ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 21-Oct-2016
Day Change Summary
Previous Current
20-Oct-2016 21-Oct-2016 Change Change % Previous Week
Open 164-11 164-13 0-02 0.0% 163-02
High 165-07 165-06 -0-01 0.0% 165-07
Low 163-24 164-10 0-18 0.3% 162-19
Close 164-21 164-26 0-05 0.1% 164-26
Range 1-15 0-28 -0-19 -40.4% 2-20
ATR 1-14 1-13 -0-01 -2.8% 0-00
Volume 265,492 188,311 -77,181 -29.1% 1,165,758
Daily Pivots for day following 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 167-13 166-31 165-09
R3 166-17 166-03 165-02
R2 165-21 165-21 164-31
R1 165-07 165-07 164-29 165-14
PP 164-25 164-25 164-25 164-28
S1 164-11 164-11 164-23 164-18
S2 163-29 163-29 164-21
S3 163-01 163-15 164-18
S4 162-05 162-19 164-11
Weekly Pivots for week ending 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 172-03 171-02 166-08
R3 169-15 168-14 165-17
R2 166-27 166-27 165-09
R1 165-26 165-26 165-02 166-11
PP 164-07 164-07 164-07 164-15
S1 163-06 163-06 164-18 163-23
S2 161-19 161-19 164-11
S3 158-31 160-18 164-03
S4 156-11 157-30 163-12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165-07 162-19 2-20 1.6% 1-08 0.8% 85% False False 233,151
10 165-13 162-19 2-26 1.7% 1-08 0.8% 79% False False 226,005
20 170-03 162-19 7-16 4.6% 1-12 0.8% 30% False False 237,001
40 171-20 162-19 9-01 5.5% 1-17 0.9% 25% False False 242,310
60 173-07 162-19 10-20 6.4% 1-17 0.9% 21% False False 167,914
80 175-19 162-19 13-00 7.9% 1-17 0.9% 17% False False 125,955
100 175-19 162-19 13-00 7.9% 1-10 0.8% 17% False False 100,765
120 175-19 159-29 15-22 9.5% 1-03 0.7% 31% False False 83,971
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-09
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 168-29
2.618 167-15
1.618 166-19
1.000 166-02
0.618 165-23
HIGH 165-06
0.618 164-27
0.500 164-24
0.382 164-21
LOW 164-10
0.618 163-25
1.000 163-14
1.618 162-29
2.618 162-01
4.250 160-19
Fisher Pivots for day following 21-Oct-2016
Pivot 1 day 3 day
R1 164-25 164-23
PP 164-25 164-19
S1 164-24 164-16

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

View Archives - Comment on this page... - Back to Index of Symbols