ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 05-Jul-2016
Day Change Summary
Previous Current
01-Jul-2016 05-Jul-2016 Change Change % Previous Week
Open 172-04 172-28 0-24 0.4% 171-22
High 173-16 174-27 1-11 0.8% 173-16
Low 172-04 172-14 0-10 0.2% 170-14
Close 172-05 174-24 2-19 1.5% 172-05
Range 1-12 2-13 1-01 75.0% 3-02
ATR 1-14 1-17 0-03 6.3% 0-00
Volume 55 112 57 103.6% 175
Daily Pivots for day following 05-Jul-2016
Classic Woodie Camarilla DeMark
R4 181-07 180-13 176-02
R3 178-26 178-00 175-13
R2 176-13 176-13 175-06
R1 175-19 175-19 174-31 176-00
PP 174-00 174-00 174-00 174-07
S1 173-06 173-06 174-17 173-19
S2 171-19 171-19 174-10
S3 169-06 170-25 174-03
S4 166-25 168-12 173-14
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 181-07 179-24 173-27
R3 178-05 176-22 173-00
R2 175-03 175-03 172-23
R1 173-20 173-20 172-14 174-12
PP 172-01 172-01 172-01 172-13
S1 170-18 170-18 171-28 171-10
S2 168-31 168-31 171-19
S3 165-29 167-16 171-10
S4 162-27 164-14 170-15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 174-27 170-14 4-13 2.5% 1-17 0.9% 98% True False 51
10 174-27 164-18 10-09 5.9% 1-04 0.6% 99% True False 32
20 174-27 164-18 10-09 5.9% 0-21 0.4% 99% True False 16
40 174-27 159-29 14-30 8.5% 0-12 0.2% 99% True False 8
60 174-27 158-20 16-07 9.3% 0-08 0.1% 99% True False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 185-02
2.618 181-05
1.618 178-24
1.000 177-08
0.618 176-11
HIGH 174-27
0.618 173-30
0.500 173-21
0.382 173-11
LOW 172-14
0.618 170-30
1.000 170-01
1.618 168-17
2.618 166-04
4.250 162-07
Fisher Pivots for day following 05-Jul-2016
Pivot 1 day 3 day
R1 174-12 174-02
PP 174-00 173-11
S1 173-21 172-21

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

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