ECBOT 30 Year Treasury Bond Future September 2016


Trading Metrics calculated at close of trading on 26-Jul-2016
Day Change Summary
Previous Current
25-Jul-2016 26-Jul-2016 Change Change % Previous Week
Open 171-25 171-20 -0-05 -0.1% 171-26
High 172-05 172-23 0-18 0.3% 172-22
Low 171-05 171-07 0-02 0.0% 169-31
Close 171-18 171-28 0-10 0.2% 171-20
Range 1-00 1-16 0-16 50.0% 2-23
ATR 1-26 1-26 -0-01 -1.3% 0-00
Volume 145,806 213,057 67,251 46.1% 958,840
Daily Pivots for day following 26-Jul-2016
Classic Woodie Camarilla DeMark
R4 176-14 175-21 172-22
R3 174-30 174-05 172-09
R2 173-14 173-14 172-05
R1 172-21 172-21 172-00 173-02
PP 171-30 171-30 171-30 172-04
S1 171-05 171-05 171-24 171-18
S2 170-14 170-14 171-19
S3 168-30 169-21 171-15
S4 167-14 168-05 171-02
Weekly Pivots for week ending 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 179-19 178-10 173-04
R3 176-28 175-19 172-12
R2 174-05 174-05 172-04
R1 172-28 172-28 171-28 172-05
PP 171-14 171-14 171-14 171-02
S1 170-05 170-05 171-12 169-14
S2 168-23 168-23 171-04
S3 166-00 167-14 170-28
S4 163-09 164-23 170-04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 172-23 169-31 2-24 1.6% 1-15 0.8% 69% True False 195,821
10 175-07 169-31 5-08 3.1% 1-19 0.9% 36% False False 209,427
20 177-11 169-31 7-12 4.3% 1-27 1.1% 26% False False 243,780
40 177-11 161-23 15-20 9.1% 1-25 1.0% 65% False False 247,685
60 177-11 160-20 16-23 9.7% 1-20 0.9% 67% False False 180,544
80 177-11 159-20 17-23 10.3% 1-16 0.9% 69% False False 135,482
100 177-11 159-20 17-23 10.3% 1-09 0.8% 69% False False 108,387
120 177-11 159-20 17-23 10.3% 1-04 0.7% 69% False False 90,323
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-11
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 179-03
2.618 176-21
1.618 175-05
1.000 174-07
0.618 173-21
HIGH 172-23
0.618 172-05
0.500 171-31
0.382 171-25
LOW 171-07
0.618 170-09
1.000 169-23
1.618 168-25
2.618 167-09
4.250 164-27
Fisher Pivots for day following 26-Jul-2016
Pivot 1 day 3 day
R1 171-31 171-26
PP 171-30 171-24
S1 171-29 171-22

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

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