ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 30-Nov-2016
Day Change Summary
Previous Current
29-Nov-2016 30-Nov-2016 Change Change % Previous Week
Open 153-24 154-06 0-14 0.3% 152-29
High 154-11 154-11 0-00 0.0% 154-09
Low 153-03 151-16 -1-19 -1.0% 151-19
Close 154-04 152-21 -1-15 -1.0% 152-26
Range 1-08 2-27 1-19 127.5% 2-22
ATR 1-24 1-26 0-03 4.6% 0-00
Volume 262,872 90,128 -172,744 -65.7% 1,393,235
Daily Pivots for day following 30-Nov-2016
Classic Woodie Camarilla DeMark
R4 161-12 159-27 154-07
R3 158-17 157-00 153-14
R2 155-22 155-22 153-06
R1 154-05 154-05 152-29 153-16
PP 152-27 152-27 152-27 152-16
S1 151-10 151-10 152-13 150-21
S2 150-00 150-00 152-04
S3 147-05 148-15 151-28
S4 144-10 145-20 151-03
Weekly Pivots for week ending 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 160-31 159-18 154-09
R3 158-09 156-28 153-18
R2 155-19 155-19 153-10
R1 154-06 154-06 153-02 153-18
PP 152-29 152-29 152-29 152-18
S1 151-16 151-16 152-18 150-28
S2 150-07 150-07 152-10
S3 147-17 148-26 152-02
S4 144-27 146-04 151-11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 154-11 151-16 2-27 1.9% 1-22 1.1% 41% True True 303,121
10 155-12 151-16 3-28 2.5% 1-21 1.1% 30% False True 324,541
20 164-31 151-16 13-15 8.8% 2-00 1.3% 9% False True 345,634
40 166-27 151-16 15-11 10.1% 1-21 1.1% 8% False True 295,151
60 171-16 151-16 20-00 13.1% 1-20 1.1% 6% False True 277,779
80 172-14 151-16 20-30 13.7% 1-20 1.1% 6% False True 234,772
100 174-06 151-16 22-22 14.9% 1-20 1.1% 5% False True 187,860
120 175-19 151-16 24-03 15.8% 1-16 1.0% 5% False True 156,554
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-12
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 166-14
2.618 161-25
1.618 158-30
1.000 157-06
0.618 156-03
HIGH 154-11
0.618 153-08
0.500 152-30
0.382 152-19
LOW 151-16
0.618 149-24
1.000 148-21
1.618 146-29
2.618 144-02
4.250 139-13
Fisher Pivots for day following 30-Nov-2016
Pivot 1 day 3 day
R1 152-30 152-30
PP 152-27 152-27
S1 152-24 152-24

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.