ECBOT 30 Year Treasury Bond Future March 2017


Trading Metrics calculated at close of trading on 27-Sep-2016
Day Change Summary
Previous Current
26-Sep-2016 27-Sep-2016 Change Change % Previous Week
Open 166-10 168-00 1-22 1.0% 164-19
High 167-04 168-05 1-01 0.6% 166-22
Low 166-10 167-02 0-24 0.5% 164-15
Close 167-04 168-05 1-01 0.6% 166-22
Range 0-26 1-03 0-09 34.6% 2-07
ATR 0-23 0-24 0-01 3.6% 0-00
Volume 1 3 2 200.0% 3
Daily Pivots for day following 27-Sep-2016
Classic Woodie Camarilla DeMark
R4 171-02 170-23 168-24
R3 169-31 169-20 168-15
R2 168-28 168-28 168-11
R1 168-17 168-17 168-08 168-23
PP 167-25 167-25 167-25 167-28
S1 167-14 167-14 168-02 167-20
S2 166-22 166-22 167-31
S3 165-19 166-11 167-27
S4 164-16 165-08 167-18
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 172-19 171-28 167-29
R3 170-12 169-21 167-10
R2 168-05 168-05 167-03
R1 167-14 167-14 166-29 167-25
PP 165-30 165-30 165-30 166-04
S1 165-07 165-07 166-15 165-19
S2 163-23 163-23 166-09
S3 161-16 163-00 166-02
S4 159-09 160-25 165-15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 168-05 164-15 3-22 2.2% 0-19 0.3% 100% True False
10 168-05 163-30 4-07 2.5% 0-15 0.3% 100% True False 1
20 169-19 163-30 5-21 3.4% 0-08 0.1% 75% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-02
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 172-26
2.618 171-01
1.618 169-30
1.000 169-08
0.618 168-27
HIGH 168-05
0.618 167-24
0.500 167-20
0.382 167-15
LOW 167-02
0.618 166-12
1.000 165-31
1.618 165-09
2.618 164-06
4.250 162-13
Fisher Pivots for day following 27-Sep-2016
Pivot 1 day 3 day
R1 167-31 167-27
PP 167-25 167-17
S1 167-20 167-08

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

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