ECBOT 30 Year Treasury Bond Future March 2017


Trading Metrics calculated at close of trading on 18-Nov-2016
Day Change Summary
Previous Current
17-Nov-2016 18-Nov-2016 Change Change % Previous Week
Open 153-26 151-25 -2-01 -1.3% 153-29
High 153-31 152-27 -1-04 -0.7% 154-03
Low 151-25 150-31 -0-26 -0.5% 150-31
Close 152-13 151-25 -0-20 -0.4% 151-25
Range 2-06 1-28 -0-10 -14.3% 3-04
ATR 1-27 1-27 0-00 0.2% 0-00
Volume 5,632 10,002 4,370 77.6% 25,328
Daily Pivots for day following 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 157-16 156-16 152-26
R3 155-20 154-20 152-10
R2 153-24 153-24 152-04
R1 152-24 152-24 151-31 152-23
PP 151-28 151-28 151-28 151-27
S1 150-28 150-28 151-20 150-27
S2 150-00 150-00 151-14
S3 148-04 149-00 151-09
S4 146-08 147-04 150-24
Weekly Pivots for week ending 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 161-21 159-27 153-16
R3 158-17 156-23 152-21
R2 155-13 155-13 152-11
R1 153-19 153-19 152-02 152-30
PP 152-09 152-09 152-09 151-31
S1 150-15 150-15 151-16 149-26
S2 149-05 149-05 151-07
S3 146-01 147-11 150-30
S4 142-29 144-07 150-02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 154-03 150-31 3-04 2.1% 2-01 1.3% 26% False True 5,065
10 163-17 150-31 12-18 8.3% 2-15 1.6% 6% False True 3,684
20 163-27 150-31 12-28 8.5% 1-28 1.2% 6% False True 2,131
40 168-23 150-31 17-24 11.7% 1-16 1.0% 5% False True 1,082
Crabel Price Patterns
NR True
NR4 False
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 0-21
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 160-26
2.618 157-24
1.618 155-28
1.000 154-23
0.618 154-00
HIGH 152-27
0.618 152-04
0.500 151-29
0.382 151-22
LOW 150-31
0.618 149-26
1.000 149-03
1.618 147-30
2.618 146-02
4.250 143-00
Fisher Pivots for day following 18-Nov-2016
Pivot 1 day 3 day
R1 151-29 152-15
PP 151-28 152-08
S1 151-26 152-00

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

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