ECBOT 30 Year Treasury Bond Future September 2016


Trading Metrics calculated at close of trading on 02-Sep-2016
Day Change Summary
Previous Current
01-Sep-2016 02-Sep-2016 Change Change % Previous Week
Open 171-23 171-29 0-06 0.1% 170-11
High 172-09 172-25 0-16 0.3% 172-25
Low 170-20 170-08 -0-12 -0.2% 170-07
Close 171-30 170-31 -0-31 -0.6% 170-31
Range 1-21 2-17 0-28 52.8% 2-18
ATR 1-18 1-21 0-02 4.3% 0-00
Volume 23,105 13,359 -9,746 -42.2% 686,093
Daily Pivots for day following 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 178-30 177-15 172-12
R3 176-13 174-30 171-21
R2 173-28 173-28 171-14
R1 172-13 172-13 171-06 171-28
PP 171-11 171-11 171-11 171-02
S1 169-28 169-28 170-24 169-11
S2 168-26 168-26 170-16
S3 166-09 167-11 170-09
S4 163-24 164-26 169-18
Weekly Pivots for week ending 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 179-00 177-18 172-12
R3 176-14 175-00 171-22
R2 173-28 173-28 171-14
R1 172-14 172-14 171-07 173-05
PP 171-10 171-10 171-10 171-22
S1 169-28 169-28 170-23 170-19
S2 168-24 168-24 170-16
S3 166-06 167-10 170-08
S4 163-20 164-24 169-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 172-25 170-07 2-18 1.5% 1-16 0.9% 29% True False 137,218
10 173-03 170-07 2-28 1.7% 1-18 0.9% 26% False False 223,293
20 173-30 170-07 3-23 2.2% 1-17 0.9% 20% False False 208,426
40 177-11 169-31 7-12 4.3% 1-22 1.0% 14% False False 218,435
60 177-11 165-25 11-18 6.8% 1-25 1.0% 45% False False 234,175
80 177-11 161-23 15-20 9.1% 1-21 1.0% 59% False False 211,944
100 177-11 159-20 17-23 10.4% 1-19 0.9% 64% False False 169,653
120 177-11 159-20 17-23 10.4% 1-14 0.8% 64% False False 141,392
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-15
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 183-17
2.618 179-13
1.618 176-28
1.000 175-10
0.618 174-11
HIGH 172-25
0.618 171-26
0.500 171-16
0.382 171-07
LOW 170-08
0.618 168-22
1.000 167-23
1.618 166-05
2.618 163-20
4.250 159-16
Fisher Pivots for day following 02-Sep-2016
Pivot 1 day 3 day
R1 171-16 171-16
PP 171-11 171-11
S1 171-05 171-05

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.