ECBOT 30 Year Treasury Bond Future September 2016


Trading Metrics calculated at close of trading on 08-Aug-2016
Day Change Summary
Previous Current
05-Aug-2016 08-Aug-2016 Change Change % Previous Week
Open 173-10 171-12 -1-30 -1.1% 174-18
High 173-21 171-24 -1-29 -1.1% 174-19
Low 171-11 170-26 -0-17 -0.3% 171-04
Close 171-18 171-21 0-03 0.1% 171-18
Range 2-10 0-30 -1-12 -59.5% 3-15
ATR 1-30 1-27 -0-02 -3.7% 0-00
Volume 247,061 167,001 -80,060 -32.4% 1,188,359
Daily Pivots for day following 08-Aug-2016
Classic Woodie Camarilla DeMark
R4 174-07 173-28 172-06
R3 173-09 172-30 171-29
R2 172-11 172-11 171-26
R1 172-00 172-00 171-24 172-06
PP 171-13 171-13 171-13 171-16
S1 171-02 171-02 171-18 171-08
S2 170-15 170-15 171-16
S3 169-17 170-04 171-13
S4 168-19 169-06 171-04
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
5 173-26 170-26 3-00 1.7% 1-22 1.0% 28% False True 227,326
10 174-22 170-26 3-28 2.3% 1-28 1.1% 22% False True 233,995
20 176-07 169-31 6-08 3.6% 1-26 1.1% 27% False False 226,749
40 177-11 165-25 11-18 6.7% 1-28 1.1% 51% False False 244,441
60 177-11 161-23 15-20 9.1% 1-22 1.0% 64% False False 215,889
80 177-11 159-20 17-23 10.3% 1-19 0.9% 68% False False 162,047
100 177-11 159-20 17-23 10.3% 1-14 0.8% 68% False False 129,656
120 177-11 159-20 17-23 10.3% 1-07 0.7% 68% False False 108,047
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-15
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 175-24
2.618 174-07
1.618 173-09
1.000 172-22
0.618 172-11
HIGH 171-24
0.618 171-13
0.500 171-09
0.382 171-05
LOW 170-26
0.618 170-07
1.000 169-28
1.618 169-09
2.618 168-11
4.250 166-26
Fisher Pivots for day following 08-Aug-2016
Pivot 1 day 3 day
R1 171-17 172-10
PP 171-13 172-03
S1 171-09 171-28

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

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