ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 14-Sep-2016
Day Change Summary
Previous Current
13-Sep-2016 14-Sep-2016 Change Change % Previous Week
Open 166-28 165-08 -1-20 -1.0% 169-11
High 167-18 166-12 -1-06 -0.7% 171-16
Low 164-22 164-27 0-05 0.1% 166-17
Close 165-09 165-28 0-19 0.4% 166-27
Range 2-28 1-17 -1-11 -46.7% 4-31
ATR 1-24 1-23 0-00 -0.9% 0-00
Volume 345,670 240,220 -105,450 -30.5% 1,103,817
Daily Pivots for day following 14-Sep-2016
Classic Woodie Camarilla DeMark
R4 170-09 169-20 166-23
R3 168-24 168-03 166-09
R2 167-07 167-07 166-05
R1 166-18 166-18 166-00 166-28
PP 165-22 165-22 165-22 165-28
S1 165-01 165-01 165-24 165-12
S2 164-05 164-05 165-19
S3 162-20 163-16 165-15
S4 161-03 161-31 165-01
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
5 171-01 164-22 6-11 3.8% 2-04 1.3% 19% False False 302,341
10 171-16 164-22 6-26 4.1% 1-28 1.1% 17% False False 271,806
20 171-20 164-22 6-30 4.2% 1-21 1.0% 17% False False 189,919
40 173-07 164-22 8-17 5.1% 1-21 1.0% 14% False False 95,233
60 175-19 164-18 11-01 6.7% 1-17 0.9% 12% False False 63,506
80 175-19 160-31 14-20 8.8% 1-06 0.7% 34% False False 47,629
100 175-19 158-20 16-31 10.2% 0-30 0.6% 43% False False 38,103
120 175-19 158-20 16-31 10.2% 0-25 0.5% 43% False False 31,753
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 172-28
2.618 170-12
1.618 168-27
1.000 167-29
0.618 167-10
HIGH 166-12
0.618 165-25
0.500 165-20
0.382 165-14
LOW 164-27
0.618 163-29
1.000 163-10
1.618 162-12
2.618 160-27
4.250 158-11
Fisher Pivots for day following 14-Sep-2016
Pivot 1 day 3 day
R1 165-25 166-04
PP 165-22 166-01
S1 165-20 165-31

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

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