ECBOT 30 Year Treasury Bond Future September 2016


Trading Metrics calculated at close of trading on 23-May-2016
Day Change Summary
Previous Current
20-May-2016 23-May-2016 Change Change % Previous Week
Open 162-24 163-02 0-10 0.2% 165-12
High 163-06 163-20 0-14 0.3% 165-17
Low 162-06 162-24 0-18 0.3% 161-24
Close 162-28 163-03 0-07 0.1% 162-28
Range 1-00 0-28 -0-04 -12.5% 3-25
ATR 1-10 1-09 -0-01 -2.4% 0-00
Volume 11,462 59,356 47,894 417.9% 31,481
Daily Pivots for day following 23-May-2016
Classic Woodie Camarilla DeMark
R4 165-25 165-10 163-18
R3 164-29 164-14 163-11
R2 164-01 164-01 163-08
R1 163-18 163-18 163-06 163-26
PP 163-05 163-05 163-05 163-09
S1 162-22 162-22 163-00 162-30
S2 162-09 162-09 162-30
S3 161-13 161-26 162-27
S4 160-17 160-30 162-20
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 174-23 172-19 164-31
R3 170-30 168-26 163-29
R2 167-05 167-05 163-18
R1 165-01 165-01 163-07 164-07
PP 163-12 163-12 163-12 162-31
S1 161-08 161-08 162-17 160-13
S2 159-19 159-19 162-06
S3 155-26 157-15 161-27
S4 152-01 153-22 160-25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164-27 161-24 3-03 1.9% 1-10 0.8% 43% False False 17,819
10 165-17 161-24 3-25 2.3% 1-08 0.8% 36% False False 9,401
20 165-17 159-20 5-29 3.6% 1-10 0.8% 59% False False 5,033
40 165-27 159-20 6-07 3.8% 1-06 0.7% 56% False False 2,594
60 165-27 159-20 6-07 3.8% 0-28 0.5% 56% False False 1,730
80 168-22 159-06 9-16 5.8% 0-24 0.5% 41% False False 1,298
100 168-22 151-30 16-24 10.3% 0-19 0.4% 67% False False 1,038
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-07
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 167-11
2.618 165-29
1.618 165-01
1.000 164-16
0.618 164-05
HIGH 163-20
0.618 163-09
0.500 163-06
0.382 163-03
LOW 162-24
0.618 162-07
1.000 161-28
1.618 161-11
2.618 160-15
4.250 159-01
Fisher Pivots for day following 23-May-2016
Pivot 1 day 3 day
R1 163-06 163-00
PP 163-05 162-29
S1 163-04 162-26

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

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