ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 30-Sep-2016
Day Change Summary
Previous Current
29-Sep-2016 30-Sep-2016 Change Change % Previous Week
Open 169-06 169-17 0-11 0.2% 167-28
High 169-29 170-01 0-04 0.1% 170-03
Low 168-09 167-30 -0-11 -0.2% 167-21
Close 169-20 168-05 -1-15 -0.9% 168-05
Range 1-20 2-03 0-15 28.8% 2-14
ATR 1-18 1-19 0-01 2.5% 0-00
Volume 245,220 329,704 84,484 34.5% 1,182,389
Daily Pivots for day following 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 175-00 173-21 169-10
R3 172-29 171-18 168-23
R2 170-26 170-26 168-17
R1 169-15 169-15 168-11 169-03
PP 168-23 168-23 168-23 168-17
S1 167-12 167-12 167-31 167-00
S2 166-20 166-20 167-25
S3 164-17 165-09 167-19
S4 162-14 163-06 167-00
Weekly Pivots for week ending 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 175-30 174-16 169-16
R3 173-16 172-02 168-26
R2 171-02 171-02 168-19
R1 169-20 169-20 168-12 170-11
PP 168-20 168-20 168-20 169-00
S1 167-06 167-06 167-30 167-29
S2 166-06 166-06 167-23
S3 163-24 164-24 167-16
S4 161-10 162-10 166-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 170-03 167-21 2-14 1.4% 1-17 0.9% 21% False False 236,477
10 170-03 164-13 5-22 3.4% 1-14 0.9% 66% False False 219,486
20 171-16 164-13 7-03 4.2% 1-21 1.0% 53% False False 246,809
40 172-14 164-13 8-01 4.8% 1-18 0.9% 47% False False 162,873
60 175-17 164-13 11-04 6.6% 1-19 0.9% 34% False False 108,642
80 175-19 164-13 11-06 6.7% 1-12 0.8% 34% False False 81,486
100 175-19 159-29 15-22 9.3% 1-04 0.7% 53% False False 65,189
120 175-19 158-20 16-31 10.1% 0-30 0.6% 56% False False 54,324
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-14
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 178-30
2.618 175-16
1.618 173-13
1.000 172-04
0.618 171-10
HIGH 170-01
0.618 169-07
0.500 169-00
0.382 168-24
LOW 167-30
0.618 166-21
1.000 165-27
1.618 164-18
2.618 162-15
4.250 159-01
Fisher Pivots for day following 30-Sep-2016
Pivot 1 day 3 day
R1 169-00 169-01
PP 168-23 168-23
S1 168-14 168-14

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

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