ECBOT 30 Year Treasury Bond Future September 2016


Trading Metrics calculated at close of trading on 28-Jul-2016
Day Change Summary
Previous Current
27-Jul-2016 28-Jul-2016 Change Change % Previous Week
Open 171-25 173-17 1-24 1.0% 171-26
High 173-19 173-23 0-04 0.1% 172-22
Low 170-31 172-17 1-18 0.9% 169-31
Close 173-07 173-11 0-04 0.1% 171-20
Range 2-20 1-06 -1-14 -54.8% 2-23
ATR 1-27 1-26 -0-02 -2.6% 0-00
Volume 241,264 214,186 -27,078 -11.2% 958,840
Daily Pivots for day following 28-Jul-2016
Classic Woodie Camarilla DeMark
R4 176-24 176-08 174-00
R3 175-18 175-02 173-21
R2 174-12 174-12 173-18
R1 173-28 173-28 173-14 173-17
PP 173-06 173-06 173-06 173-01
S1 172-22 172-22 173-08 172-11
S2 172-00 172-00 173-04
S3 170-26 171-16 173-01
S4 169-20 170-10 172-22
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
5 173-23 170-22 3-01 1.7% 1-19 0.9% 88% True False 204,658
10 173-23 169-31 3-24 2.2% 1-18 0.9% 90% True False 200,803
20 177-11 169-31 7-12 4.3% 1-28 1.1% 46% False False 241,520
40 177-11 163-22 13-21 7.9% 1-26 1.0% 71% False False 244,869
60 177-11 161-23 15-20 9.0% 1-20 0.9% 74% False False 188,121
80 177-11 159-20 17-23 10.2% 1-17 0.9% 77% False False 141,172
100 177-11 159-20 17-23 10.2% 1-11 0.8% 77% False False 112,941
120 177-11 159-20 17-23 10.2% 1-05 0.7% 77% False False 94,118
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-14
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 178-24
2.618 176-26
1.618 175-20
1.000 174-29
0.618 174-14
HIGH 173-23
0.618 173-08
0.500 173-04
0.382 173-00
LOW 172-17
0.618 171-26
1.000 171-11
1.618 170-20
2.618 169-14
4.250 167-16
Fisher Pivots for day following 28-Jul-2016
Pivot 1 day 3 day
R1 173-09 173-00
PP 173-06 172-22
S1 173-04 172-11

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

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