ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 01-Sep-2016
Day Change Summary
Previous Current
31-Aug-2016 01-Sep-2016 Change Change % Previous Week
Open 170-13 170-08 -0-05 -0.1% 169-16
High 170-21 170-27 0-06 0.1% 171-20
Low 169-27 169-06 -0-21 -0.4% 168-26
Close 170-12 170-15 0-03 0.1% 168-27
Range 0-26 1-21 0-27 103.9% 2-26
ATR 1-16 1-16 0-00 0.7% 0-00
Volume 244,752 245,659 907 0.4% 567,816
Daily Pivots for day following 01-Sep-2016
Classic Woodie Camarilla DeMark
R4 175-04 174-15 171-12
R3 173-15 172-26 170-30
R2 171-26 171-26 170-25
R1 171-05 171-05 170-20 171-16
PP 170-05 170-05 170-05 170-11
S1 169-16 169-16 170-10 169-27
S2 168-16 168-16 170-05
S3 166-27 167-27 170-00
S4 165-06 166-06 169-18
Weekly Pivots for week ending 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 178-06 176-11 170-13
R3 175-12 173-17 169-20
R2 172-18 172-18 169-12
R1 170-23 170-23 169-03 170-08
PP 169-24 169-24 169-24 169-17
S1 167-29 167-29 168-19 167-14
S2 166-30 166-30 168-11
S3 164-04 165-03 168-02
S4 161-10 162-09 167-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 171-20 168-24 2-28 1.7% 1-19 0.9% 60% False False 239,717
10 171-20 168-24 2-28 1.7% 1-16 0.9% 60% False False 156,796
20 172-14 168-24 3-22 2.2% 1-15 0.9% 47% False False 78,937
40 175-17 168-19 6-30 4.1% 1-18 0.9% 27% False False 39,558
60 175-19 164-18 11-01 6.5% 1-09 0.8% 54% False False 26,378
80 175-19 159-29 15-22 9.2% 1-00 0.6% 67% False False 19,784
100 175-19 158-20 16-31 10.0% 0-25 0.5% 70% False False 15,827
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-14
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 177-28
2.618 175-06
1.618 173-17
1.000 172-16
0.618 171-28
HIGH 170-27
0.618 170-07
0.500 170-01
0.382 169-26
LOW 169-06
0.618 168-05
1.000 167-17
1.618 166-16
2.618 164-27
4.250 162-05
Fisher Pivots for day following 01-Sep-2016
Pivot 1 day 3 day
R1 170-10 170-10
PP 170-05 170-05
S1 170-01 170-01

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

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