ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 21-Nov-2016
Day Change Summary
Previous Current
18-Nov-2016 21-Nov-2016 Change Change % Previous Week
Open 153-07 152-29 -0-10 -0.2% 155-09
High 154-08 153-28 -0-12 -0.2% 155-16
Low 152-12 152-26 0-14 0.3% 152-12
Close 153-05 153-06 0-01 0.0% 153-05
Range 1-28 1-02 -0-26 -43.3% 3-04
ATR 1-31 1-29 -0-02 -3.3% 0-00
Volume 373,786 280,489 -93,297 -25.0% 1,907,728
Daily Pivots for day following 21-Nov-2016
Classic Woodie Camarilla DeMark
R4 156-15 155-29 153-25
R3 155-13 154-27 153-15
R2 154-11 154-11 153-12
R1 153-25 153-25 153-09 154-02
PP 153-09 153-09 153-09 153-14
S1 152-23 152-23 153-03 153-00
S2 152-07 152-07 153-00
S3 151-05 151-21 152-29
S4 150-03 150-19 152-19
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% 1-24 1.2% 26% False False 341,366
10 164-31 152-12 12-19 8.2% 2-18 1.7% 6% False False 405,855
20 165-05 152-12 12-25 8.3% 1-31 1.3% 6% False False 330,816
40 170-03 152-12 17-23 11.6% 1-22 1.1% 5% False False 284,501
60 171-16 152-12 19-04 12.5% 1-21 1.1% 4% False False 271,649
80 173-02 152-12 20-22 13.5% 1-20 1.1% 4% False False 211,022
100 175-19 152-12 23-07 15.2% 1-20 1.1% 3% False False 168,838
120 175-19 152-12 23-07 15.2% 1-14 0.9% 3% False False 140,700
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-23
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 158-12
2.618 156-21
1.618 155-19
1.000 154-30
0.618 154-17
HIGH 153-28
0.618 153-15
0.500 153-11
0.382 153-07
LOW 152-26
0.618 152-05
1.000 151-24
1.618 151-03
2.618 150-01
4.250 148-10
Fisher Pivots for day following 21-Nov-2016
Pivot 1 day 3 day
R1 153-11 153-28
PP 153-09 153-21
S1 153-08 153-13

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.