ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 27-Sep-2016
Day Change Summary
Previous Current
26-Sep-2016 27-Sep-2016 Change Change % Previous Week
Open 167-28 168-14 0-18 0.3% 165-25
High 168-24 169-22 0-30 0.6% 168-08
Low 167-21 167-29 0-08 0.1% 164-13
Close 168-08 169-14 1-06 0.7% 167-26
Range 1-03 1-25 0-22 62.9% 3-27
ATR 1-18 1-18 0-01 1.0% 0-00
Volume 167,451 220,015 52,564 31.4% 1,012,478
Daily Pivots for day following 27-Sep-2016
Classic Woodie Camarilla DeMark
R4 174-11 173-22 170-13
R3 172-18 171-29 169-30
R2 170-25 170-25 169-24
R1 170-04 170-04 169-19 170-14
PP 169-00 169-00 169-00 169-06
S1 168-11 168-11 169-09 168-22
S2 167-07 167-07 169-04
S3 165-14 166-18 168-30
S4 163-21 164-25 168-15
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 178-11 176-30 169-30
R3 174-16 173-03 168-28
R2 170-21 170-21 168-17
R1 169-08 169-08 168-05 169-30
PP 166-26 166-26 166-26 167-06
S1 165-13 165-13 167-15 166-04
S2 162-31 162-31 167-03
S3 159-04 161-18 166-24
S4 155-09 157-23 165-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 169-22 164-13 5-09 3.1% 1-15 0.9% 95% True False 213,978
10 169-22 164-13 5-09 3.1% 1-12 0.8% 95% True False 215,383
20 171-16 164-13 7-03 4.2% 1-18 0.9% 71% False False 242,150
40 172-14 164-13 8-01 4.7% 1-18 0.9% 63% False False 143,028
60 175-19 164-13 11-06 6.6% 1-19 0.9% 45% False False 95,396
80 175-19 164-13 11-06 6.6% 1-11 0.8% 45% False False 71,549
100 175-19 159-29 15-22 9.3% 1-02 0.6% 61% False False 57,239
120 175-19 158-20 16-31 10.0% 0-29 0.5% 64% False False 47,699
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-11
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 177-08
2.618 174-11
1.618 172-18
1.000 171-15
0.618 170-25
HIGH 169-22
0.618 169-00
0.500 168-26
0.382 168-19
LOW 167-29
0.618 166-26
1.000 166-04
1.618 165-01
2.618 163-08
4.250 160-11
Fisher Pivots for day following 27-Sep-2016
Pivot 1 day 3 day
R1 169-07 169-05
PP 169-00 168-29
S1 168-26 168-20

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

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