ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 07-Sep-2016
Day Change Summary
Previous Current
06-Sep-2016 07-Sep-2016 Change Change % Previous Week
Open 169-11 170-30 1-19 0.9% 168-29
High 171-01 171-16 0-15 0.3% 171-07
Low 168-26 170-21 1-27 1.1% 168-24
Close 170-21 170-23 0-02 0.0% 169-16
Range 2-07 0-27 -1-12 -62.0% 2-15
ATR 1-20 1-18 -0-02 -3.4% 0-00
Volume 245,793 178,962 -66,831 -27.2% 1,288,822
Daily Pivots for day following 07-Sep-2016
Classic Woodie Camarilla DeMark
R4 173-16 172-30 171-06
R3 172-21 172-03 170-30
R2 171-26 171-26 170-28
R1 171-08 171-08 170-25 171-04
PP 170-31 170-31 170-31 170-28
S1 170-13 170-13 170-21 170-09
S2 170-04 170-04 170-18
S3 169-09 169-18 170-16
S4 168-14 168-23 170-08
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
5 171-16 168-25 2-23 1.6% 1-19 0.9% 71% True False 241,271
10 171-20 168-24 2-28 1.7% 1-18 0.9% 68% False False 222,709
20 172-14 168-24 3-22 2.2% 1-17 0.9% 53% False False 114,649
40 173-22 168-19 5-03 3.0% 1-18 0.9% 42% False False 57,453
60 175-19 164-18 11-01 6.5% 1-11 0.8% 56% False False 38,311
80 175-19 159-29 15-22 9.2% 1-02 0.6% 69% False False 28,733
100 175-19 158-20 16-31 9.9% 0-27 0.5% 71% False False 22,986
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0-15
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 175-03
2.618 173-23
1.618 172-28
1.000 172-11
0.618 172-01
HIGH 171-16
0.618 171-06
0.500 171-03
0.382 170-31
LOW 170-21
0.618 170-04
1.000 169-26
1.618 169-09
2.618 168-14
4.250 167-02
Fisher Pivots for day following 07-Sep-2016
Pivot 1 day 3 day
R1 171-03 170-17
PP 170-31 170-11
S1 170-27 170-05

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

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