ECBOT 30 Year Treasury Bond Future March 2017


Trading Metrics calculated at close of trading on 07-Oct-2016
Day Change Summary
Previous Current
06-Oct-2016 07-Oct-2016 Change Change % Previous Week
Open 164-03 163-16 -0-19 -0.4% 167-04
High 164-26 164-02 -0-24 -0.5% 167-07
Low 163-19 162-30 -0-21 -0.4% 162-30
Close 163-20 163-16 -0-04 -0.1% 163-16
Range 1-07 1-04 -0-03 -7.7% 4-09
ATR 0-31 0-31 0-00 1.2% 0-00
Volume 12 1 -11 -91.7% 23
Daily Pivots for day following 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 166-28 166-10 164-04
R3 165-24 165-06 163-26
R2 164-20 164-20 163-23
R1 164-02 164-02 163-19 164-02
PP 163-16 163-16 163-16 163-16
S1 162-30 162-30 163-13 162-30
S2 162-12 162-12 163-09
S3 161-08 161-26 163-06
S4 160-04 160-22 162-28
Weekly Pivots for week ending 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 177-13 174-23 165-27
R3 173-04 170-14 164-22
R2 168-27 168-27 164-09
R1 166-05 166-05 163-29 165-12
PP 164-18 164-18 164-18 164-05
S1 161-28 161-28 163-03 161-02
S2 160-09 160-09 162-23
S3 156-00 157-19 162-10
S4 151-23 153-10 161-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 167-07 162-30 4-09 2.6% 1-08 0.8% 13% False True 4
10 168-23 162-30 5-25 3.5% 1-06 0.7% 10% False True 5
20 168-23 162-30 5-25 3.5% 0-23 0.4% 10% False True 2
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 168-27
2.618 167-00
1.618 165-28
1.000 165-06
0.618 164-24
HIGH 164-02
0.618 163-20
0.500 163-16
0.382 163-12
LOW 162-30
0.618 162-08
1.000 161-26
1.618 161-04
2.618 160-00
4.250 158-05
Fisher Pivots for day following 07-Oct-2016
Pivot 1 day 3 day
R1 163-16 164-04
PP 163-16 163-29
S1 163-16 163-23

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

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