ECBOT 30 Year Treasury Bond Future September 2016


Trading Metrics calculated at close of trading on 20-Jun-2016
Day Change Summary
Previous Current
17-Jun-2016 20-Jun-2016 Change Change % Previous Week
Open 169-29 168-20 -1-09 -0.8% 168-14
High 170-00 168-26 -1-06 -0.7% 171-07
Low 168-31 167-18 -1-13 -0.8% 168-05
Close 169-05 168-01 -1-04 -0.7% 169-05
Range 1-01 1-08 0-07 21.2% 3-02
ATR 1-11 1-11 0-01 1.4% 0-00
Volume 191,960 212,584 20,624 10.7% 1,249,534
Daily Pivots for day following 20-Jun-2016
Classic Woodie Camarilla DeMark
R4 171-28 171-07 168-23
R3 170-20 169-31 168-12
R2 169-12 169-12 168-08
R1 168-23 168-23 168-05 168-14
PP 168-04 168-04 168-04 168-00
S1 167-15 167-15 167-29 167-06
S2 166-28 166-28 167-26
S3 165-20 166-07 167-22
S4 164-12 164-31 167-11
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
5 171-07 167-18 3-21 2.2% 1-10 0.8% 13% False True 248,497
10 171-07 165-20 5-19 3.3% 1-07 0.7% 43% False False 237,016
20 171-07 161-23 9-16 5.7% 1-09 0.8% 66% False False 230,281
40 171-07 159-20 11-19 6.9% 1-10 0.8% 73% False False 116,181
60 171-07 159-20 11-19 6.9% 1-06 0.7% 73% False False 77,500
80 171-07 159-20 11-19 6.9% 0-31 0.6% 73% False False 58,126
100 171-07 158-23 12-16 7.4% 0-27 0.5% 74% False False 46,501
120 171-07 151-30 19-09 11.5% 0-23 0.4% 83% False False 38,751
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
4.250 174-04
2.618 172-03
1.618 170-27
1.000 170-02
0.618 169-19
HIGH 168-26
0.618 168-11
0.500 168-06
0.382 168-01
LOW 167-18
0.618 166-25
1.000 166-10
1.618 165-17
2.618 164-09
4.250 162-08
Fisher Pivots for day following 20-Jun-2016
Pivot 1 day 3 day
R1 168-06 169-12
PP 168-04 168-30
S1 168-03 168-16

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

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