ECBOT 30 Year Treasury Bond Future March 2017


Trading Metrics calculated at close of trading on 29-Nov-2016
Day Change Summary
Previous Current
28-Nov-2016 29-Nov-2016 Change Change % Previous Week
Open 151-24 152-11 0-19 0.4% 151-19
High 152-17 153-00 0-15 0.3% 152-28
Low 151-24 151-24 0-00 0.0% 150-08
Close 152-11 152-25 0-14 0.3% 151-14
Range 0-25 1-08 0-15 60.0% 2-20
ATR 1-22 1-21 -0-01 -1.8% 0-00
Volume 321,603 213,667 -107,936 -33.6% 437,722
Daily Pivots for day following 29-Nov-2016
Classic Woodie Camarilla DeMark
R4 156-08 155-25 153-15
R3 155-00 154-17 153-04
R2 153-24 153-24 153-00
R1 153-09 153-09 152-29 153-17
PP 152-16 152-16 152-16 152-20
S1 152-01 152-01 152-21 152-09
S2 151-08 151-08 152-18
S3 150-00 150-25 152-14
S4 148-24 149-17 152-03
Weekly Pivots for week ending 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 159-13 158-01 152-28
R3 156-25 155-13 152-05
R2 154-05 154-05 151-29
R1 152-25 152-25 151-22 152-05
PP 151-17 151-17 151-17 151-06
S1 150-05 150-05 151-06 149-17
S2 148-29 148-29 150-31
S3 146-09 147-17 150-23
S4 143-21 144-29 150-00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153-00 150-08 2-24 1.8% 1-10 0.9% 92% True False 184,838
10 154-03 150-08 3-27 2.5% 1-16 1.0% 66% False False 99,471
20 163-17 150-08 13-09 8.7% 1-28 1.2% 19% False False 50,649
40 166-27 150-08 16-19 10.9% 1-17 1.0% 15% False False 25,406
60 169-19 150-08 19-11 12.7% 1-06 0.8% 13% False False 16,938
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 158-10
2.618 156-09
1.618 155-01
1.000 154-08
0.618 153-25
HIGH 153-00
0.618 152-17
0.500 152-12
0.382 152-07
LOW 151-24
0.618 150-31
1.000 150-16
1.618 149-23
2.618 148-15
4.250 146-14
Fisher Pivots for day following 29-Nov-2016
Pivot 1 day 3 day
R1 152-21 152-15
PP 152-16 152-04
S1 152-12 151-26

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

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