ECBOT 30 Year Treasury Bond Future December 2016


Trading Metrics calculated at close of trading on 29-Nov-2016
Day Change Summary
Previous Current
28-Nov-2016 29-Nov-2016 Change Change % Previous Week
Open 153-04 153-24 0-20 0.4% 152-29
High 153-29 154-11 0-14 0.3% 154-09
Low 153-04 153-03 -0-01 0.0% 151-19
Close 153-22 154-04 0-14 0.3% 152-26
Range 0-25 1-08 0-15 60.0% 2-22
ATR 1-25 1-24 -0-01 -2.1% 0-00
Volume 436,721 262,872 -173,849 -39.8% 1,393,235
Daily Pivots for day following 29-Nov-2016
Classic Woodie Camarilla DeMark
R4 157-19 157-04 154-26
R3 156-11 155-28 154-15
R2 155-03 155-03 154-11
R1 154-20 154-20 154-08 154-28
PP 153-27 153-27 153-27 153-31
S1 153-12 153-12 154-00 153-20
S2 152-19 152-19 153-29
S3 151-11 152-04 153-25
S4 150-03 150-28 153-14
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
5 154-11 151-19 2-24 1.8% 1-10 0.9% 92% True False 362,467
10 155-16 151-19 3-29 2.5% 1-17 1.0% 65% False False 351,917
20 164-31 151-19 13-12 8.7% 1-30 1.3% 19% False False 356,889
40 168-13 151-19 16-26 10.9% 1-21 1.1% 15% False False 300,145
60 171-16 151-19 19-29 12.9% 1-20 1.1% 13% False False 280,374
80 172-14 151-19 20-27 13.5% 1-19 1.0% 12% False False 233,649
100 175-15 151-19 23-28 15.5% 1-20 1.0% 11% False False 186,959
120 175-19 151-19 24-00 15.6% 1-15 1.0% 11% False False 155,803
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 159-21
2.618 157-20
1.618 156-12
1.000 155-19
0.618 155-04
HIGH 154-11
0.618 153-28
0.500 153-23
0.382 153-18
LOW 153-03
0.618 152-10
1.000 151-27
1.618 151-02
2.618 149-26
4.250 147-25
Fisher Pivots for day following 29-Nov-2016
Pivot 1 day 3 day
R1 154-00 153-26
PP 153-27 153-15
S1 153-23 153-05

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

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