ECBOT 30 Year Treasury Bond Future September 2016


Trading Metrics calculated at close of trading on 14-Jun-2016
Day Change Summary
Previous Current
13-Jun-2016 14-Jun-2016 Change Change % Previous Week
Open 168-14 168-28 0-14 0.3% 166-23
High 168-30 169-30 1-00 0.6% 168-30
Low 168-05 168-20 0-15 0.3% 165-20
Close 168-25 168-30 0-05 0.1% 168-11
Range 0-25 1-10 0-17 68.0% 3-10
ATR 1-09 1-09 0-00 0.1% 0-00
Volume 219,632 298,311 78,679 35.8% 1,125,703
Daily Pivots for day following 14-Jun-2016
Classic Woodie Camarilla DeMark
R4 173-03 172-11 169-21
R3 171-25 171-01 169-10
R2 170-15 170-15 169-06
R1 169-23 169-23 169-02 170-03
PP 169-05 169-05 169-05 169-12
S1 168-13 168-13 168-26 168-25
S2 167-27 167-27 168-22
S3 166-17 167-03 168-18
S4 165-07 165-25 168-07
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
5 169-30 166-09 3-21 2.2% 1-05 0.7% 73% True False 249,581
10 169-30 162-25 7-05 4.2% 1-11 0.8% 86% True False 248,908
20 169-30 161-23 8-07 4.9% 1-10 0.8% 88% True False 184,559
40 169-30 159-20 10-10 6.1% 1-10 0.8% 90% True False 92,599
60 169-30 159-20 10-10 6.1% 1-05 0.7% 90% True False 61,764
80 169-30 159-20 10-10 6.1% 0-30 0.6% 90% True False 46,324
100 169-30 157-21 12-09 7.3% 0-25 0.5% 92% True False 37,059
120 169-30 151-30 18-00 10.7% 0-21 0.4% 94% True False 30,882
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 175-16
2.618 173-12
1.618 172-02
1.000 171-08
0.618 170-24
HIGH 169-30
0.618 169-14
0.500 169-09
0.382 169-04
LOW 168-20
0.618 167-26
1.000 167-10
1.618 166-16
2.618 165-06
4.250 163-02
Fisher Pivots for day following 14-Jun-2016
Pivot 1 day 3 day
R1 169-09 168-27
PP 169-05 168-24
S1 169-02 168-22

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

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