ECBOT 30 Year Treasury Bond Future September 2016


Trading Metrics calculated at close of trading on 15-Jul-2016
Day Change Summary
Previous Current
14-Jul-2016 15-Jul-2016 Change Change % Previous Week
Open 174-29 172-30 -1-31 -1.1% 177-03
High 175-04 173-14 -1-22 -1.0% 177-11
Low 172-15 171-13 -1-02 -0.6% 171-13
Close 173-00 171-21 -1-11 -0.8% 171-21
Range 2-21 2-01 -0-20 -23.5% 5-30
ATR 2-02 2-02 0-00 -0.1% 0-00
Volume 291,808 234,879 -56,929 -19.5% 1,291,302
Daily Pivots for day following 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 178-08 177-00 172-25
R3 176-07 174-31 172-07
R2 174-06 174-06 172-01
R1 172-30 172-30 171-27 172-18
PP 172-05 172-05 172-05 171-31
S1 170-29 170-29 171-15 170-16
S2 170-04 170-04 171-09
S3 168-03 168-28 171-03
S4 166-02 166-27 170-17
Weekly Pivots for week ending 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 191-09 187-13 174-30
R3 185-11 181-15 173-09
R2 179-13 179-13 172-24
R1 175-17 175-17 172-06 174-16
PP 173-15 173-15 173-15 172-30
S1 169-19 169-19 171-04 168-18
S2 167-17 167-17 170-18
S3 161-19 163-21 170-01
S4 155-21 157-23 168-12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 177-11 171-13 5-30 3.5% 2-05 1.3% 4% False True 258,260
10 177-11 171-13 5-30 3.5% 2-05 1.2% 4% False True 264,351
20 177-11 165-25 11-18 6.7% 2-06 1.3% 51% False False 263,774
40 177-11 161-23 15-20 9.1% 1-23 1.0% 64% False False 237,472
60 177-11 159-20 17-23 10.3% 1-19 0.9% 68% False False 158,649
80 177-11 159-20 17-23 10.3% 1-14 0.8% 68% False False 119,012
100 177-11 159-20 17-23 10.3% 1-07 0.7% 68% False False 95,210
120 177-11 158-21 18-22 10.9% 1-01 0.6% 70% False False 79,342
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 0-12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 182-02
2.618 178-24
1.618 176-23
1.000 175-15
0.618 174-22
HIGH 173-14
0.618 172-21
0.500 172-14
0.382 172-06
LOW 171-13
0.618 170-05
1.000 169-12
1.618 168-04
2.618 166-03
4.250 162-25
Fisher Pivots for day following 15-Jul-2016
Pivot 1 day 3 day
R1 172-14 173-10
PP 172-05 172-24
S1 171-29 172-07

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

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