ECBOT 30 Year Treasury Bond Future September 2016


Trading Metrics calculated at close of trading on 13-Jun-2016
Day Change Summary
Previous Current
10-Jun-2016 13-Jun-2016 Change Change % Previous Week
Open 167-14 168-14 1-00 0.6% 166-23
High 168-30 168-30 0-00 0.0% 168-30
Low 167-13 168-05 0-24 0.4% 165-20
Close 168-11 168-25 0-14 0.3% 168-11
Range 1-17 0-25 -0-24 -49.0% 3-10
ATR 1-11 1-09 -0-01 -2.9% 0-00
Volume 271,349 219,632 -51,717 -19.1% 1,125,703
Daily Pivots for day following 13-Jun-2016
Classic Woodie Camarilla DeMark
R4 170-31 170-21 169-07
R3 170-06 169-28 169-00
R2 169-13 169-13 168-30
R1 169-03 169-03 168-27 169-08
PP 168-20 168-20 168-20 168-22
S1 168-10 168-10 168-23 168-15
S2 167-27 167-27 168-20
S3 167-02 167-17 168-18
S4 166-09 166-24 168-11
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% 1-04 0.7% 95% True False 225,535
10 168-30 161-23 7-07 4.3% 1-12 0.8% 98% True False 247,629
20 168-30 161-23 7-07 4.3% 1-10 0.8% 98% True False 169,730
40 168-30 159-20 9-10 5.5% 1-10 0.8% 98% True False 85,143
60 168-30 159-20 9-10 5.5% 1-04 0.7% 98% True False 56,793
80 168-30 159-20 9-10 5.5% 0-29 0.5% 98% True False 42,595
100 168-30 157-21 11-09 6.7% 0-25 0.5% 99% True False 34,076
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 10 trading days
Fibonacci Retracements and Extensions
4.250 172-08
2.618 170-31
1.618 170-06
1.000 169-23
0.618 169-13
HIGH 168-30
0.618 168-20
0.500 168-18
0.382 168-15
LOW 168-05
0.618 167-22
1.000 167-12
1.618 166-29
2.618 166-04
4.250 164-27
Fisher Pivots for day following 13-Jun-2016
Pivot 1 day 3 day
R1 168-22 168-15
PP 168-20 168-05
S1 168-18 167-26

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

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