ECBOT 30 Year Treasury Bond Future September 2016


Trading Metrics calculated at close of trading on 20-Jul-2016
Day Change Summary
Previous Current
19-Jul-2016 20-Jul-2016 Change Change % Previous Week
Open 171-25 172-12 0-19 0.3% 177-03
High 172-22 172-13 -0-09 -0.2% 177-11
Low 171-22 171-00 -0-22 -0.4% 171-13
Close 172-07 171-15 -0-24 -0.4% 171-21
Range 1-00 1-13 0-13 40.6% 5-30
ATR 1-31 1-29 -0-01 -2.0% 0-00
Volume 166,895 152,010 -14,885 -8.9% 1,291,302
Daily Pivots for day following 20-Jul-2016
Classic Woodie Camarilla DeMark
R4 175-27 175-02 172-08
R3 174-14 173-21 171-27
R2 173-01 173-01 171-23
R1 172-08 172-08 171-19 171-30
PP 171-20 171-20 171-20 171-15
S1 170-27 170-27 171-11 170-17
S2 170-07 170-07 171-07
S3 168-26 169-14 171-03
S4 167-13 168-01 170-22
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
5 175-04 170-31 4-05 2.4% 1-24 1.0% 12% False False 203,458
10 177-11 170-31 6-12 3.7% 1-27 1.1% 8% False False 230,696
20 177-11 165-25 11-18 6.7% 2-07 1.3% 49% False False 259,183
40 177-11 161-23 15-20 9.1% 1-24 1.0% 62% False False 247,695
60 177-11 159-20 17-23 10.3% 1-19 0.9% 67% False False 166,808
80 177-11 159-20 17-23 10.3% 1-15 0.9% 67% False False 125,144
100 177-11 159-20 17-23 10.3% 1-07 0.7% 67% False False 100,116
120 177-11 159-06 18-05 10.6% 1-02 0.6% 68% False False 83,430
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 178-12
2.618 176-03
1.618 174-22
1.000 173-26
0.618 173-09
HIGH 172-13
0.618 171-28
0.500 171-22
0.382 171-17
LOW 171-00
0.618 170-04
1.000 169-19
1.618 168-23
2.618 167-10
4.250 165-01
Fisher Pivots for day following 20-Jul-2016
Pivot 1 day 3 day
R1 171-22 171-26
PP 171-20 171-23
S1 171-18 171-19

Download as Excel Spreadsheet

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

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