ECBOT 30 Year Treasury Bond Future September 2016


Trading Metrics calculated at close of trading on 24-May-2016
Day Change Summary
Previous Current
23-May-2016 24-May-2016 Change Change % Previous Week
Open 163-02 163-08 0-06 0.1% 165-12
High 163-20 163-18 -0-02 0.0% 165-17
Low 162-24 162-01 -0-23 -0.4% 161-24
Close 163-03 162-21 -0-14 -0.3% 162-28
Range 0-28 1-17 0-21 75.0% 3-25
ATR 1-09 1-10 0-01 1.4% 0-00
Volume 59,356 164,796 105,440 177.6% 31,481
Daily Pivots for day following 24-May-2016
Classic Woodie Camarilla DeMark
R4 167-11 166-17 163-16
R3 165-26 165-00 163-02
R2 164-09 164-09 162-30
R1 163-15 163-15 162-25 163-04
PP 162-24 162-24 162-24 162-18
S1 161-30 161-30 162-17 161-18
S2 161-07 161-07 162-12
S3 159-22 160-13 162-08
S4 158-05 158-28 161-26
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
5 164-11 161-24 2-19 1.6% 1-14 0.9% 35% False False 50,381
10 165-17 161-24 3-25 2.3% 1-10 0.8% 24% False False 25,841
20 165-17 160-01 5-16 3.4% 1-11 0.8% 48% False False 13,241
40 165-27 159-20 6-07 3.8% 1-07 0.7% 49% False False 6,713
60 165-27 159-20 6-07 3.8% 0-29 0.6% 49% False False 4,477
80 168-22 159-06 9-16 5.8% 0-24 0.5% 37% False False 3,358
100 168-22 152-12 16-10 10.0% 0-20 0.4% 63% False False 2,686
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 170-02
2.618 167-18
1.618 166-01
1.000 165-03
0.618 164-16
HIGH 163-18
0.618 162-31
0.500 162-26
0.382 162-20
LOW 162-01
0.618 161-03
1.000 160-16
1.618 159-18
2.618 158-01
4.250 155-17
Fisher Pivots for day following 24-May-2016
Pivot 1 day 3 day
R1 162-26 162-26
PP 162-24 162-25
S1 162-22 162-23

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

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