ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 08-Aug-2016
Day Change Summary
Previous Current
05-Aug-2016 08-Aug-2016 Change Change % Previous Week
Open 171-24 169-26 -1-30 -1.1% 173-00
High 172-06 170-10 -1-28 -1.1% 173-02
Low 169-30 169-12 -0-18 -0.3% 169-24
Close 170-03 170-06 0-03 0.1% 170-03
Range 2-08 0-30 -1-10 -58.3% 3-10
ATR 1-23 1-21 -0-02 -3.2% 0-00
Volume 484 232 -252 -52.1% 2,179
Daily Pivots for day following 08-Aug-2016
Classic Woodie Camarilla DeMark
R4 172-25 172-13 170-22
R3 171-27 171-15 170-14
R2 170-29 170-29 170-12
R1 170-17 170-17 170-09 170-23
PP 169-31 169-31 169-31 170-02
S1 169-19 169-19 170-03 169-25
S2 169-01 169-01 170-00
S3 168-03 168-21 169-30
S4 167-05 167-23 169-22
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 180-29 178-26 171-29
R3 177-19 175-16 171-00
R2 174-09 174-09 170-22
R1 172-06 172-06 170-13 171-19
PP 170-31 170-31 170-31 170-21
S1 168-28 168-28 169-25 168-09
S2 167-21 167-21 169-16
S3 164-11 165-18 169-06
S4 161-01 162-08 168-09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 172-11 169-12 2-31 1.7% 1-20 1.0% 27% False True 362
10 173-07 169-12 3-27 2.3% 1-25 1.0% 21% False True 327
20 174-06 168-19 5-19 3.3% 1-21 1.0% 28% False False 211
40 175-19 164-18 11-01 6.5% 1-08 0.7% 51% False False 116
60 175-19 159-29 15-22 9.2% 0-28 0.5% 66% False False 78
80 175-19 158-20 16-31 10.0% 0-21 0.4% 68% False False 58
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0-13
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 174-10
2.618 172-25
1.618 171-27
1.000 171-08
0.618 170-29
HIGH 170-10
0.618 169-31
0.500 169-27
0.382 169-23
LOW 169-12
0.618 168-25
1.000 168-14
1.618 167-27
2.618 166-29
4.250 165-12
Fisher Pivots for day following 08-Aug-2016
Pivot 1 day 3 day
R1 170-02 170-28
PP 169-31 170-20
S1 169-27 170-13

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

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