ECBOT 30 Year Treasury Bond Future September 2016


Trading Metrics calculated at close of trading on 19-Jul-2016
Day Change Summary
Previous Current
18-Jul-2016 19-Jul-2016 Change Change % Previous Week
Open 171-26 171-25 -0-01 0.0% 177-03
High 172-18 172-22 0-04 0.1% 177-11
Low 170-31 171-22 0-23 0.4% 171-13
Close 171-18 172-07 0-21 0.4% 171-21
Range 1-19 1-00 -0-19 -37.3% 5-30
ATR 2-01 1-31 -0-02 -3.2% 0-00
Volume 171,700 166,895 -4,805 -2.8% 1,291,302
Daily Pivots for day following 19-Jul-2016
Classic Woodie Camarilla DeMark
R4 175-06 174-23 172-25
R3 174-06 173-23 172-16
R2 173-06 173-06 172-13
R1 172-23 172-23 172-10 172-30
PP 172-06 172-06 172-06 172-10
S1 171-23 171-23 172-04 171-30
S2 171-06 171-06 172-01
S3 170-06 170-23 171-30
S4 169-06 169-23 171-21
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
5 175-07 170-31 4-08 2.5% 1-24 1.0% 29% False False 223,033
10 177-11 170-31 6-12 3.7% 1-28 1.1% 20% False False 244,634
20 177-11 165-25 11-18 6.7% 2-06 1.3% 56% False False 260,476
40 177-11 161-23 15-20 9.1% 1-24 1.0% 67% False False 245,379
60 177-11 159-20 17-23 10.3% 1-19 0.9% 71% False False 164,280
80 177-11 159-20 17-23 10.3% 1-14 0.8% 71% False False 123,244
100 177-11 159-20 17-23 10.3% 1-07 0.7% 71% False False 98,596
120 177-11 158-23 18-20 10.8% 1-02 0.6% 72% False False 82,163
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-13
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 176-30
2.618 175-10
1.618 174-10
1.000 173-22
0.618 173-10
HIGH 172-22
0.618 172-10
0.500 172-06
0.382 172-02
LOW 171-22
0.618 171-02
1.000 170-22
1.618 170-02
2.618 169-02
4.250 167-14
Fisher Pivots for day following 19-Jul-2016
Pivot 1 day 3 day
R1 172-07 172-07
PP 172-06 172-07
S1 172-06 172-06

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

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