ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 24-Jun-2016
Day Change Summary
Previous Current
23-Jun-2016 24-Jun-2016 Change Change % Previous Week
Open 164-18 169-18 5-00 3.0% 166-25
High 164-27 171-05 6-10 3.8% 171-05
Low 164-18 168-17 3-31 2.4% 164-18
Close 164-27 168-17 3-22 2.2% 168-17
Range 0-09 2-20 2-11 833.2% 6-19
ATR 0-25 1-06 0-13 50.6% 0-00
Volume 1 33 32 3,200.0% 34
Daily Pivots for day following 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 177-09 175-17 169-31
R3 174-21 172-29 169-08
R2 172-01 172-01 169-00
R1 170-09 170-09 168-25 169-27
PP 169-13 169-13 169-13 169-06
S1 167-21 167-21 168-09 167-07
S2 166-25 166-25 168-02
S3 164-05 165-01 167-26
S4 161-17 162-13 167-03
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 187-28 184-25 172-05
R3 181-09 178-06 170-11
R2 174-22 174-22 169-24
R1 171-19 171-19 169-04 173-05
PP 168-03 168-03 168-03 168-27
S1 165-00 165-00 167-30 166-18
S2 161-16 161-16 167-10
S3 154-29 158-13 166-23
S4 148-10 151-26 164-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 171-05 164-18 6-19 3.9% 0-19 0.3% 60% True False 6
10 171-05 164-18 6-19 3.9% 0-10 0.2% 60% True False 3
20 171-05 161-22 9-15 5.6% 0-09 0.2% 72% True False 2
40 171-05 159-18 11-19 6.9% 0-05 0.1% 77% True False 1
60 171-05 158-20 12-17 7.4% 0-03 0.1% 79% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-03
Widest range in 68 trading days
Fibonacci Retracements and Extensions
4.250 182-10
2.618 178-01
1.618 175-13
1.000 173-25
0.618 172-25
HIGH 171-05
0.618 170-05
0.500 169-27
0.382 169-17
LOW 168-17
0.618 166-29
1.000 165-29
1.618 164-09
2.618 161-21
4.250 157-12
Fisher Pivots for day following 24-Jun-2016
Pivot 1 day 3 day
R1 169-27 168-10
PP 169-13 168-03
S1 168-31 167-28

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

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