ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 07-Jul-2016
Day Change Summary
Previous Current
06-Jul-2016 07-Jul-2016 Change Change % Previous Week
Open 174-13 174-16 0-03 0.1% 171-22
High 175-19 174-30 -0-21 -0.4% 173-16
Low 174-04 173-30 -0-06 -0.1% 170-14
Close 174-13 174-25 0-12 0.2% 172-05
Range 1-15 1-00 -0-15 -31.9% 3-02
ATR 1-17 1-15 -0-01 -2.4% 0-00
Volume 40 9 -31 -77.5% 175
Daily Pivots for day following 07-Jul-2016
Classic Woodie Camarilla DeMark
R4 177-18 177-05 175-11
R3 176-18 176-05 175-02
R2 175-18 175-18 174-31
R1 175-05 175-05 174-28 175-12
PP 174-18 174-18 174-18 174-21
S1 174-05 174-05 174-22 174-12
S2 173-18 173-18 174-19
S3 172-18 173-05 174-16
S4 171-18 172-05 174-07
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
5 175-19 170-14 5-05 3.0% 1-19 0.9% 84% False False 44
10 175-19 164-18 11-01 6.3% 1-12 0.8% 93% False False 37
20 175-19 164-18 11-01 6.3% 0-25 0.4% 93% False False 18
40 175-19 159-29 15-22 9.0% 0-14 0.2% 95% False False 9
60 175-19 158-20 16-31 9.7% 0-09 0.2% 95% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-08
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 179-06
2.618 177-18
1.618 176-18
1.000 175-30
0.618 175-18
HIGH 174-30
0.618 174-18
0.500 174-14
0.382 174-10
LOW 173-30
0.618 173-10
1.000 172-30
1.618 172-10
2.618 171-10
4.250 169-22
Fisher Pivots for day following 07-Jul-2016
Pivot 1 day 3 day
R1 174-21 174-17
PP 174-18 174-09
S1 174-14 174-01

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

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