ECBOT 30 Year Treasury Bond Future September 2016


Trading Metrics calculated at close of trading on 10-Jun-2016
Day Change Summary
Previous Current
09-Jun-2016 10-Jun-2016 Change Change % Previous Week
Open 166-31 167-14 0-15 0.3% 166-23
High 168-03 168-30 0-27 0.5% 168-30
Low 166-23 167-13 0-22 0.4% 165-20
Close 167-17 168-11 0-26 0.5% 168-11
Range 1-12 1-17 0-05 11.4% 3-10
ATR 1-10 1-11 0-00 1.2% 0-00
Volume 276,173 271,349 -4,824 -1.7% 1,125,703
Daily Pivots for day following 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 172-26 172-04 169-06
R3 171-09 170-19 168-24
R2 169-24 169-24 168-20
R1 169-02 169-02 168-15 169-13
PP 168-07 168-07 168-07 168-13
S1 167-17 167-17 168-07 167-28
S2 166-22 166-22 168-02
S3 165-05 166-00 167-30
S4 163-20 164-15 167-16
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 177-18 176-09 170-05
R3 174-08 172-31 169-08
R2 170-30 170-30 168-30
R1 169-21 169-21 168-21 170-10
PP 167-20 167-20 167-20 167-31
S1 166-11 166-11 168-01 167-00
S2 164-10 164-10 167-24
S3 161-00 163-01 167-14
S4 157-22 159-23 166-17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 168-30 165-20 3-10 2.0% 1-07 0.7% 82% True False 225,140
10 168-30 161-23 7-07 4.3% 1-12 0.8% 92% True False 244,099
20 168-30 161-23 7-07 4.3% 1-10 0.8% 92% True False 158,785
40 168-30 159-20 9-10 5.5% 1-10 0.8% 94% True False 79,654
60 168-30 159-20 9-10 5.5% 1-04 0.7% 94% True False 53,132
80 168-30 159-20 9-10 5.5% 0-29 0.5% 94% True False 39,849
100 168-30 157-21 11-09 6.7% 0-25 0.5% 95% True False 31,880
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 175-14
2.618 172-30
1.618 171-13
1.000 170-15
0.618 169-28
HIGH 168-30
0.618 168-11
0.500 168-06
0.382 168-00
LOW 167-13
0.618 166-15
1.000 165-28
1.618 164-30
2.618 163-13
4.250 160-29
Fisher Pivots for day following 10-Jun-2016
Pivot 1 day 3 day
R1 168-09 168-03
PP 168-07 167-27
S1 168-06 167-20

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

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