 155-13
R1 156-01 156-01 155-09 155-25
PP 155-16 155-16 155-16 155-12
S1 154-21 154-21 155-01 154-13
S2 154-04 154-04 154-29
S3 152-24 153-09 154-25
S4 151-12 151-29 154-13
Weekly Pivots for week ending 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 188-09 181-22 160-20
R3 178-10 171-23 157-29
R2 168-11 168-11 156-31
R1 161-24 161-24 156-02 160-02
PP 158-12 158-12 158-12 157-17
S1 151-25 151-25 154-08 150-03
S2 148-13 148-13 153-11
S3 138-14 141-26 152-13
S4 128-15 131-27 149-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164-31 155-00 9-31 6.4% 2-31 1.9% 2% False True 407,100
10 164-31 155-00 9-31 6.4% 2-04 1.4% 2% False True 334,345
20 165-10 155-00 10-10 6.6% 1-24 1.1% 2% False True 289,250
40 170-03 155-00 15-03 9.7% 1-19 1.0% 1% False True 259,294
60 171-20 155-00 16-20 10.7% 1-20 1.0% 1% False True 244,684
80 173-07 155-00 18-07 11.7% 1-19 1.0% 1% False True 183,682
100 175-19 155-00 20-19 13.3% 1-18 1.0% 1% False True 146,958
120 175-19 155-00 20-19 13.3% 1-11 0.9% 1% False True 122,465
Crabel Price Patterns
NR True
NR4 True
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 0-23
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 162-07
2.618 159-31
1.618 158-19
1.000 157-24
0.618 157-07
HIGH 156-12
0.618 155-27
0.500 155-22
0.382 155-17
LOW 155-00
0.618 154-05
1.000 153-20
1.618 152-25
2.618 151-13
4.250 149-05
Fisher Pivots for day following 11-Nov-2016
Pivot 1 day 3 day
R1 155-22 160-00
PP 155-16 158-12
S1 155-11 156-25

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

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