ECBOT 30 Year Treasury Bond Future September 2016


Trading Metrics calculated at close of trading on 24-Jun-2016
Day Change Summary
Previous Current
23-Jun-2016 24-Jun-2016 Change Change % Previous Week
Open 167-15 165-27 -1-20 -1.0% 168-20
High 167-15 173-25 6-10 3.8% 173-25
Low 165-28 165-25 -0-03 -0.1% 165-25
Close 166-03 169-31 3-28 2.3% 169-31
Range 1-19 8-00 6-13 402.0% 8-00
ATR 1-11 1-26 0-15 35.6% 0-00
Volume 195,767 509,380 313,613 160.2% 1,257,224
Daily Pivots for day following 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 193-27 189-29 174-12
R3 185-27 181-29 172-05
R2 177-27 177-27 171-14
R1 173-29 173-29 170-22 175-28
PP 169-27 169-27 169-27 170-26
S1 165-29 165-29 169-08 167-28
S2 161-27 161-27 168-16
S3 153-27 157-29 167-25
S4 145-27 149-29 165-18
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 193-27 189-29 174-12
R3 185-27 181-29 172-05
R2 177-27 177-27 171-14
R1 173-29 173-29 170-22 175-28
PP 169-27 169-27 169-27 170-26
S1 165-29 165-29 169-08 167-28
S2 161-27 161-27 168-16
S3 153-27 157-29 167-25
S4 145-27 149-29 165-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 173-25 165-25 8-00 4.7% 2-18 1.5% 52% True True 251,444
10 173-25 165-25 8-00 4.7% 1-28 1.1% 52% True True 250,675
20 173-25 161-23 12-02 7.1% 1-20 1.0% 68% True False 247,387
40 173-25 160-15 13-10 7.8% 1-15 0.9% 71% True False 142,243
60 173-25 159-20 14-05 8.3% 1-11 0.8% 73% True False 94,910
80 173-25 159-20 14-05 8.3% 1-04 0.7% 73% True False 71,184
100 173-25 159-20 14-05 8.3% 0-31 0.6% 73% True False 56,947
120 173-25 152-12 21-13 12.6% 0-26 0.5% 82% True False 47,456
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 129 trading days
Fibonacci Retracements and Extensions
4.250 207-25
2.618 194-23
1.618 186-23
1.000 181-25
0.618 178-23
HIGH 173-25
0.618 170-23
0.500 169-25
0.382 168-27
LOW 165-25
0.618 160-27
1.000 157-25
1.618 152-27
2.618 144-27
4.250 131-25
Fisher Pivots for day following 24-Jun-2016
Pivot 1 day 3 day
R1 169-29 169-29
PP 169-27 169-27
S1 169-25 169-25

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

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