ECBOT 30 Year Treasury Bond Future September 2016


Trading Metrics calculated at close of trading on 01-Jul-2016
Day Change Summary
Previous Current
30-Jun-2016 01-Jul-2016 Change Change % Previous Week
Open 172-01 172-22 0-21 0.4% 171-04
High 173-23 175-11 1-20 0.9% 175-11
Low 171-01 172-21 1-20 1.0% 170-28
Close 172-11 173-22 1-11 0.8% 173-22
Range 2-22 2-22 0-00 0.0% 4-15
ATR 1-30 2-00 0-02 3.9% 0-00
Volume 413,739 287,841 -125,898 -30.4% 1,470,628
Daily Pivots for day following 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 181-31 180-16 175-05
R3 179-09 177-26 174-14
R2 176-19 176-19 174-06
R1 175-04 175-04 173-30 175-28
PP 173-29 173-29 173-29 174-08
S1 172-14 172-14 173-14 173-06
S2 171-07 171-07 173-06
S3 168-17 169-24 172-30
S4 165-27 167-02 172-07
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 186-23 184-21 176-05
R3 182-08 180-06 174-29
R2 177-25 177-25 174-16
R1 175-23 175-23 174-03 176-24
PP 173-10 173-10 173-10 173-26
S1 171-08 171-08 173-09 172-09
S2 168-27 168-27 172-28
S3 164-12 166-25 172-15
S4 159-29 162-10 171-07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 175-11 170-28 4-15 2.6% 2-06 1.3% 63% True False 294,125
10 175-11 165-25 9-18 5.5% 2-12 1.4% 83% True False 272,785
20 175-11 165-20 9-23 5.6% 1-26 1.0% 83% True False 255,154
40 175-11 161-23 13-20 7.8% 1-18 0.9% 88% True False 178,915
60 175-11 159-20 15-23 9.1% 1-15 0.8% 89% True False 119,413
80 175-11 159-20 15-23 9.1% 1-08 0.7% 89% True False 89,566
100 175-11 159-20 15-23 9.1% 1-02 0.6% 89% True False 71,653
120 175-11 156-03 19-08 11.1% 0-29 0.5% 91% True False 59,711
Crabel Price Patterns
NR False
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 0-10
Fibonacci Retracements and Extensions
4.250 186-24
2.618 182-12
1.618 179-22
1.000 178-01
0.618 177-00
HIGH 175-11
0.618 174-10
0.500 174-00
0.382 173-22
LOW 172-21
0.618 171-00
1.000 169-31
1.618 168-10
2.618 165-20
4.250 161-08
Fisher Pivots for day following 01-Jul-2016
Pivot 1 day 3 day
R1 174-00 173-17
PP 173-29 173-11
S1 173-25 173-06

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

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