ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 16-Nov-2016
Day Change Summary
Previous Current
15-Nov-2016 16-Nov-2016 Change Change % Previous Week
Open 153-29 154-21 0-24 0.5% 162-22
High 155-16 155-09 -0-07 -0.1% 164-31
Low 153-27 153-10 -0-17 -0.3% 155-00
Close 154-09 155-01 0-24 0.5% 155-05
Range 1-21 1-31 0-10 18.9% 9-31
ATR 1-30 1-30 0-00 0.1% 0-00
Volume 363,884 364,407 523 0.1% 2,035,503
Daily Pivots for day following 16-Nov-2016
Classic Woodie Camarilla DeMark
R4 160-14 159-23 156-04
R3 158-15 157-24 155-18
R2 156-16 156-16 155-13
R1 155-25 155-25 155-07 156-05
PP 154-17 154-17 154-17 154-23
S1 153-26 153-26 154-27 154-06
S2 152-18 152-18 154-21
S3 150-19 151-27 154-16
S4 148-20 149-28 153-30
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
5 158-17 152-24 5-25 3.7% 2-05 1.4% 39% False False 401,064
10 164-31 152-24 12-07 7.9% 2-13 1.5% 19% False False 372,944
20 165-10 152-24 12-18 8.1% 1-28 1.2% 18% False False 314,137
40 170-03 152-24 17-11 11.2% 1-20 1.0% 13% False False 274,412
60 171-20 152-24 18-28 12.2% 1-20 1.1% 12% False False 263,898
80 173-07 152-24 20-15 13.2% 1-20 1.1% 11% False False 198,800
100 175-19 152-24 22-27 14.7% 1-19 1.0% 10% False False 159,054
120 175-19 152-24 22-27 14.7% 1-12 0.9% 10% False False 132,545
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 163-21
2.618 160-14
1.618 158-15
1.000 157-08
0.618 156-16
HIGH 155-09
0.618 154-17
0.500 154-10
0.382 154-02
LOW 153-10
0.618 152-03
1.000 151-11
1.618 150-04
2.618 148-05
4.250 144-30
Fisher Pivots for day following 16-Nov-2016
Pivot 1 day 3 day
R1 154-25 154-23
PP 154-17 154-14
S1 154-10 154-04

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

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