ECBOT 30 Year Treasury Bond Future September 2016


Trading Metrics calculated at close of trading on 12-Sep-2016
Day Change Summary
Previous Current
09-Sep-2016 12-Sep-2016 Change Change % Previous Week
Open 170-07 168-20 -1-19 -0.9% 170-27
High 170-15 168-21 -1-26 -1.1% 172-30
Low 168-01 167-28 -0-05 -0.1% 168-01
Close 168-12 168-11 -0-01 0.0% 168-12
Range 2-14 0-25 -1-21 -67.9% 4-29
ATR 1-24 1-22 -0-02 -4.0% 0-00
Volume 7,206 899 -6,307 -87.5% 21,335
Daily Pivots for day following 12-Sep-2016
Classic Woodie Camarilla DeMark
R4 170-20 170-09 168-25
R3 169-27 169-16 168-18
R2 169-02 169-02 168-16
R1 168-23 168-23 168-13 168-16
PP 168-09 168-09 168-09 168-06
S1 167-30 167-30 168-09 167-23
S2 167-16 167-16 168-06
S3 166-23 167-05 168-04
S4 165-30 166-12 167-29
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 184-16 181-11 171-02
R3 179-19 176-14 169-23
R2 174-22 174-22 169-09
R1 171-17 171-17 168-26 170-21
PP 169-25 169-25 169-25 169-11
S1 166-20 166-20 167-30 165-24
S2 164-28 164-28 167-15
S3 159-31 161-23 167-01
S4 155-02 156-26 165-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 172-30 167-28 5-02 3.0% 1-26 1.1% 9% False True 4,446
10 172-30 167-28 5-02 3.0% 1-21 1.0% 9% False True 70,832
20 173-12 167-28 5-16 3.3% 1-19 0.9% 9% False True 162,352
40 174-22 167-28 6-26 4.0% 1-21 1.0% 7% False True 186,708
60 177-11 165-25 11-18 6.9% 1-26 1.1% 22% False False 212,397
80 177-11 161-23 15-20 9.3% 1-22 1.0% 42% False False 212,090
100 177-11 159-20 17-23 10.5% 1-20 1.0% 49% False False 169,873
120 177-11 159-20 17-23 10.5% 1-16 0.9% 49% False False 141,577
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-10
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 171-31
2.618 170-22
1.618 169-29
1.000 169-14
0.618 169-04
HIGH 168-21
0.618 168-11
0.500 168-08
0.382 168-06
LOW 167-28
0.618 167-13
1.000 167-03
1.618 166-20
2.618 165-27
4.250 164-18
Fisher Pivots for day following 12-Sep-2016
Pivot 1 day 3 day
R1 168-10 170-06
PP 168-09 169-18
S1 168-08 168-30

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

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