ECBOT 30 Year Treasury Bond Future September 2016


Trading Metrics calculated at close of trading on 01-Aug-2016
Day Change Summary
Previous Current
29-Jul-2016 01-Aug-2016 Change Change % Previous Week
Open 173-13 174-18 1-05 0.7% 171-25
High 174-22 174-19 -0-03 -0.1% 174-22
Low 171-25 172-20 0-27 0.5% 170-31
Close 174-14 173-19 -0-27 -0.5% 174-14
Range 2-29 1-31 -0-30 -32.3% 3-23
ATR 1-28 1-29 0-00 0.3% 0-00
Volume 316,084 218,726 -97,358 -30.8% 1,130,397
Daily Pivots for day following 01-Aug-2016
Classic Woodie Camarilla DeMark
R4 179-16 178-17 174-22
R3 177-17 176-18 174-04
R2 175-18 175-18 173-31
R1 174-19 174-19 173-25 174-03
PP 173-19 173-19 173-19 173-12
S1 172-20 172-20 173-13 172-04
S2 171-20 171-20 173-07
S3 169-21 170-21 173-02
S4 167-22 168-22 172-16
Weekly Pivots for week ending 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 184-17 183-06 176-15
R3 180-26 179-15 175-15
R2 177-03 177-03 175-04
R1 175-24 175-24 174-25 176-14
PP 173-12 173-12 173-12 173-22
S1 172-01 172-01 174-03 172-22
S2 169-21 169-21 173-24
S3 165-30 168-10 173-13
S4 162-07 164-19 172-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 174-22 170-31 3-23 2.1% 2-01 1.2% 71% False False 240,663
10 174-22 169-31 4-23 2.7% 1-22 1.0% 77% False False 213,626
20 177-11 169-31 7-12 4.2% 1-28 1.1% 49% False False 233,181
40 177-11 165-20 11-23 6.8% 1-27 1.1% 68% False False 244,168
60 177-11 161-23 15-20 9.0% 1-21 1.0% 76% False False 197,004
80 177-11 159-20 17-23 10.2% 1-18 0.9% 79% False False 147,855
100 177-11 159-20 17-23 10.2% 1-12 0.8% 79% False False 118,289
120 177-11 159-20 17-23 10.2% 1-06 0.7% 79% False False 98,575
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 182-31
2.618 179-24
1.618 177-25
1.000 176-18
0.618 175-26
HIGH 174-19
0.618 173-27
0.500 173-20
0.382 173-12
LOW 172-20
0.618 171-13
1.000 170-21
1.618 169-14
2.618 167-15
4.250 164-08
Fisher Pivots for day following 01-Aug-2016
Pivot 1 day 3 day
R1 173-20 173-15
PP 173-19 173-11
S1 173-19 173-08

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

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