ECBOT 30 Year Treasury Bond Future March 2017

Trading Metrics calculated at close of trading on 30-Sep-2016

Day Change Summary
	Previous	Current
	29-Sep-2016	30-Sep-2016	Change	Change %	Previous Week
Open	167-24	168-23	0-31	0.6%	166-10
High	168-10	168-23	0-13	0.2%	168-23
Low	167-06	166-24	-0-14	-0.3%	166-10
Close	168-07	166-24	-1-15	-0.9%	166-24
Range	1-04	1-31	0-27	75.0%	2-13
ATR	0-24	0-27	0-03	11.4%	0-00
Volume	22	1	-21	-95.5%	27

Daily Pivots for day following 30-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	173-10	172-00	167-27
R3	171-11	170-01	167-09
R2	169-12	169-12	167-04
R1	168-02	168-02	166-30	167-24
PP	167-13	167-13	167-13	167-08
S1	166-03	166-03	166-18	165-24
S2	165-14	165-14	166-12
S3	163-15	164-04	166-07
S4	161-16	162-05	165-21

Weekly Pivots for week ending 30-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	174-15	173-01	168-02
R3	172-02	170-20	167-13
R2	169-21	169-21	167-06
R1	168-07	168-07	166-31	168-30
PP	167-08	167-08	167-08	167-20
S1	165-26	165-26	166-17	166-17
S2	164-27	164-27	166-10
S3	162-14	163-13	166-03
S4	160-01	161-00	165-14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	168-23	166-10	2-13	1.4%	1-03	0.7%	18%	True	False	5
10	168-23	164-15	4-08	2.5%	0-24	0.5%	54%	True	False	3
20	169-19	163-30	5-21	3.4%	0-13	0.3%	50%	False	False	1

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	0-04
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	177-03
2.618	173-28
1.618	171-29
1.000	170-22
0.618	169-30
HIGH	168-23
0.618	167-31
0.500	167-24
0.382	167-16
LOW	166-24
0.618	165-17
1.000	164-25
1.618	163-18
2.618	161-19
4.250	158-12

Fisher Pivots for day following 30-Sep-2016
Pivot	1 day	3 day
R1	167-24	167-24
PP	167-13	167-13
S1	167-03	167-03

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