ECBOT 30 Year Treasury Bond Future March 2017

Trading Metrics calculated at close of trading on 16-Sep-2016

Day Change Summary
	Previous	Current
	15-Sep-2016	16-Sep-2016	Change	Change %	Previous Week
Open	164-09	163-30	-0-11	-0.2%	165-21
High	164-09	164-18	0-09	0.2%	165-21
Low	164-09	163-30	-0-11	-0.2%	163-30
Close	164-09	164-17	0-08	0.2%	164-17
Range	0-00	0-20	0-20		1-23
ATR	0-00	0-23	0-23		0-00
Volume	0	4	4		6

Daily Pivots for day following 16-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	166-07	166-00	164-28
R3	165-19	165-12	164-23
R2	164-31	164-31	164-21
R1	164-24	164-24	164-19	164-28
PP	164-11	164-11	164-11	164-13
S1	164-04	164-04	164-15	164-08
S2	163-23	163-23	164-13
S3	163-03	163-16	164-12
S4	162-15	162-28	164-06

Weekly Pivots for week ending 16-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	169-28	168-29	165-15
R3	168-05	167-06	165-00
R2	166-14	166-14	164-27
R1	165-15	165-15	164-22	165-03
PP	164-23	164-23	164-23	164-17
S1	163-24	163-24	164-12	163-12
S2	163-00	163-00	164-07
S3	161-09	162-01	164-02
S4	159-18	160-10	163-19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	165-21	163-30	1-23	1.0%	0-05	0.1%	35%	False	True	1
10	169-19	163-30	5-21	3.4%	0-03	0.0%	10%	False	True

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-00
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	167-07
2.618	166-06
1.618	165-18
1.000	165-06
0.618	164-30
HIGH	164-18
0.618	164-10
0.500	164-08
0.382	164-06
LOW	163-30
0.618	163-18
1.000	163-10
1.618	162-30
2.618	162-10
4.250	161-09

Fisher Pivots for day following 16-Sep-2016
Pivot	1 day	3 day
R1	164-14	164-15
PP	164-11	164-13
S1	164-08	164-11

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