ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 29-Sep-2016
Day Change Summary
Previous Current
28-Sep-2016 29-Sep-2016 Change Change % Previous Week
Open 169-17 169-06 -0-11 -0.2% 165-25
High 170-03 169-29 -0-06 -0.1% 168-08
Low 169-00 168-09 -0-23 -0.4% 164-13
Close 169-08 169-20 0-12 0.2% 167-26
Range 1-03 1-20 0-17 48.6% 3-27
ATR 1-17 1-18 0-00 0.4% 0-00
Volume 219,999 245,220 25,221 11.5% 1,012,478
Daily Pivots for day following 29-Sep-2016
Classic Woodie Camarilla DeMark
R4 174-05 173-16 170-17
R3 172-17 171-28 170-02
R2 170-29 170-29 169-30
R1 170-08 170-08 169-25 170-19
PP 169-09 169-09 169-09 169-14
S1 168-20 168-20 169-15 168-31
S2 167-21 167-21 169-10
S3 166-01 167-00 169-06
S4 164-13 165-12 168-23
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
5 170-03 167-18 2-17 1.5% 1-08 0.7% 81% False False 202,795
10 170-03 164-13 5-22 3.4% 1-11 0.8% 92% False False 206,656
20 171-16 164-13 7-03 4.2% 1-20 1.0% 74% False False 242,607
40 172-14 164-13 8-01 4.7% 1-18 0.9% 65% False False 154,638
60 175-17 164-13 11-04 6.6% 1-18 0.9% 47% False False 103,147
80 175-19 164-13 11-06 6.6% 1-12 0.8% 47% False False 77,365
100 175-19 159-29 15-22 9.2% 1-03 0.6% 62% False False 61,892
120 175-19 158-20 16-31 10.0% 0-29 0.5% 65% False False 51,576
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 176-26
2.618 174-05
1.618 172-17
1.000 171-17
0.618 170-29
HIGH 169-29
0.618 169-09
0.500 169-03
0.382 168-29
LOW 168-09
0.618 167-09
1.000 166-21
1.618 165-21
2.618 164-01
4.250 161-12
Fisher Pivots for day following 29-Sep-2016
Pivot 1 day 3 day
R1 169-14 169-13
PP 169-09 169-07
S1 169-03 169-00

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

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