ECBOT 30 Year Treasury Bond Future September 2016


Trading Metrics calculated at close of trading on 25-Aug-2016
Day Change Summary
Previous Current
24-Aug-2016 25-Aug-2016 Change Change % Previous Week
Open 172-22 172-05 -0-17 -0.3% 173-03
High 172-26 172-18 -0-08 -0.1% 173-12
Low 171-28 171-10 -0-18 -0.3% 170-14
Close 172-08 171-23 -0-17 -0.3% 171-03
Range 0-30 1-08 0-10 33.3% 2-30
ATR 1-20 1-19 -0-01 -1.7% 0-00
Volume 229,275 438,302 209,027 91.2% 991,878
Daily Pivots for day following 25-Aug-2016
Classic Woodie Camarilla DeMark
R4 175-20 174-29 172-13
R3 174-12 173-21 172-02
R2 173-04 173-04 171-30
R1 172-13 172-13 171-27 172-04
PP 171-28 171-28 171-28 171-23
S1 171-05 171-05 171-19 170-28
S2 170-20 170-20 171-16
S3 169-12 169-29 171-12
S4 168-04 168-21 171-01
Weekly Pivots for week ending 19-Aug-2016
Classic Woodie Camarilla DeMark
R4 180-14 178-23 172-23
R3 177-16 175-25 171-29
R2 174-18 174-18 171-20
R1 172-27 172-27 171-12 172-08
PP 171-20 171-20 171-20 171-11
S1 169-29 169-29 170-26 169-10
S2 168-22 168-22 170-18
S3 165-24 166-31 170-09
S4 162-26 164-01 169-15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 173-01 170-14 2-19 1.5% 1-13 0.8% 49% False False 256,373
10 173-30 170-14 3-16 2.0% 1-14 0.8% 37% False False 229,861
20 174-22 170-14 4-08 2.5% 1-20 0.9% 30% False False 226,320
40 177-11 169-31 7-12 4.3% 1-24 1.0% 24% False False 233,920
60 177-11 163-22 13-21 8.0% 1-24 1.0% 59% False False 238,686
80 177-11 161-23 15-20 9.1% 1-20 0.9% 64% False False 197,670
100 177-11 159-20 17-23 10.3% 1-18 0.9% 68% False False 158,202
120 177-11 159-20 17-23 10.3% 1-12 0.8% 68% False False 131,838
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 177-28
2.618 175-27
1.618 174-19
1.000 173-26
0.618 173-11
HIGH 172-18
0.618 172-03
0.500 171-30
0.382 171-25
LOW 171-10
0.618 170-17
1.000 170-02
1.618 169-09
2.618 168-01
4.250 166-00
Fisher Pivots for day following 25-Aug-2016
Pivot 1 day 3 day
R1 171-30 172-06
PP 171-28 172-01
S1 171-25 171-28

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

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