ECBOT 30 Year Treasury Bond Future September 2016


Trading Metrics calculated at close of trading on 17-Aug-2016
Day Change Summary
Previous Current
16-Aug-2016 17-Aug-2016 Change Change % Previous Week
Open 171-21 171-06 -0-15 -0.3% 171-12
High 172-16 172-02 -0-14 -0.3% 173-30
Low 171-01 170-28 -0-05 -0.1% 170-26
Close 171-03 171-19 0-16 0.3% 172-31
Range 1-15 1-06 -0-09 -19.1% 3-04
ATR 1-26 1-24 -0-01 -2.4% 0-00
Volume 262,934 196,186 -66,748 -25.4% 943,710
Daily Pivots for day following 17-Aug-2016
Classic Woodie Camarilla DeMark
R4 175-02 174-17 172-08
R3 173-28 173-11 171-29
R2 172-22 172-22 171-26
R1 172-05 172-05 171-22 172-14
PP 171-16 171-16 171-16 171-21
S1 170-31 170-31 171-16 171-08
S2 170-10 170-10 171-12
S3 169-04 169-25 171-09
S4 167-30 168-19 170-30
Weekly Pivots for week ending 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 181-30 180-19 174-22
R3 178-26 177-15 173-26
R2 175-22 175-22 173-17
R1 174-11 174-11 173-08 175-00
PP 172-18 172-18 172-18 172-29
S1 171-07 171-07 172-22 171-28
S2 169-14 169-14 172-13
S3 166-10 168-03 172-04
S4 163-06 164-31 171-08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 173-30 170-28 3-02 1.8% 1-22 1.0% 23% False True 208,943
10 173-30 170-26 3-04 1.8% 1-21 1.0% 25% False False 202,939
20 174-22 169-31 4-23 2.7% 1-23 1.0% 34% False False 217,350
40 177-11 165-25 11-18 6.7% 1-31 1.1% 50% False False 238,266
60 177-11 161-23 15-20 9.1% 1-24 1.0% 63% False False 237,580
80 177-11 159-20 17-23 10.3% 1-20 1.0% 68% False False 179,443
100 177-11 159-20 17-23 10.3% 1-16 0.9% 68% False False 143,586
120 177-11 159-20 17-23 10.3% 1-10 0.8% 68% False False 119,655
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-09
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 177-04
2.618 175-05
1.618 173-31
1.000 173-08
0.618 172-25
HIGH 172-02
0.618 171-19
0.500 171-15
0.382 171-11
LOW 170-28
0.618 170-05
1.000 169-22
1.618 168-31
2.618 167-25
4.250 165-26
Fisher Pivots for day following 17-Aug-2016
Pivot 1 day 3 day
R1 171-18 172-04
PP 171-16 171-30
S1 171-15 171-25

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

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