ECBOT 30 Year Treasury Bond Future March 2017


Trading Metrics calculated at close of trading on 21-Nov-2016
Day Change Summary
Previous Current
18-Nov-2016 21-Nov-2016 Change Change % Previous Week
Open 151-25 151-19 -0-06 -0.1% 153-29
High 152-27 152-15 -0-12 -0.2% 154-03
Low 150-31 151-15 0-16 0.3% 150-31
Close 151-25 151-26 0-01 0.0% 151-25
Range 1-28 1-00 -0-28 -46.7% 3-04
ATR 1-27 1-25 -0-02 -3.2% 0-00
Volume 10,002 48,802 38,800 387.9% 25,328
Daily Pivots for day following 21-Nov-2016
Classic Woodie Camarilla DeMark
R4 154-29 154-12 152-12
R3 153-29 153-12 152-03
R2 152-29 152-29 152-00
R1 152-12 152-12 151-29 152-21
PP 151-29 151-29 151-29 152-02
S1 151-12 151-12 151-23 151-21
S2 150-29 150-29 151-20
S3 149-29 150-12 151-17
S4 148-29 149-12 151-08
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% 1-23 1.1% 27% False False 14,104
10 163-17 150-31 12-18 8.3% 2-16 1.6% 7% False False 8,549
20 163-23 150-31 12-24 8.4% 1-28 1.2% 7% False False 4,566
40 168-23 150-31 17-24 11.7% 1-16 1.0% 5% False False 2,302
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-21
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 156-23
2.618 155-03
1.618 154-03
1.000 153-15
0.618 153-03
HIGH 152-15
0.618 152-03
0.500 151-31
0.382 151-27
LOW 151-15
0.618 150-27
1.000 150-15
1.618 149-27
2.618 148-27
4.250 147-07
Fisher Pivots for day following 21-Nov-2016
Pivot 1 day 3 day
R1 151-31 152-15
PP 151-29 152-08
S1 151-28 152-01

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

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