ECBOT 30 Year Treasury Bond Future March 2017


Trading Metrics calculated at close of trading on 30-Nov-2016
Day Change Summary
Previous Current
29-Nov-2016 30-Nov-2016 Change Change % Previous Week
Open 152-11 152-28 0-17 0.3% 151-19
High 153-00 153-01 0-01 0.0% 152-28
Low 151-24 150-04 -1-20 -1.1% 150-08
Close 152-25 151-09 -1-16 -1.0% 151-14
Range 1-08 2-29 1-21 132.5% 2-20
ATR 1-21 1-24 0-03 5.5% 0-00
Volume 213,667 466,286 252,619 118.2% 437,722
Daily Pivots for day following 30-Nov-2016
Classic Woodie Camarilla DeMark
R4 160-06 158-21 152-28
R3 157-09 155-24 152-03
R2 154-12 154-12 151-26
R1 152-27 152-27 151-18 152-05
PP 151-15 151-15 151-15 151-05
S1 149-30 149-30 151-00 149-08
S2 148-18 148-18 150-24
S3 145-21 147-01 150-15
S4 142-24 144-04 149-22
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
5 153-01 150-04 2-29 1.9% 1-22 1.1% 40% True True 253,466
10 153-31 150-04 3-27 2.5% 1-21 1.1% 30% False True 145,770
20 163-17 150-04 13-13 8.9% 1-30 1.3% 9% False True 73,918
40 165-09 150-04 15-05 10.0% 1-18 1.0% 8% False True 37,063
60 169-19 150-04 19-15 12.9% 1-07 0.8% 6% False True 24,709
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 0-12
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 165-12
2.618 160-20
1.618 157-23
1.000 155-30
0.618 154-26
HIGH 153-01
0.618 151-29
0.500 151-19
0.382 151-08
LOW 150-04
0.618 148-11
1.000 147-07
1.618 145-14
2.618 142-17
4.250 137-25
Fisher Pivots for day following 30-Nov-2016
Pivot 1 day 3 day
R1 151-19 151-19
PP 151-15 151-15
S1 151-12 151-12

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

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