ECBOT 30 Year Treasury Bond Future September 2016


Trading Metrics calculated at close of trading on 26-Aug-2016
Day Change Summary
Previous Current
25-Aug-2016 26-Aug-2016 Change Change % Previous Week
Open 172-05 171-22 -0-15 -0.3% 170-30
High 172-18 173-03 0-17 0.3% 173-03
Low 171-10 170-09 -1-01 -0.6% 170-09
Close 171-23 170-10 -1-13 -0.8% 170-10
Range 1-08 2-26 1-18 125.0% 2-26
ATR 1-19 1-22 0-03 5.4% 0-00
Volume 438,302 460,461 22,159 5.1% 1,546,842
Daily Pivots for day following 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 179-21 177-26 171-28
R3 176-27 175-00 171-03
R2 174-01 174-01 170-26
R1 172-06 172-06 170-18 171-22
PP 171-07 171-07 171-07 171-00
S1 169-12 169-12 170-02 168-28
S2 168-13 168-13 169-26
S3 165-19 166-18 169-17
S4 162-25 163-24 168-24
Weekly Pivots for week ending 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 179-21 177-26 171-28
R3 176-27 175-00 171-03
R2 174-01 174-01 170-26
R1 172-06 172-06 170-18 171-22
PP 171-07 171-07 171-07 171-00
S1 169-12 169-12 170-02 168-28
S2 168-13 168-13 169-26
S3 165-19 166-18 169-17
S4 162-25 163-24 168-24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 173-03 170-09 2-26 1.7% 1-21 1.0% 1% True True 309,368
10 173-12 170-09 3-03 1.8% 1-17 0.9% 1% False True 253,872
20 174-19 170-09 4-10 2.5% 1-20 1.0% 1% False True 233,539
40 177-11 169-31 7-12 4.3% 1-24 1.0% 5% False False 235,088
60 177-11 164-19 12-24 7.5% 1-25 1.0% 45% False False 242,473
80 177-11 161-23 15-20 9.2% 1-21 1.0% 55% False False 203,418
100 177-11 159-20 17-23 10.4% 1-18 0.9% 60% False False 162,806
120 177-11 159-20 17-23 10.4% 1-13 0.8% 60% False False 135,675
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-14
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 185-02
2.618 180-15
1.618 177-21
1.000 175-29
0.618 174-27
HIGH 173-03
0.618 172-01
0.500 171-22
0.382 171-11
LOW 170-09
0.618 168-17
1.000 167-15
1.618 165-23
2.618 162-29
4.250 158-10
Fisher Pivots for day following 26-Aug-2016
Pivot 1 day 3 day
R1 171-22 171-22
PP 171-07 171-07
S1 170-25 170-25

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

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