ECBOT 30 Year Treasury Bond Future September 2016


Trading Metrics calculated at close of trading on 27-Jul-2016
Day Change Summary
Previous Current
26-Jul-2016 27-Jul-2016 Change Change % Previous Week
Open 171-20 171-25 0-05 0.1% 171-26
High 172-23 173-19 0-28 0.5% 172-22
Low 171-07 170-31 -0-08 -0.1% 169-31
Close 171-28 173-07 1-11 0.8% 171-20
Range 1-16 2-20 1-04 75.0% 2-23
ATR 1-26 1-27 0-02 3.3% 0-00
Volume 213,057 241,264 28,207 13.2% 958,840
Daily Pivots for day following 27-Jul-2016
Classic Woodie Camarilla DeMark
R4 180-15 179-15 174-21
R3 177-27 176-27 173-30
R2 175-07 175-07 173-22
R1 174-07 174-07 173-15 174-23
PP 172-19 172-19 172-19 172-27
S1 171-19 171-19 172-31 172-03
S2 169-31 169-31 172-24
S3 167-11 168-31 172-16
S4 164-23 166-11 171-25
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
5 173-19 169-31 3-20 2.1% 1-22 1.0% 90% True False 213,672
10 175-04 169-31 5-05 3.0% 1-23 1.0% 63% False False 208,565
20 177-11 169-31 7-12 4.3% 1-29 1.1% 44% False False 243,680
40 177-11 162-25 14-18 8.4% 1-26 1.0% 72% False False 246,579
60 177-11 160-28 16-15 9.5% 1-20 0.9% 75% False False 184,558
80 177-11 159-20 17-23 10.2% 1-17 0.9% 77% False False 138,498
100 177-11 159-20 17-23 10.2% 1-10 0.8% 77% False False 110,800
120 177-11 159-20 17-23 10.2% 1-05 0.7% 77% False False 92,333
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-14
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 184-24
2.618 180-15
1.618 177-27
1.000 176-07
0.618 175-07
HIGH 173-19
0.618 172-19
0.500 172-09
0.382 171-31
LOW 170-31
0.618 169-11
1.000 168-11
1.618 166-23
2.618 164-03
4.250 159-26
Fisher Pivots for day following 27-Jul-2016
Pivot 1 day 3 day
R1 172-29 172-29
PP 172-19 172-19
S1 172-09 172-09

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

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