ECBOT 30 Year Treasury Bond Future September 2016


Trading Metrics calculated at close of trading on 16-Sep-2016
Day Change Summary
Previous Current
15-Sep-2016 16-Sep-2016 Change Change % Previous Week
Open 167-00 167-17 0-17 0.3% 168-20
High 167-18 168-03 0-17 0.3% 169-03
Low 166-04 167-04 1-00 0.6% 166-04
Close 166-30 167-06 0-08 0.1% 167-06
Range 1-14 0-31 -0-15 -32.6% 2-31
ATR 1-23 1-22 -0-01 -2.4% 0-00
Volume 578 239 -339 -58.7% 4,275
Daily Pivots for day following 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 170-12 169-24 167-23
R3 169-13 168-25 167-15
R2 168-14 168-14 167-12
R1 167-26 167-26 167-09 167-20
PP 167-15 167-15 167-15 167-12
S1 166-27 166-27 167-03 166-22
S2 166-16 166-16 167-00
S3 165-17 165-28 166-29
S4 164-18 164-29 166-21
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 176-12 174-24 168-26
R3 173-13 171-25 168-00
R2 170-14 170-14 167-23
R1 168-26 168-26 167-15 168-04
PP 167-15 167-15 167-15 167-04
S1 165-27 165-27 166-29 165-06
S2 164-16 164-16 166-21
S3 161-17 162-28 166-12
S4 158-18 159-29 165-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 169-03 166-04 2-31 1.8% 1-16 0.9% 36% False False 855
10 172-30 166-04 6-26 4.1% 1-26 1.1% 16% False False 3,896
20 173-03 166-04 6-31 4.2% 1-21 1.0% 15% False False 122,701
40 174-22 166-04 8-18 5.1% 1-21 1.0% 12% False False 168,046
60 177-11 165-25 11-18 6.9% 1-28 1.1% 12% False False 200,052
80 177-11 161-23 15-20 9.3% 1-23 1.0% 35% False False 209,051
100 177-11 160-01 17-10 10.4% 1-20 1.0% 41% False False 169,889
120 177-11 159-20 17-23 10.6% 1-17 0.9% 43% False False 141,605
Crabel Price Patterns
NR True
NR4 True
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 0-12
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 172-07
2.618 170-20
1.618 169-21
1.000 169-02
0.618 168-22
HIGH 168-03
0.618 167-23
0.500 167-20
0.382 167-16
LOW 167-04
0.618 166-17
1.000 166-05
1.618 165-18
2.618 164-19
4.250 163-00
Fisher Pivots for day following 16-Sep-2016
Pivot 1 day 3 day
R1 167-20 167-05
PP 167-15 167-04
S1 167-10 167-04

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

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