ECBOT 30 Year Treasury Bond Future March 2017


Trading Metrics calculated at close of trading on 26-Sep-2016
Day Change Summary
Previous Current
23-Sep-2016 26-Sep-2016 Change Change % Previous Week
Open 166-22 166-10 -0-12 -0.2% 164-19
High 166-22 167-04 0-14 0.3% 166-22
Low 166-22 166-10 -0-12 -0.2% 164-15
Close 166-22 167-04 0-14 0.3% 166-22
Range 0-00 0-26 0-26 2-07
ATR 0-23 0-23 0-00 0.9% 0-00
Volume 0 1 1 3
Daily Pivots for day following 26-Sep-2016
Classic Woodie Camarilla DeMark
R4 169-09 169-01 167-18
R3 168-15 168-07 167-11
R2 167-21 167-21 167-09
R1 167-13 167-13 167-06 167-17
PP 166-27 166-27 166-27 166-30
S1 166-19 166-19 167-02 166-23
S2 166-01 166-01 166-31
S3 165-07 165-25 166-29
S4 164-13 164-31 166-22
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 172-19 171-28 167-29
R3 170-12 169-21 167-10
R2 168-05 168-05 167-03
R1 167-14 167-14 166-29 167-25
PP 165-30 165-30 165-30 166-04
S1 165-07 165-07 166-15 165-19
S2 163-23 163-23 166-09
S3 161-16 163-00 166-02
S4 159-09 160-25 165-15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 167-04 164-15 2-21 1.6% 0-19 0.4% 100% True False
10 167-04 163-30 3-06 1.9% 0-12 0.2% 100% True False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-01
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 170-18
2.618 169-08
1.618 168-14
1.000 167-30
0.618 167-20
HIGH 167-04
0.618 166-26
0.500 166-23
0.382 166-20
LOW 166-10
0.618 165-26
1.000 165-16
1.618 165-00
2.618 164-06
4.250 162-28
Fisher Pivots for day following 26-Sep-2016
Pivot 1 day 3 day
R1 167-00 167-00
PP 166-27 166-27
S1 166-23 166-23

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

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