ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 24-Oct-2016
Day Change Summary
Previous Current
21-Oct-2016 24-Oct-2016 Change Change % Previous Week
Open 164-13 164-31 0-18 0.3% 163-02
High 165-06 165-10 0-04 0.1% 165-07
Low 164-10 163-30 -0-12 -0.2% 162-19
Close 164-26 164-10 -0-16 -0.3% 164-26
Range 0-28 1-12 0-16 57.1% 2-20
ATR 1-13 1-13 0-00 -0.1% 0-00
Volume 188,311 191,147 2,836 1.5% 1,165,758
Daily Pivots for day following 24-Oct-2016
Classic Woodie Camarilla DeMark
R4 168-21 167-27 165-02
R3 167-09 166-15 164-22
R2 165-29 165-29 164-18
R1 165-03 165-03 164-14 164-26
PP 164-17 164-17 164-17 164-12
S1 163-23 163-23 164-06 163-14
S2 163-05 163-05 164-02
S3 161-25 162-11 163-30
S4 160-13 160-31 163-18
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
5 165-10 163-09 2-01 1.2% 1-06 0.7% 51% True False 226,542
10 165-13 162-19 2-26 1.7% 1-07 0.7% 61% False False 238,405
20 170-03 162-19 7-16 4.6% 1-13 0.8% 23% False False 238,186
40 171-16 162-19 8-29 5.4% 1-16 0.9% 19% False False 242,065
60 173-02 162-19 10-15 6.4% 1-16 0.9% 16% False False 171,090
80 175-19 162-19 13-00 7.9% 1-17 0.9% 13% False False 128,344
100 175-19 162-19 13-00 7.9% 1-10 0.8% 13% False False 102,677
120 175-19 159-29 15-22 9.5% 1-04 0.7% 28% False False 85,564
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 171-05
2.618 168-29
1.618 167-17
1.000 166-22
0.618 166-05
HIGH 165-10
0.618 164-25
0.500 164-20
0.382 164-15
LOW 163-30
0.618 163-03
1.000 162-18
1.618 161-23
2.618 160-11
4.250 158-03
Fisher Pivots for day following 24-Oct-2016
Pivot 1 day 3 day
R1 164-20 164-17
PP 164-17 164-15
S1 164-13 164-12

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

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