ECBOT 30 Year Treasury Bond Future September 2016


Trading Metrics calculated at close of trading on 16-Jun-2016
Day Change Summary
Previous Current
15-Jun-2016 16-Jun-2016 Change Change % Previous Week
Open 168-31 169-19 0-20 0.4% 166-23
High 169-24 171-07 1-15 0.9% 168-30
Low 168-14 169-18 1-04 0.7% 165-20
Close 169-07 170-06 0-31 0.6% 168-11
Range 1-10 1-21 0-11 26.2% 3-10
ATR 1-09 1-11 0-02 3.9% 0-00
Volume 223,135 316,496 93,361 41.8% 1,125,703
Daily Pivots for day following 16-Jun-2016
Classic Woodie Camarilla DeMark
R4 175-09 174-13 171-03
R3 173-20 172-24 170-21
R2 171-31 171-31 170-16
R1 171-03 171-03 170-11 171-17
PP 170-10 170-10 170-10 170-18
S1 169-14 169-14 170-01 169-28
S2 168-21 168-21 169-28
S3 167-00 167-25 169-23
S4 165-11 166-04 169-09
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
5 171-07 167-13 3-26 2.2% 1-10 0.8% 73% True False 265,784
10 171-07 164-19 6-20 3.9% 1-11 0.8% 84% True False 251,291
20 171-07 161-23 9-16 5.6% 1-09 0.7% 89% True False 211,171
40 171-07 159-20 11-19 6.8% 1-09 0.8% 91% True False 106,087
60 171-07 159-20 11-19 6.8% 1-06 0.7% 91% True False 70,758
80 171-07 159-20 11-19 6.8% 0-31 0.6% 91% True False 53,069
100 171-07 158-21 12-18 7.4% 0-26 0.5% 92% True False 42,455
120 171-07 151-30 19-09 11.3% 0-22 0.4% 95% True False 35,379
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 178-08
2.618 175-18
1.618 173-29
1.000 172-28
0.618 172-08
HIGH 171-07
0.618 170-19
0.500 170-12
0.382 170-06
LOW 169-18
0.618 168-17
1.000 167-29
1.618 166-28
2.618 165-07
4.250 162-17
Fisher Pivots for day following 16-Jun-2016
Pivot 1 day 3 day
R1 170-12 170-02
PP 170-10 169-30
S1 170-08 169-26

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

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