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