ECBOT 30 Year Treasury Bond Future September 2016


Trading Metrics calculated at close of trading on 21-Jul-2016
Day Change Summary
Previous Current
20-Jul-2016 21-Jul-2016 Change Change % Previous Week
Open 172-12 171-11 -1-01 -0.6% 177-03
High 172-13 171-24 -0-21 -0.4% 177-11
Low 171-00 169-31 -1-01 -0.6% 171-13
Close 171-15 171-15 0-00 0.0% 171-21
Range 1-13 1-25 0-12 26.7% 5-30
ATR 1-29 1-29 0-00 -0.5% 0-00
Volume 152,010 259,257 107,247 70.6% 1,291,302
Daily Pivots for day following 21-Jul-2016
Classic Woodie Camarilla DeMark
R4 176-13 175-23 172-14
R3 174-20 173-30 171-31
R2 172-27 172-27 171-25
R1 172-05 172-05 171-20 172-16
PP 171-02 171-02 171-02 171-08
S1 170-12 170-12 171-10 170-23
S2 169-09 169-09 171-05
S3 167-16 168-19 170-31
S4 165-23 166-26 170-16
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
5 173-14 169-31 3-15 2.0% 1-18 0.9% 43% False True 196,948
10 177-11 169-31 7-12 4.3% 1-28 1.1% 20% False True 231,520
20 177-11 165-25 11-18 6.7% 2-08 1.3% 49% False False 264,065
40 177-11 161-23 15-20 9.1% 1-24 1.0% 62% False False 250,056
60 177-11 160-01 17-10 10.1% 1-20 0.9% 66% False False 171,118
80 177-11 159-20 17-23 10.3% 1-15 0.9% 67% False False 128,385
100 177-11 159-20 17-23 10.3% 1-08 0.7% 67% False False 102,708
120 177-11 159-06 18-05 10.6% 1-03 0.6% 68% False False 85,591
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 179-10
2.618 176-13
1.618 174-20
1.000 173-17
0.618 172-27
HIGH 171-24
0.618 171-02
0.500 170-28
0.382 170-21
LOW 169-31
0.618 168-28
1.000 168-06
1.618 167-03
2.618 165-10
4.250 162-13
Fisher Pivots for day following 21-Jul-2016
Pivot 1 day 3 day
R1 171-08 171-14
PP 171-02 171-12
S1 170-28 171-10

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

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