ECBOT 30 Year Treasury Bond Future March 2017


Trading Metrics calculated at close of trading on 05-Dec-2016
Day Change Summary
Previous Current
02-Dec-2016 05-Dec-2016 Change Change % Previous Week
Open 149-11 150-31 1-20 1.1% 151-24
High 150-29 151-19 0-22 0.5% 153-01
Low 149-10 149-11 0-01 0.0% 148-11
Close 150-16 150-24 0-08 0.2% 150-16
Range 1-19 2-08 0-21 41.2% 4-22
ATR 1-26 1-27 0-01 1.8% 0-00
Volume 312,495 279,811 -32,684 -10.5% 1,714,440
Daily Pivots for day following 05-Dec-2016
Classic Woodie Camarilla DeMark
R4 157-10 156-09 152-00
R3 155-02 154-01 151-12
R2 152-26 152-26 151-05
R1 151-25 151-25 150-31 151-06
PP 150-18 150-18 150-18 150-08
S1 149-17 149-17 150-17 148-30
S2 148-10 148-10 150-11
S3 146-02 147-09 150-04
S4 143-26 145-01 149-16
Weekly Pivots for week ending 02-Dec-2016
Classic Woodie Camarilla DeMark
R4 164-22 162-09 153-02
R3 160-00 157-19 151-25
R2 155-10 155-10 151-12
R1 152-29 152-29 150-30 151-25
PP 150-20 150-20 150-20 150-02
S1 148-07 148-07 150-02 147-03
S2 145-30 145-30 149-20
S3 141-08 143-17 149-07
S4 136-18 138-27 147-30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153-01 148-11 4-22 3.1% 2-04 1.4% 51% False False 334,529
10 153-01 148-11 4-22 3.1% 1-22 1.1% 51% False False 243,197
20 163-17 148-11 15-06 10.1% 2-02 1.4% 16% False False 123,440
40 163-29 148-11 15-18 10.3% 1-20 1.1% 15% False False 61,880
60 168-23 148-11 20-12 13.5% 1-11 0.9% 12% False False 41,254
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 0-09
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 161-05
2.618 157-15
1.618 155-07
1.000 153-27
0.618 152-31
HIGH 151-19
0.618 150-23
0.500 150-15
0.382 150-07
LOW 149-11
0.618 147-31
1.000 147-03
1.618 145-23
2.618 143-15
4.250 139-25
Fisher Pivots for day following 05-Dec-2016
Pivot 1 day 3 day
R1 150-21 150-16
PP 150-18 150-07
S1 150-15 149-31

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

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