ECBOT 30 Year Treasury Bond Future September 2016


Trading Metrics calculated at close of trading on 26-May-2016
Day Change Summary
Previous Current
25-May-2016 26-May-2016 Change Change % Previous Week
Open 162-24 162-12 -0-12 -0.2% 165-12
High 163-00 163-08 0-08 0.2% 165-17
Low 162-04 162-05 0-01 0.0% 161-24
Close 162-07 163-06 0-31 0.6% 162-28
Range 0-28 1-03 0-07 25.0% 3-25
ATR 1-09 1-08 0-00 -1.0% 0-00
Volume 250,451 227,913 -22,538 -9.0% 31,481
Daily Pivots for day following 26-May-2016
Classic Woodie Camarilla DeMark
R4 166-05 165-24 163-25
R3 165-02 164-21 163-16
R2 163-31 163-31 163-12
R1 163-18 163-18 163-09 163-24
PP 162-28 162-28 162-28 162-31
S1 162-15 162-15 163-03 162-22
S2 161-25 161-25 163-00
S3 160-22 161-12 162-28
S4 159-19 160-09 162-19
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
5 163-20 162-01 1-19 1.0% 1-02 0.7% 73% False False 142,795
10 165-17 161-24 3-25 2.3% 1-09 0.8% 38% False False 73,471
20 165-17 160-15 5-02 3.1% 1-10 0.8% 54% False False 37,100
40 165-27 159-20 6-07 3.8% 1-07 0.7% 57% False False 18,672
60 165-27 159-20 6-07 3.8% 0-30 0.6% 57% False False 12,449
80 168-22 159-20 9-02 5.6% 0-25 0.5% 39% False False 9,337
100 168-22 152-12 16-10 10.0% 0-20 0.4% 66% False False 7,470
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 167-29
2.618 166-04
1.618 165-01
1.000 164-11
0.618 163-30
HIGH 163-08
0.618 162-27
0.500 162-22
0.382 162-18
LOW 162-05
0.618 161-15
1.000 161-02
1.618 160-12
2.618 159-09
4.250 157-16
Fisher Pivots for day following 26-May-2016
Pivot 1 day 3 day
R1 163-01 163-02
PP 162-28 162-30
S1 162-22 162-26

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

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