ECBOT 30 Year Treasury Bond Future September 2016


Trading Metrics calculated at close of trading on 14-Sep-2016
Day Change Summary
Previous Current
13-Sep-2016 14-Sep-2016 Change Change % Previous Week
Open 168-21 166-23 -1-30 -1.1% 170-27
High 169-03 167-28 -1-07 -0.7% 172-30
Low 166-09 166-14 0-05 0.1% 168-01
Close 166-26 167-13 0-19 0.4% 168-12
Range 2-26 1-14 -1-12 -48.9% 4-29
ATR 1-25 1-24 -0-01 -1.3% 0-00
Volume 1,392 1,167 -225 -16.2% 21,335
Daily Pivots for day following 14-Sep-2016
Classic Woodie Camarilla DeMark
R4 171-18 170-29 168-06
R3 170-04 169-15 167-26
R2 168-22 168-22 167-21
R1 168-01 168-01 167-17 168-12
PP 167-08 167-08 167-08 167-13
S1 166-19 166-19 167-09 166-30
S2 165-26 165-26 167-05
S3 164-12 165-05 167-00
S4 162-30 163-23 166-20
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
5 172-15 166-09 6-06 3.7% 2-02 1.2% 18% False False 2,894
10 172-30 166-09 6-21 4.0% 1-26 1.1% 17% False False 10,327
20 173-03 166-09 6-26 4.1% 1-20 1.0% 17% False False 141,474
40 174-22 166-09 8-13 5.0% 1-22 1.0% 13% False False 178,307
60 177-11 165-25 11-18 6.9% 1-27 1.1% 14% False False 205,697
80 177-11 161-23 15-20 9.3% 1-23 1.0% 36% False False 211,843
100 177-11 159-20 17-23 10.6% 1-20 1.0% 44% False False 169,891
120 177-11 159-20 17-23 10.6% 1-17 0.9% 44% False False 141,599
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 174-00
2.618 171-20
1.618 170-06
1.000 169-10
0.618 168-24
HIGH 167-28
0.618 167-10
0.500 167-05
0.382 167-00
LOW 166-14
0.618 165-18
1.000 165-00
1.618 164-04
2.618 162-22
4.250 160-10
Fisher Pivots for day following 14-Sep-2016
Pivot 1 day 3 day
R1 167-10 167-22
PP 167-08 167-19
S1 167-05 167-16

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

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