ECBOT 30 Year Treasury Bond Future September 2016


Trading Metrics calculated at close of trading on 03-Aug-2016
Day Change Summary
Previous Current
02-Aug-2016 03-Aug-2016 Change Change % Previous Week
Open 172-22 171-31 -0-23 -0.4% 171-25
High 173-02 172-21 -0-13 -0.2% 174-22
Low 171-04 171-14 0-10 0.2% 170-31
Close 172-11 172-05 -0-06 -0.1% 174-14
Range 1-30 1-07 -0-23 -37.1% 3-23
ATR 1-30 1-28 -0-02 -2.6% 0-00
Volume 297,116 203,141 -93,975 -31.6% 1,130,397
Daily Pivots for day following 03-Aug-2016
Classic Woodie Camarilla DeMark
R4 175-24 175-05 172-26
R3 174-17 173-30 172-16
R2 173-10 173-10 172-12
R1 172-23 172-23 172-09 173-00
PP 172-03 172-03 172-03 172-07
S1 171-16 171-16 172-01 171-26
S2 170-28 170-28 171-30
S3 169-21 170-09 171-26
S4 168-14 169-02 171-16
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
5 174-22 171-04 3-18 2.1% 1-27 1.1% 29% False False 249,850
10 174-22 169-31 4-23 2.7% 1-25 1.0% 46% False False 231,761
20 177-11 169-31 7-12 4.3% 1-26 1.1% 30% False False 231,229
40 177-11 165-25 11-18 6.7% 1-27 1.1% 55% False False 246,781
60 177-11 161-23 15-20 9.1% 1-21 1.0% 67% False False 205,324
80 177-11 159-20 17-23 10.3% 1-18 0.9% 71% False False 154,106
100 177-11 159-20 17-23 10.3% 1-13 0.8% 71% False False 123,292
120 177-11 159-20 17-23 10.3% 1-06 0.7% 71% False False 102,743
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-16
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 177-27
2.618 175-27
1.618 174-20
1.000 173-28
0.618 173-13
HIGH 172-21
0.618 172-06
0.500 172-02
0.382 171-29
LOW 171-14
0.618 170-22
1.000 170-07
1.618 169-15
2.618 168-08
4.250 166-08
Fisher Pivots for day following 03-Aug-2016
Pivot 1 day 3 day
R1 172-04 172-28
PP 172-03 172-20
S1 172-02 172-12

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

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