ECBOT 30 Year Treasury Bond Future March 2017


Trading Metrics calculated at close of trading on 15-Nov-2016
Day Change Summary
Previous Current
14-Nov-2016 15-Nov-2016 Change Change % Previous Week
Open 153-29 152-21 -1-08 -0.8% 161-11
High 153-31 154-03 0-04 0.1% 163-17
Low 151-12 152-17 1-05 0.8% 153-20
Close 153-00 152-29 -0-03 -0.1% 153-24
Range 2-19 1-18 -1-01 -39.8% 9-29
ATR 1-26 1-25 -0-01 -1.0% 0-00
Volume 3,610 3,296 -314 -8.7% 11,514
Daily Pivots for day following 15-Nov-2016
Classic Woodie Camarilla DeMark
R4 157-28 156-30 153-25
R3 156-10 155-12 153-11
R2 154-24 154-24 153-06
R1 153-26 153-26 153-02 154-09
PP 153-06 153-06 153-06 153-13
S1 152-08 152-08 152-24 152-23
S2 151-20 151-20 152-20
S3 150-02 150-22 152-15
S4 148-16 149-04 152-02
Weekly Pivots for week ending 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 186-22 180-04 159-06
R3 176-25 170-07 156-15
R2 166-28 166-28 155-18
R1 160-10 160-10 154-21 158-21
PP 156-31 156-31 156-31 156-04
S1 150-13 150-13 152-27 148-23
S2 147-02 147-02 151-30
S3 137-05 140-16 151-01
S4 127-08 130-19 148-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163-17 151-12 12-05 8.0% 3-10 2.2% 13% False False 3,235
10 163-17 151-12 12-05 8.0% 2-07 1.5% 13% False False 2,067
20 163-27 151-12 12-15 8.2% 1-24 1.1% 12% False False 1,223
40 168-23 151-12 17-11 11.3% 1-12 0.9% 9% False False 622
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 160-24
2.618 158-06
1.618 156-20
1.000 155-21
0.618 155-02
HIGH 154-03
0.618 153-16
0.500 153-10
0.382 153-04
LOW 152-17
0.618 151-18
1.000 150-31
1.618 150-00
2.618 148-14
4.250 145-29
Fisher Pivots for day following 15-Nov-2016
Pivot 1 day 3 day
R1 153-10 153-05
PP 153-06 153-02
S1 153-01 153-00

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

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