ECBOT 30 Year Treasury Bond Future September 2016


Trading Metrics calculated at close of trading on 18-Jul-2016
Day Change Summary
Previous Current
15-Jul-2016 18-Jul-2016 Change Change % Previous Week
Open 172-30 171-26 -1-04 -0.7% 177-03
High 173-14 172-18 -0-28 -0.5% 177-11
Low 171-13 170-31 -0-14 -0.3% 171-13
Close 171-21 171-18 -0-03 -0.1% 171-21
Range 2-01 1-19 -0-14 -21.5% 5-30
ATR 2-02 2-01 -0-01 -1.6% 0-00
Volume 234,879 171,700 -63,179 -26.9% 1,291,302
Daily Pivots for day following 18-Jul-2016
Classic Woodie Camarilla DeMark
R4 176-15 175-20 172-14
R3 174-28 174-01 172-00
R2 173-09 173-09 171-27
R1 172-14 172-14 171-23 172-02
PP 171-22 171-22 171-22 171-16
S1 170-27 170-27 171-13 170-15
S2 170-03 170-03 171-09
S3 168-16 169-08 171-04
S4 166-29 167-21 170-22
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
5 176-07 170-31 5-08 3.1% 2-05 1.2% 11% False True 252,419
10 177-11 170-31 6-12 3.7% 2-01 1.2% 9% False True 252,737
20 177-11 165-25 11-18 6.7% 2-07 1.3% 50% False False 262,761
40 177-11 161-23 15-20 9.1% 1-24 1.0% 63% False False 241,493
60 177-11 159-20 17-23 10.3% 1-19 0.9% 67% False False 161,505
80 177-11 159-20 17-23 10.3% 1-14 0.8% 67% False False 121,158
100 177-11 159-20 17-23 10.3% 1-07 0.7% 67% False False 96,927
120 177-11 158-21 18-22 10.9% 1-02 0.6% 69% False False 80,773
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 0-14
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 179-11
2.618 176-24
1.618 175-05
1.000 174-05
0.618 173-18
HIGH 172-18
0.618 171-31
0.500 171-24
0.382 171-18
LOW 170-31
0.618 169-31
1.000 169-12
1.618 168-12
2.618 166-25
4.250 164-06
Fisher Pivots for day following 18-Jul-2016
Pivot 1 day 3 day
R1 171-24 173-02
PP 171-22 172-18
S1 171-20 172-02

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

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