ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 13-Dec-2016
Day Change Summary
Previous Current
12-Dec-2016 13-Dec-2016 Change Change % Previous Week
Open 149-20 150-06 0-18 0.4% 152-12
High 150-04 151-03 0-31 0.6% 152-30
Low 148-24 149-31 1-07 0.8% 149-15
Close 150-00 150-07 0-07 0.1% 149-28
Range 1-12 1-04 -0-08 -18.2% 3-15
ATR 1-25 1-23 -0-01 -2.6% 0-00
Volume 1,911 4,160 2,249 117.7% 17,462
Daily Pivots for day following 13-Dec-2016
Classic Woodie Camarilla DeMark
R4 153-26 153-04 150-27
R3 152-22 152-00 150-17
R2 151-18 151-18 150-14
R1 150-28 150-28 150-10 151-07
PP 150-14 150-14 150-14 150-19
S1 149-24 149-24 150-04 150-03
S2 149-10 149-10 150-00
S3 148-06 148-20 149-29
S4 147-02 147-16 149-19
Weekly Pivots for week ending 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 161-05 159-00 151-25
R3 157-22 155-17 150-27
R2 154-07 154-07 150-16
R1 152-02 152-02 150-06 151-13
PP 150-24 150-24 150-24 150-14
S1 148-19 148-19 149-18 147-30
S2 147-09 147-09 149-08
S3 143-26 145-04 148-29
S4 140-11 141-21 147-31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 152-25 148-24 4-01 2.7% 1-15 1.0% 36% False False 2,210
10 154-11 148-24 5-19 3.7% 1-24 1.2% 26% False False 14,401
20 155-16 148-24 6-24 4.5% 1-20 1.1% 22% False False 183,159
40 165-10 148-24 16-18 11.0% 1-23 1.1% 9% False False 242,634
60 170-03 148-24 21-11 14.2% 1-20 1.1% 7% False False 239,456
80 171-20 148-24 22-28 15.2% 1-20 1.1% 6% False False 235,288
100 173-07 148-24 24-15 16.3% 1-20 1.1% 6% False False 188,390
120 175-19 148-24 26-27 17.9% 1-19 1.1% 5% False False 157,003
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
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 0-07
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 155-28
2.618 154-01
1.618 152-29
1.000 152-07
0.618 151-25
HIGH 151-03
0.618 150-21
0.500 150-17
0.382 150-13
LOW 149-31
0.618 149-09
1.000 148-27
1.618 148-05
2.618 147-01
4.250 145-06
Fisher Pivots for day following 13-Dec-2016
Pivot 1 day 3 day
R1 150-17 150-04
PP 150-14 150-01
S1 150-10 149-30

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

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