ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 02-Dec-2016
Day Change Summary
Previous Current
01-Dec-2016 02-Dec-2016 Change Change % Previous Week
Open 152-11 150-22 -1-21 -1.1% 153-04
High 152-12 152-08 -0-04 -0.1% 154-11
Low 149-24 150-22 0-30 0.6% 149-24
Close 150-28 151-28 1-00 0.7% 151-28
Range 2-20 1-18 -1-02 -40.5% 4-19
ATR 1-29 1-28 -0-01 -1.2% 0-00
Volume 19,987 10,365 -9,622 -48.1% 820,073
Daily Pivots for day following 02-Dec-2016
Classic Woodie Camarilla DeMark
R4 156-09 155-21 152-24
R3 154-23 154-03 152-10
R2 153-05 153-05 152-05
R1 152-17 152-17 152-01 152-27
PP 151-19 151-19 151-19 151-24
S1 150-31 150-31 151-23 151-09
S2 150-01 150-01 151-19
S3 148-15 149-13 151-14
S4 146-29 147-27 151-00
Weekly Pivots for week ending 02-Dec-2016
Classic Woodie Camarilla DeMark
R4 165-25 163-13 154-13
R3 161-06 158-26 153-04
R2 156-19 156-19 152-23
R1 154-07 154-07 152-09 153-04
PP 152-00 152-00 152-00 151-14
S1 149-20 149-20 151-15 148-16
S2 147-13 147-13 151-01
S3 142-26 145-01 150-20
S4 138-07 140-14 149-11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 154-11 149-24 4-19 3.0% 1-26 1.2% 46% False False 164,014
10 154-11 149-24 4-19 3.0% 1-21 1.1% 46% False False 258,709
20 164-31 149-24 15-07 10.0% 2-02 1.4% 14% False False 320,278
40 165-18 149-24 15-26 10.4% 1-22 1.1% 13% False False 282,892
60 170-03 149-24 20-11 13.4% 1-21 1.1% 10% False False 269,555
80 172-14 149-24 22-22 14.9% 1-20 1.1% 9% False False 235,127
100 173-20 149-24 23-28 15.7% 1-20 1.1% 9% False False 188,162
120 175-19 149-24 25-27 17.0% 1-17 1.0% 8% False False 156,807
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 158-28
2.618 156-11
1.618 154-25
1.000 153-26
0.618 153-07
HIGH 152-08
0.618 151-21
0.500 151-15
0.382 151-09
LOW 150-22
0.618 149-23
1.000 149-04
1.618 148-05
2.618 146-19
4.250 144-02
Fisher Pivots for day following 02-Dec-2016
Pivot 1 day 3 day
R1 151-24 152-02
PP 151-19 152-00
S1 151-15 151-30

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

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