ECBOT 30 Year Treasury Bond Future March 2017


Trading Metrics calculated at close of trading on 28-Nov-2016
Day Change Summary
Previous Current
25-Nov-2016 28-Nov-2016 Change Change % Previous Week
Open 151-19 151-24 0-05 0.1% 151-19
High 152-00 152-17 0-17 0.3% 152-28
Low 150-20 151-24 1-04 0.7% 150-08
Close 151-14 152-11 0-29 0.6% 151-14
Range 1-12 0-25 -0-19 -43.2% 2-20
ATR 1-23 1-22 -0-01 -2.6% 0-00
Volume 86,137 321,603 235,466 273.4% 437,722
Daily Pivots for day following 28-Nov-2016
Classic Woodie Camarilla DeMark
R4 154-18 154-07 152-25
R3 153-25 153-14 152-18
R2 153-00 153-00 152-16
R1 152-21 152-21 152-13 152-27
PP 152-07 152-07 152-07 152-09
S1 151-28 151-28 152-09 152-02
S2 151-14 151-14 152-06
S3 150-21 151-03 152-04
S4 149-28 150-10 151-29
Weekly Pivots for week ending 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 159-13 158-01 152-28
R3 156-25 155-13 152-05
R2 154-05 154-05 151-29
R1 152-25 152-25 151-22 152-05
PP 151-17 151-17 151-17 151-06
S1 150-05 150-05 151-06 149-17
S2 148-29 148-29 150-31
S3 146-09 147-17 150-23
S4 143-21 144-29 150-00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 152-28 150-08 2-20 1.7% 1-08 0.8% 80% False False 151,865
10 154-03 150-08 3-27 2.5% 1-21 1.1% 54% False False 78,465
20 163-17 150-08 13-09 8.7% 1-27 1.2% 16% False False 40,005
40 167-07 150-08 16-31 11.1% 1-17 1.0% 12% False False 20,065
60 169-19 150-08 19-11 12.7% 1-05 0.8% 11% False False 13,377
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-10
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 155-27
2.618 154-18
1.618 153-25
1.000 153-10
0.618 153-00
HIGH 152-17
0.618 152-07
0.500 152-05
0.382 152-02
LOW 151-24
0.618 151-09
1.000 150-31
1.618 150-16
2.618 149-23
4.250 148-14
Fisher Pivots for day following 28-Nov-2016
Pivot 1 day 3 day
R1 152-09 152-01
PP 152-07 151-23
S1 152-05 151-13

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

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