ECBOT 30 Year Treasury Bond Future September 2016


Trading Metrics calculated at close of trading on 21-Jun-2016
Day Change Summary
Previous Current
20-Jun-2016 21-Jun-2016 Change Change % Previous Week
Open 168-20 167-20 -1-00 -0.6% 168-14
High 168-26 168-10 -0-16 -0.3% 171-07
Low 167-18 167-05 -0-13 -0.2% 168-05
Close 168-01 167-19 -0-14 -0.3% 169-05
Range 1-08 1-05 -0-03 -7.5% 3-02
ATR 1-11 1-11 0-00 -1.0% 0-00
Volume 212,584 177,873 -34,711 -16.3% 1,249,534
Daily Pivots for day following 21-Jun-2016
Classic Woodie Camarilla DeMark
R4 171-05 170-17 168-07
R3 170-00 169-12 167-29
R2 168-27 168-27 167-26
R1 168-07 168-07 167-22 167-30
PP 167-22 167-22 167-22 167-18
S1 167-02 167-02 167-16 166-26
S2 166-17 166-17 167-12
S3 165-12 165-29 167-09
S4 164-07 164-24 166-31
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
5 171-07 167-05 4-02 2.4% 1-09 0.8% 11% False True 224,409
10 171-07 166-09 4-30 2.9% 1-07 0.7% 27% False False 236,995
20 171-07 161-23 9-16 5.7% 1-09 0.8% 62% False False 236,207
40 171-07 159-20 11-19 6.9% 1-10 0.8% 69% False False 120,620
60 171-07 159-20 11-19 6.9% 1-07 0.7% 69% False False 80,465
80 171-07 159-20 11-19 6.9% 1-00 0.6% 69% False False 60,349
100 171-07 159-06 12-01 7.2% 0-27 0.5% 70% False False 48,279
120 171-07 151-30 19-09 11.5% 0-23 0.4% 81% False False 40,233
Crabel Price Patterns
NR True
NR4 False
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 0-07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 173-07
2.618 171-11
1.618 170-06
1.000 169-15
0.618 169-01
HIGH 168-10
0.618 167-28
0.500 167-24
0.382 167-19
LOW 167-05
0.618 166-14
1.000 166-00
1.618 165-09
2.618 164-04
4.250 162-08
Fisher Pivots for day following 21-Jun-2016
Pivot 1 day 3 day
R1 167-24 168-18
PP 167-22 168-08
S1 167-20 167-30

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

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