ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 20-Sep-2016
Day Change Summary
Previous Current
19-Sep-2016 20-Sep-2016 Change Change % Previous Week
Open 165-25 165-14 -0-11 -0.2% 166-16
High 166-08 166-23 0-15 0.3% 167-18
Low 165-11 165-13 0-02 0.0% 164-17
Close 165-23 166-00 0-09 0.2% 165-21
Range 0-29 1-10 0-13 44.8% 3-01
ATR 1-20 1-19 -0-01 -1.4% 0-00
Volume 148,952 181,099 32,147 21.6% 1,346,315
Daily Pivots for day following 20-Sep-2016
Classic Woodie Camarilla DeMark
R4 169-31 169-10 166-23
R3 168-21 168-00 166-12
R2 167-11 167-11 166-08
R1 166-22 166-22 166-04 167-01
PP 166-01 166-01 166-01 166-07
S1 165-12 165-12 165-28 165-23
S2 164-23 164-23 165-24
S3 163-13 164-02 165-20
S4 162-03 162-24 165-09
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 175-00 173-12 167-10
R3 171-31 170-11 166-16
R2 168-30 168-30 166-07
R1 167-10 167-10 165-30 166-20
PP 165-29 165-29 165-29 165-18
S1 164-09 164-09 165-12 163-19
S2 162-28 162-28 165-03
S3 159-27 161-08 164-26
S4 156-26 158-07 164-00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 166-23 164-17 2-06 1.3% 1-09 0.8% 67% True False 216,788
10 171-16 164-17 6-31 4.2% 1-20 1.0% 21% False False 253,439
20 171-20 164-17 7-03 4.3% 1-20 1.0% 21% False False 231,431
40 173-07 164-17 8-22 5.2% 1-20 1.0% 17% False False 116,317
60 175-19 164-17 11-02 6.7% 1-18 0.9% 13% False False 77,567
80 175-19 161-22 13-29 8.4% 1-08 0.7% 31% False False 58,176
100 175-19 159-18 16-01 9.7% 1-00 0.6% 40% False False 46,541
120 175-19 158-20 16-31 10.2% 0-27 0.5% 43% False False 38,784
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-10
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 172-10
2.618 170-05
1.618 168-27
1.000 168-01
0.618 167-17
HIGH 166-23
0.618 166-07
0.500 166-02
0.382 165-29
LOW 165-13
0.618 164-19
1.000 164-03
1.618 163-09
2.618 161-31
4.250 159-27
Fisher Pivots for day following 20-Sep-2016
Pivot 1 day 3 day
R1 166-02 166-01
PP 166-01 166-01
S1 166-01 166-00

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

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