ECBOT 30 Year Treasury Bond Future September 2016


Trading Metrics calculated at close of trading on 01-Sep-2016
Day Change Summary
Previous Current
31-Aug-2016 01-Sep-2016 Change Change % Previous Week
Open 171-27 171-23 -0-04 -0.1% 170-30
High 172-03 172-09 0-06 0.1% 173-03
Low 171-10 170-20 -0-22 -0.4% 170-09
Close 171-27 171-30 0-03 0.1% 170-10
Range 0-25 1-21 0-28 112.0% 2-26
ATR 1-18 1-18 0-00 0.4% 0-00
Volume 42,013 23,105 -18,908 -45.0% 1,546,842
Daily Pivots for day following 01-Sep-2016
Classic Woodie Camarilla DeMark
R4 176-19 175-29 172-27
R3 174-30 174-08 172-13
R2 173-09 173-09 172-08
R1 172-19 172-19 172-03 172-30
PP 171-20 171-20 171-20 171-25
S1 170-30 170-30 171-25 171-09
S2 169-31 169-31 171-20
S3 168-10 169-09 171-15
S4 166-21 167-20 171-01
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
5 173-03 170-07 2-28 1.7% 1-18 0.9% 60% False False 226,639
10 173-03 170-07 2-28 1.7% 1-15 0.9% 60% False False 241,506
20 173-30 170-07 3-23 2.2% 1-16 0.9% 46% False False 220,111
40 177-11 169-31 7-12 4.3% 1-22 1.0% 27% False False 224,952
60 177-11 165-25 11-18 6.7% 1-24 1.0% 53% False False 238,555
80 177-11 161-23 15-20 9.1% 1-21 1.0% 65% False False 211,794
100 177-11 159-20 17-23 10.3% 1-18 0.9% 69% False False 169,526
120 177-11 159-20 17-23 10.3% 1-14 0.8% 69% False False 141,281
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-12
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 179-10
2.618 176-20
1.618 174-31
1.000 173-30
0.618 173-10
HIGH 172-09
0.618 171-21
0.500 171-14
0.382 171-08
LOW 170-20
0.618 169-19
1.000 168-31
1.618 167-30
2.618 166-09
4.250 163-19
Fisher Pivots for day following 01-Sep-2016
Pivot 1 day 3 day
R1 171-25 171-25
PP 171-20 171-20
S1 171-14 171-14

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

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