ECBOT 30 Year Treasury Bond Future March 2017


Trading Metrics calculated at close of trading on 20-Dec-2016
Day Change Summary
Previous Current
19-Dec-2016 20-Dec-2016 Change Change % Previous Week
Open 147-24 148-29 1-05 0.8% 148-08
High 149-05 149-04 -0-01 0.0% 150-05
Low 147-21 148-01 0-12 0.3% 147-04
Close 148-30 148-13 -0-17 -0.4% 147-21
Range 1-16 1-03 -0-13 -27.1% 3-01
ATR 1-24 1-23 -0-02 -2.7% 0-00
Volume 170,935 152,691 -18,244 -10.7% 1,537,469
Daily Pivots for day following 20-Dec-2016
Classic Woodie Camarilla DeMark
R4 151-26 151-06 149-00
R3 150-23 150-03 148-23
R2 149-20 149-20 148-19
R1 149-00 149-00 148-16 148-25
PP 148-17 148-17 148-17 148-13
S1 147-29 147-29 148-10 147-22
S2 147-14 147-14 148-07
S3 146-11 146-26 148-03
S4 145-08 145-23 147-26
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 157-13 155-18 149-10
R3 154-12 152-17 148-16
R2 151-11 151-11 148-07
R1 149-16 149-16 147-30 148-29
PP 148-10 148-10 148-10 148-01
S1 146-15 146-15 147-12 145-28
S2 145-09 145-09 147-03
S3 142-08 143-14 146-26
S4 139-07 140-13 146-00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 150-05 147-04 3-01 2.0% 1-26 1.2% 42% False False 258,657
10 151-14 147-04 4-10 2.9% 1-21 1.1% 30% False False 262,177
20 153-01 147-04 5-29 4.0% 1-21 1.1% 22% False False 258,963
40 163-23 147-04 16-19 11.2% 1-25 1.2% 8% False False 131,764
60 168-23 147-04 21-19 14.6% 1-18 1.1% 6% False False 87,856
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-13
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 153-25
2.618 152-00
1.618 150-29
1.000 150-07
0.618 149-26
HIGH 149-04
0.618 148-23
0.500 148-19
0.382 148-14
LOW 148-01
0.618 147-11
1.000 146-30
1.618 146-08
2.618 145-05
4.250 143-12
Fisher Pivots for day following 20-Dec-2016
Pivot 1 day 3 day
R1 148-19 148-12
PP 148-17 148-12
S1 148-15 148-11

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

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