ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 18-Nov-2016
Day Change Summary
Previous Current
17-Nov-2016 18-Nov-2016 Change Change % Previous Week
Open 155-07 153-07 -2-00 -1.3% 155-09
High 155-12 154-08 -1-04 -0.7% 155-16
Low 153-04 152-12 -0-24 -0.5% 152-12
Close 153-25 153-05 -0-20 -0.4% 153-05
Range 2-08 1-28 -0-12 -16.7% 3-04
ATR 1-31 1-31 0-00 -0.3% 0-00
Volume 324,265 373,786 49,521 15.3% 1,907,728
Daily Pivots for day following 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 158-28 157-29 154-06
R3 157-00 156-01 153-22
R2 155-04 155-04 153-16
R1 154-05 154-05 153-11 153-23
PP 153-08 153-08 153-08 153-01
S1 152-09 152-09 153-00 151-27
S2 151-12 151-12 152-26
S3 149-16 150-13 152-21
S4 147-20 148-17 152-04
Weekly Pivots for week ending 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 163-02 161-07 154-28
R3 159-30 158-03 154-01
R2 156-26 156-26 153-23
R1 154-31 154-31 153-14 154-11
PP 153-22 153-22 153-22 153-11
S1 151-27 151-27 152-28 151-07
S2 150-18 150-18 152-19
S3 147-14 148-23 152-10
S4 144-10 145-19 151-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 155-16 152-12 3-04 2.0% 2-03 1.4% 25% False True 381,545
10 164-31 152-12 12-19 8.2% 2-17 1.7% 6% False True 394,323
20 165-10 152-12 12-30 8.4% 1-31 1.3% 6% False True 326,349
40 170-03 152-12 17-23 11.6% 1-22 1.1% 4% False True 281,675
60 171-20 152-12 19-08 12.6% 1-22 1.1% 4% False True 270,323
80 173-07 152-12 20-27 13.6% 1-21 1.1% 4% False True 207,523
100 175-19 152-12 23-07 15.2% 1-20 1.1% 3% False True 166,033
120 175-19 152-12 23-07 15.2% 1-14 0.9% 3% False True 138,362
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 0-23
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 162-07
2.618 159-05
1.618 157-09
1.000 156-04
0.618 155-13
HIGH 154-08
0.618 153-17
0.500 153-10
0.382 153-03
LOW 152-12
0.618 151-07
1.000 150-16
1.618 149-11
2.618 147-15
4.250 144-13
Fisher Pivots for day following 18-Nov-2016
Pivot 1 day 3 day
R1 153-10 153-28
PP 153-08 153-20
S1 153-07 153-13

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

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