ECBOT 30 Year Treasury Bond Future September 2016


Trading Metrics calculated at close of trading on 27-Jun-2016
Day Change Summary
Previous Current
24-Jun-2016 27-Jun-2016 Change Change % Previous Week
Open 165-27 171-04 5-09 3.2% 168-20
High 173-25 173-18 -0-07 -0.1% 173-25
Low 165-25 170-28 5-03 3.1% 165-25
Close 169-31 173-05 3-06 1.9% 169-31
Range 8-00 2-22 -5-10 -66.4% 8-00
ATR 1-26 1-30 0-04 7.0% 0-00
Volume 509,380 268,396 -240,984 -47.3% 1,257,224
Daily Pivots for day following 27-Jun-2016
Classic Woodie Camarilla DeMark
R4 180-19 179-18 174-20
R3 177-29 176-28 173-29
R2 175-07 175-07 173-21
R1 174-06 174-06 173-13 174-22
PP 172-17 172-17 172-17 172-25
S1 171-16 171-16 172-29 172-00
S2 169-27 169-27 172-21
S3 167-05 168-26 172-13
S4 164-15 166-04 171-22
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 4.6% 2-27 1.6% 92% False False 262,607
10 173-25 165-25 8-00 4.6% 2-02 1.2% 92% False False 255,552
20 173-25 161-23 12-02 7.0% 1-23 1.0% 95% False False 251,591
40 173-25 160-20 13-05 7.6% 1-16 0.9% 95% False False 148,925
60 173-25 159-20 14-05 8.2% 1-12 0.8% 96% False False 99,383
80 173-25 159-20 14-05 8.2% 1-05 0.7% 96% False False 74,539
100 173-25 159-20 14-05 8.2% 0-31 0.6% 96% False False 59,631
120 173-25 154-09 19-16 11.3% 0-26 0.5% 97% False False 49,692
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 185-00
2.618 180-19
1.618 177-29
1.000 176-08
0.618 175-07
HIGH 173-18
0.618 172-17
0.500 172-07
0.382 171-29
LOW 170-28
0.618 169-07
1.000 168-06
1.618 166-17
2.618 163-27
4.250 159-14
Fisher Pivots for day following 27-Jun-2016
Pivot 1 day 3 day
R1 172-27 172-01
PP 172-17 170-29
S1 172-07 169-25

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

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