ECBOT 30 Year Treasury Bond Future March 2017


Trading Metrics calculated at close of trading on 10-Oct-2016
Day Change Summary
Previous Current
07-Oct-2016 10-Oct-2016 Change Change % Previous Week
Open 163-16 162-21 -0-27 -0.5% 167-04
High 164-02 163-23 -0-11 -0.2% 167-07
Low 162-30 162-12 -0-18 -0.3% 162-30
Close 163-16 162-24 -0-24 -0.5% 163-16
Range 1-04 1-11 0-07 19.4% 4-09
ATR 0-31 1-00 0-01 2.7% 0-00
Volume 1 1 0 0.0% 23
Daily Pivots for day following 10-Oct-2016
Classic Woodie Camarilla DeMark
R4 166-31 166-07 163-16
R3 165-20 164-28 163-04
R2 164-09 164-09 163-00
R1 163-17 163-17 162-28 163-29
PP 162-30 162-30 162-30 163-05
S1 162-06 162-06 162-20 162-18
S2 161-19 161-19 162-16
S3 160-08 160-27 162-12
S4 158-29 159-16 162-00
Weekly Pivots for week ending 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 177-13 174-23 165-27
R3 173-04 170-14 164-22
R2 168-27 168-27 164-09
R1 166-05 166-05 163-29 165-12
PP 164-18 164-18 164-18 164-05
S1 161-28 161-28 163-03 161-02
S2 160-09 160-09 162-23
S3 156-00 157-19 162-10
S4 151-23 153-10 161-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 166-27 162-12 4-15 2.7% 1-12 0.8% 8% False True 4
10 168-23 162-12 6-11 3.9% 1-07 0.8% 6% False True 5
20 168-23 162-12 6-11 3.9% 0-26 0.5% 6% False True 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 169-14
2.618 167-08
1.618 165-29
1.000 165-02
0.618 164-18
HIGH 163-23
0.618 163-07
0.500 163-02
0.382 162-28
LOW 162-12
0.618 161-17
1.000 161-01
1.618 160-06
2.618 158-27
4.250 156-21
Fisher Pivots for day following 10-Oct-2016
Pivot 1 day 3 day
R1 163-02 163-19
PP 162-30 163-10
S1 162-27 163-01

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

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