ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 23-Nov-2016
Day Change Summary
Previous Current
22-Nov-2016 23-Nov-2016 Change Change % Previous Week
Open 153-24 153-14 -0-10 -0.2% 155-09
High 154-09 153-22 -0-19 -0.4% 155-16
Low 153-06 151-19 -1-19 -1.0% 152-12
Close 153-08 152-29 -0-11 -0.2% 153-05
Range 1-03 2-03 1-00 91.4% 3-04
ATR 1-27 1-27 0-01 1.0% 0-00
Volume 386,860 500,917 114,057 29.5% 1,907,728
Daily Pivots for day following 23-Nov-2016
Classic Woodie Camarilla DeMark
R4 159-00 158-02 154-02
R3 156-29 155-31 153-15
R2 154-26 154-26 153-09
R1 153-28 153-28 153-03 153-10
PP 152-23 152-23 152-23 152-14
S1 151-25 151-25 152-23 151-07
S2 150-20 150-20 152-17
S3 148-17 149-22 152-11
S4 146-14 147-19 151-24
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
5 155-12 151-19 3-25 2.5% 1-22 1.1% 35% False True 373,263
10 158-17 151-19 6-30 4.5% 1-29 1.2% 19% False True 387,163
20 164-31 151-19 13-12 8.7% 1-31 1.3% 10% False True 352,674
40 170-01 151-19 18-14 12.1% 1-22 1.1% 7% False True 295,695
60 171-16 151-19 19-29 13.0% 1-21 1.1% 7% False True 277,991
80 172-14 151-19 20-27 13.6% 1-20 1.1% 6% False True 222,108
100 175-19 151-19 24-00 15.7% 1-20 1.1% 5% False True 177,714
120 175-19 151-19 24-00 15.7% 1-15 1.0% 5% False True 148,098
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-14
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 162-19
2.618 159-05
1.618 157-02
1.000 155-25
0.618 154-31
HIGH 153-22
0.618 152-28
0.500 152-21
0.382 152-13
LOW 151-19
0.618 150-10
1.000 149-16
1.618 148-07
2.618 146-04
4.250 142-22
Fisher Pivots for day following 23-Nov-2016
Pivot 1 day 3 day
R1 152-26 152-30
PP 152-23 152-30
S1 152-21 152-29

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.