ECBOT 30 Year Treasury Bond Future March 2017


Trading Metrics calculated at close of trading on 27-Oct-2016
Day Change Summary
Previous Current
26-Oct-2016 27-Oct-2016 Change Change % Previous Week
Open 163-13 162-05 -1-08 -0.8% 161-25
High 163-23 162-14 -1-09 -0.8% 163-25
Low 162-08 160-11 -1-29 -1.2% 161-09
Close 162-17 161-01 -1-16 -0.9% 163-13
Range 1-15 2-03 0-20 42.5% 2-16
ATR 1-04 1-06 0-02 6.7% 0-00
Volume 185 341 156 84.3% 349
Daily Pivots for day following 27-Oct-2016
Classic Woodie Camarilla DeMark
R4 167-18 166-12 162-06
R3 165-15 164-09 161-19
R2 163-12 163-12 161-13
R1 162-06 162-06 161-07 161-24
PP 161-09 161-09 161-09 161-01
S1 160-03 160-03 160-27 159-21
S2 159-06 159-06 160-21
S3 157-03 158-00 160-15
S4 155-00 155-29 159-28
Weekly Pivots for week ending 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 170-10 169-12 164-25
R3 167-26 166-28 164-03
R2 165-10 165-10 163-28
R1 164-12 164-12 163-20 164-27
PP 162-26 162-26 162-26 163-02
S1 161-28 161-28 163-06 162-11
S2 160-10 160-10 162-30
S3 157-26 159-12 162-23
S4 155-10 156-28 162-01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163-27 160-11 3-16 2.2% 1-12 0.9% 20% False True 185
10 163-27 160-11 3-16 2.2% 1-10 0.8% 20% False True 129
20 168-23 160-11 8-12 5.2% 1-08 0.8% 8% False True 75
40 169-19 160-11 9-08 5.7% 0-25 0.5% 7% False True 38
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-10
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 171-11
2.618 167-29
1.618 165-26
1.000 164-17
0.618 163-23
HIGH 162-14
0.618 161-20
0.500 161-13
0.382 161-05
LOW 160-11
0.618 159-02
1.000 158-08
1.618 156-31
2.618 154-28
4.250 151-14
Fisher Pivots for day following 27-Oct-2016
Pivot 1 day 3 day
R1 161-13 162-01
PP 161-09 161-22
S1 161-05 161-12

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

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