ECBOT 30 Year Treasury Bond Future March 2017


Trading Metrics calculated at close of trading on 07-Dec-2016
Day Change Summary
Previous Current
06-Dec-2016 07-Dec-2016 Change Change % Previous Week
Open 150-22 150-13 -0-09 -0.2% 151-24
High 150-31 151-14 0-15 0.3% 153-01
Low 150-04 150-07 0-03 0.1% 148-11
Close 150-09 151-06 0-29 0.6% 150-16
Range 0-27 1-07 0-12 44.4% 4-22
ATR 1-25 1-23 -0-01 -2.2% 0-00
Volume 174,326 175,388 1,062 0.6% 1,714,440
Daily Pivots for day following 07-Dec-2016
Classic Woodie Camarilla DeMark
R4 154-19 154-04 151-27
R3 153-12 152-29 151-17
R2 152-05 152-05 151-13
R1 151-22 151-22 151-10 151-29
PP 150-30 150-30 150-30 151-02
S1 150-15 150-15 151-02 150-23
S2 149-23 149-23 150-31
S3 148-16 149-08 150-27
S4 147-09 148-01 150-17
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
5 151-19 148-11 3-08 2.1% 1-23 1.1% 87% False False 268,481
10 153-01 148-11 4-22 3.1% 1-22 1.1% 61% False False 260,974
20 163-17 148-11 15-06 10.0% 2-03 1.4% 19% False False 140,814
40 163-29 148-11 15-18 10.3% 1-20 1.1% 18% False False 70,623
60 168-23 148-11 20-12 13.5% 1-12 0.9% 14% False False 47,083
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 0-08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 156-20
2.618 154-20
1.618 153-13
1.000 152-21
0.618 152-06
HIGH 151-14
0.618 150-31
0.500 150-27
0.382 150-22
LOW 150-07
0.618 149-15
1.000 149-00
1.618 148-08
2.618 147-01
4.250 145-01
Fisher Pivots for day following 07-Dec-2016
Pivot 1 day 3 day
R1 151-02 150-30
PP 150-30 150-23
S1 150-27 150-15

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

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