ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 09-Sep-2016
Day Change Summary
Previous Current
08-Sep-2016 09-Sep-2016 Change Change % Previous Week
Open 170-25 168-24 -2-01 -1.2% 169-11
High 171-01 169-00 -2-01 -1.2% 171-16
Low 168-03 166-17 -1-18 -0.9% 166-17
Close 168-14 166-27 -1-19 -0.9% 166-27
Range 2-30 2-15 -0-15 -16.0% 4-31
ATR 1-21 1-23 0-02 3.4% 0-00
Volume 344,833 334,229 -10,604 -3.1% 1,103,817
Daily Pivots for day following 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 174-28 173-10 168-06
R3 172-13 170-27 167-17
R2 169-30 169-30 167-09
R1 168-12 168-12 167-02 167-30
PP 167-15 167-15 167-15 167-07
S1 165-29 165-29 166-20 165-15
S2 165-00 165-00 166-13
S3 162-17 163-14 166-05
S4 160-02 160-31 165-16
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 183-06 180-00 169-18
R3 178-07 175-01 168-07
R2 173-08 173-08 167-24
R1 170-02 170-02 167-10 169-06
PP 168-09 168-09 168-09 167-27
S1 165-03 165-03 166-12 164-07
S2 163-10 163-10 165-30
S3 158-11 160-04 165-15
S4 153-12 155-05 164-04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 171-16 166-17 4-31 3.0% 2-06 1.3% 6% False True 279,001
10 171-20 166-17 5-03 3.1% 1-28 1.1% 6% False True 259,359
20 172-14 166-17 5-29 3.5% 1-21 1.0% 5% False True 148,504
40 173-07 166-17 6-22 4.0% 1-20 1.0% 5% False True 74,426
60 175-19 164-18 11-01 6.6% 1-14 0.9% 21% False False 49,628
80 175-19 159-29 15-22 9.4% 1-04 0.7% 44% False False 37,221
100 175-19 158-20 16-31 10.2% 0-29 0.5% 48% False False 29,777
120 175-19 158-20 16-31 10.2% 0-24 0.4% 48% False False 24,814
Crabel Price Patterns
NR True
NR4 False
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 0-14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 179-16
2.618 175-15
1.618 173-00
1.000 171-15
0.618 170-17
HIGH 169-00
0.618 168-02
0.500 167-25
0.382 167-15
LOW 166-17
0.618 165-00
1.000 164-02
1.618 162-17
2.618 160-02
4.250 156-01
Fisher Pivots for day following 09-Sep-2016
Pivot 1 day 3 day
R1 167-25 169-01
PP 167-15 168-09
S1 167-05 167-18

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.