ECBOT 30 Year Treasury Bond Future September 2016


Trading Metrics calculated at close of trading on 12-Jul-2016
Day Change Summary
Previous Current
11-Jul-2016 12-Jul-2016 Change Change % Previous Week
Open 177-03 175-27 -1-08 -0.7% 174-13
High 177-11 176-07 -1-04 -0.6% 177-09
Low 175-20 173-07 -2-13 -1.4% 173-24
Close 175-22 173-26 -1-28 -1.1% 176-30
Range 1-23 3-00 1-09 74.5% 3-17
ATR 1-31 2-02 0-02 3.7% 0-00
Volume 200,907 313,824 112,917 56.2% 1,064,372
Daily Pivots for day following 12-Jul-2016
Classic Woodie Camarilla DeMark
R4 183-13 181-20 175-15
R3 180-13 178-20 174-20
R2 177-13 177-13 174-12
R1 175-20 175-20 174-03 175-00
PP 174-13 174-13 174-13 174-04
S1 172-20 172-20 173-17 172-00
S2 171-13 171-13 173-08
S3 168-13 169-20 173-00
S4 165-13 166-20 172-05
Weekly Pivots for week ending 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 186-19 185-09 178-28
R3 183-02 181-24 177-29
R2 179-17 179-17 177-19
R1 178-07 178-07 177-08 178-28
PP 176-00 176-00 176-00 176-10
S1 174-22 174-22 176-20 175-11
S2 172-15 172-15 176-09
S3 168-30 171-05 175-31
S4 165-13 167-20 175-00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 177-11 173-07 4-04 2.4% 2-00 1.1% 14% False True 266,235
10 177-11 171-01 6-10 3.6% 2-03 1.2% 44% False False 278,133
20 177-11 165-25 11-18 6.7% 2-03 1.2% 69% False False 266,842
40 177-11 161-23 15-20 9.0% 1-22 1.0% 77% False False 218,286
60 177-11 159-20 17-23 10.2% 1-18 0.9% 80% False False 145,710
80 177-11 159-20 17-23 10.2% 1-12 0.8% 80% False False 109,305
100 177-11 159-20 17-23 10.2% 1-05 0.7% 80% False False 87,444
120 177-11 157-21 19-22 11.3% 1-00 0.6% 82% False False 72,870
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-16
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 188-31
2.618 184-02
1.618 181-02
1.000 179-07
0.618 178-02
HIGH 176-07
0.618 175-02
0.500 174-23
0.382 174-12
LOW 173-07
0.618 171-12
1.000 170-07
1.618 168-12
2.618 165-12
4.250 160-15
Fisher Pivots for day following 12-Jul-2016
Pivot 1 day 3 day
R1 174-23 175-09
PP 174-13 174-25
S1 174-04 174-10

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

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