ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 25-Nov-2016
Day Change Summary
Previous Current
23-Nov-2016 25-Nov-2016 Change Change % Previous Week
Open 153-14 152-30 -0-16 -0.3% 152-29
High 153-22 153-12 -0-10 -0.2% 154-09
Low 151-19 151-31 0-12 0.2% 151-19
Close 152-29 152-26 -0-03 -0.1% 152-26
Range 2-03 1-13 -0-22 -32.8% 2-22
ATR 1-27 1-26 -0-01 -1.7% 0-00
Volume 500,917 224,969 -275,948 -55.1% 1,393,235
Daily Pivots for day following 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 156-30 156-09 153-19
R3 155-17 154-28 153-06
R2 154-04 154-04 153-02
R1 153-15 153-15 152-30 153-03
PP 152-23 152-23 152-23 152-17
S1 152-02 152-02 152-22 151-22
S2 151-10 151-10 152-18
S3 149-29 150-21 152-14
S4 148-16 149-08 152-01
Weekly Pivots for week ending 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 160-31 159-18 154-09
R3 158-09 156-28 153-18
R2 155-19 155-19 153-10
R1 154-06 154-06 153-02 153-18
PP 152-29 152-29 152-29 152-18
S1 151-16 151-16 152-18 150-28
S2 150-07 150-07 152-10
S3 147-17 148-26 152-02
S4 144-27 146-04 151-11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 154-09 151-19 2-22 1.8% 1-16 1.0% 45% False False 353,404
10 156-12 151-19 4-25 3.1% 1-24 1.1% 25% False False 342,637
20 164-31 151-19 13-12 8.8% 1-30 1.3% 9% False False 347,549
40 170-01 151-19 18-14 12.1% 1-22 1.1% 7% False False 295,189
60 171-16 151-19 19-29 13.0% 1-21 1.1% 6% False False 277,661
80 172-14 151-19 20-27 13.6% 1-20 1.1% 6% False False 224,914
100 175-17 151-19 23-30 15.7% 1-20 1.1% 5% False False 179,964
120 175-19 151-19 24-00 15.7% 1-15 1.0% 5% False False 149,973
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 159-11
2.618 157-02
1.618 155-21
1.000 154-25
0.618 154-08
HIGH 153-12
0.618 152-27
0.500 152-22
0.382 152-16
LOW 151-31
0.618 151-03
1.000 150-18
1.618 149-22
2.618 148-09
4.250 146-00
Fisher Pivots for day following 25-Nov-2016
Pivot 1 day 3 day
R1 152-25 152-30
PP 152-23 152-29
S1 152-22 152-27

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

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