ECBOT 30 Year Treasury Bond Future September 2016


Trading Metrics calculated at close of trading on 05-Aug-2016
Day Change Summary
Previous Current
04-Aug-2016 05-Aug-2016 Change Change % Previous Week
Open 172-05 173-10 1-05 0.7% 174-18
High 173-26 173-21 -0-05 -0.1% 174-19
Low 171-25 171-11 -0-14 -0.3% 171-04
Close 173-05 171-18 -1-19 -0.9% 171-18
Range 2-01 2-10 0-09 13.8% 3-15
ATR 1-29 1-30 0-01 1.6% 0-00
Volume 222,315 247,061 24,746 11.1% 1,188,359
Daily Pivots for day following 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 179-04 177-21 172-27
R3 176-26 175-11 172-06
R2 174-16 174-16 172-00
R1 173-01 173-01 171-25 172-20
PP 172-06 172-06 172-06 171-31
S1 170-23 170-23 171-11 170-10
S2 169-28 169-28 171-04
S3 167-18 168-13 170-30
S4 165-08 166-03 170-09
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 182-27 180-21 173-15
R3 179-12 177-06 172-17
R2 175-29 175-29 172-06
R1 173-23 173-23 171-28 173-02
PP 172-14 172-14 172-14 172-03
S1 170-08 170-08 171-08 169-20
S2 168-31 168-31 170-30
S3 165-16 166-25 170-19
S4 162-01 163-10 169-21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 174-19 171-04 3-15 2.0% 1-29 1.1% 13% False False 237,671
10 174-22 170-31 3-23 2.2% 1-28 1.1% 16% False False 231,875
20 177-11 169-31 7-12 4.3% 1-27 1.1% 22% False False 228,444
40 177-11 165-25 11-18 6.7% 1-29 1.1% 50% False False 247,050
60 177-11 161-23 15-20 9.1% 1-23 1.0% 63% False False 213,117
80 177-11 159-20 17-23 10.3% 1-19 0.9% 67% False False 159,960
100 177-11 159-20 17-23 10.3% 1-14 0.8% 67% False False 127,986
120 177-11 159-20 17-23 10.3% 1-07 0.7% 67% False False 106,655
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-15
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 183-16
2.618 179-23
1.618 177-13
1.000 175-31
0.618 175-03
HIGH 173-21
0.618 172-25
0.500 172-16
0.382 172-07
LOW 171-11
0.618 169-29
1.000 169-01
1.618 167-19
2.618 165-09
4.250 161-16
Fisher Pivots for day following 05-Aug-2016
Pivot 1 day 3 day
R1 172-16 172-18
PP 172-06 172-08
S1 171-28 171-29

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.