ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 02-Sep-2016
Day Change Summary
Previous Current
01-Sep-2016 02-Sep-2016 Change Change % Previous Week
Open 170-08 170-16 0-08 0.1% 168-29
High 170-27 171-07 0-12 0.2% 171-07
Low 169-06 168-25 -0-13 -0.2% 168-24
Close 170-15 169-16 -0-31 -0.6% 169-16
Range 1-21 2-14 0-25 47.2% 2-15
ATR 1-16 1-19 0-02 4.3% 0-00
Volume 245,659 291,191 45,532 18.5% 1,288,822
Daily Pivots for day following 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 177-05 175-24 170-27
R3 174-23 173-10 170-05
R2 172-09 172-09 169-30
R1 170-28 170-28 169-23 170-12
PP 169-27 169-27 169-27 169-18
S1 168-14 168-14 169-09 167-30
S2 167-13 167-13 169-02
S3 164-31 166-00 168-27
S4 162-17 163-18 168-05
Weekly Pivots for week ending 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 177-07 175-27 170-27
R3 174-24 173-12 170-06
R2 172-09 172-09 169-30
R1 170-29 170-29 169-23 171-19
PP 169-26 169-26 169-26 170-06
S1 168-14 168-14 169-09 169-04
S2 167-11 167-11 169-02
S3 164-28 165-31 168-26
S4 162-13 163-16 168-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 171-07 168-24 2-15 1.5% 1-16 0.9% 30% True False 257,764
10 171-20 168-24 2-28 1.7% 1-18 0.9% 26% False False 185,663
20 172-14 168-24 3-22 2.2% 1-16 0.9% 20% False False 93,473
40 175-15 168-19 6-28 4.1% 1-19 0.9% 13% False False 46,838
60 175-19 164-18 11-01 6.5% 1-10 0.8% 45% False False 31,231
80 175-19 159-29 15-22 9.3% 1-01 0.6% 61% False False 23,424
100 175-19 158-20 16-31 10.0% 0-26 0.5% 64% False False 18,739
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-15
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 181-19
2.618 177-19
1.618 175-05
1.000 173-21
0.618 172-23
HIGH 171-07
0.618 170-09
0.500 170-00
0.382 169-23
LOW 168-25
0.618 167-09
1.000 166-11
1.618 164-27
2.618 162-13
4.250 158-14
Fisher Pivots for day following 02-Sep-2016
Pivot 1 day 3 day
R1 170-00 170-00
PP 169-27 169-27
S1 169-21 169-21

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

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