ECBOT 30 Year Treasury Bond Future September 2016

Trading Metrics calculated at close of trading on 06-Apr-2016

Day Change Summary
	Previous	Current
	05-Apr-2016	06-Apr-2016	Change	Change %	Previous Week
Open	163-26	164-20	0-26	0.5%	162-12
High	165-04	164-20	-0-16	-0.3%	164-00
Low	163-26	163-31	0-05	0.1%	162-07
Close	164-30	164-02	-0-28	-0.5%	163-03
Range	1-10	0-21	-0-21	-50.0%	1-25
ATR	1-01	1-01	0-00	-0.4%	0-00
Volume	251	19	-232	-92.4%	64

Daily Pivots for day following 06-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	166-06	165-25	164-14
R3	165-17	165-04	164-08
R2	164-28	164-28	164-06
R1	164-15	164-15	164-04	164-11
PP	164-07	164-07	164-07	164-05
S1	163-26	163-26	164-00	163-22
S2	163-18	163-18	163-30
S3	162-29	163-05	163-28
S4	162-08	162-16	163-22

Weekly Pivots for week ending 01-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	168-14	167-18	164-02
R3	166-21	165-25	163-19
R2	164-28	164-28	163-13
R1	164-00	164-00	163-08	164-14
PP	163-03	163-03	163-03	163-11
S1	162-07	162-07	162-30	162-21
S2	161-10	161-10	162-25
S3	159-17	160-14	162-19
S4	157-24	158-21	162-04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	165-04	162-09	2-27	1.7%	0-28	0.5%	63%	False	False	68
10	165-04	161-08	3-28	2.4%	0-21	0.4%	73%	False	False	37
20	165-04	159-31	5-05	3.1%	0-17	0.3%	79%	False	False	20
40	168-22	159-31	8-23	5.3%	0-14	0.3%	47%	False	False	10
60	168-22	154-11	14-11	8.7%	0-09	0.2%	68%	False	False	7

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-01
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	167-13
2.618	166-11
1.618	165-22
1.000	165-09
0.618	165-01
HIGH	164-20
0.618	164-12
0.500	164-10
0.382	164-07
LOW	163-31
0.618	163-18
1.000	163-10
1.618	162-29
2.618	162-08
4.250	161-06

Fisher Pivots for day following 06-Apr-2016
Pivot	1 day	3 day
R1	164-10	164-08
PP	164-07	164-06
S1	164-05	164-04

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols