ECBOT 30 Year Treasury Bond Future September 2016


Trading Metrics calculated at close of trading on 17-Jun-2016
Day Change Summary
Previous Current
16-Jun-2016 17-Jun-2016 Change Change % Previous Week
Open 169-19 169-29 0-10 0.2% 168-14
High 171-07 170-00 -1-07 -0.7% 171-07
Low 169-18 168-31 -0-19 -0.4% 168-05
Close 170-06 169-05 -1-01 -0.6% 169-05
Range 1-21 1-01 -0-20 -37.7% 3-02
ATR 1-11 1-11 0-00 -0.7% 0-00
Volume 316,496 191,960 -124,536 -39.3% 1,249,534
Daily Pivots for day following 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 172-15 171-27 169-23
R3 171-14 170-26 169-14
R2 170-13 170-13 169-11
R1 169-25 169-25 169-08 169-18
PP 169-12 169-12 169-12 169-09
S1 168-24 168-24 169-02 168-18
S2 168-11 168-11 168-31
S3 167-10 167-23 168-28
S4 166-09 166-22 168-19
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 178-22 177-00 170-27
R3 175-20 173-30 170-00
R2 172-18 172-18 169-23
R1 170-28 170-28 169-14 171-23
PP 169-16 169-16 169-16 169-30
S1 167-26 167-26 168-28 168-21
S2 166-14 166-14 168-19
S3 163-12 164-24 168-10
S4 160-10 161-22 167-15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 171-07 168-05 3-02 1.8% 1-07 0.7% 33% False False 249,906
10 171-07 165-20 5-19 3.3% 1-07 0.7% 63% False False 237,523
20 171-07 161-23 9-16 5.6% 1-08 0.7% 78% False False 220,225
40 171-07 159-20 11-19 6.9% 1-09 0.8% 82% False False 110,877
60 171-07 159-20 11-19 6.9% 1-06 0.7% 82% False False 73,957
80 171-07 159-20 11-19 6.9% 0-31 0.6% 82% False False 55,468
100 171-07 158-21 12-18 7.4% 0-27 0.5% 84% False False 44,375
120 171-07 151-30 19-09 11.4% 0-22 0.4% 89% False False 36,979
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0-06
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 174-12
2.618 172-22
1.618 171-21
1.000 171-01
0.618 170-20
HIGH 170-00
0.618 169-19
0.500 169-16
0.382 169-12
LOW 168-31
0.618 168-11
1.000 167-30
1.618 167-10
2.618 166-09
4.250 164-19
Fisher Pivots for day following 17-Jun-2016
Pivot 1 day 3 day
R1 169-16 169-26
PP 169-12 169-19
S1 169-08 169-12

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

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