ECBOT 30 Year Treasury Bond Future June 2016

Trading Metrics calculated at close of trading on 16-Feb-2016

Day Change Summary
	Previous	Current
	12-Feb-2016	16-Feb-2016	Change	Change %	Previous Week
Open	167-01	164-27	-2-06	-1.3%	162-04
High	167-09	165-02	-2-07	-1.3%	169-12
Low	164-26	163-24	-1-02	-0.6%	161-18
Close	165-04	164-12	-0-24	-0.5%	165-04
Range	2-15	1-10	-1-05	-46.8%	7-26
ATR	1-26	1-25	-0-01	-1.8%	0-00
Volume	4,543	3,765	-778	-17.1%	20,024

Daily Pivots for day following 16-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	168-11	167-21	165-03
R3	167-01	166-11	164-24
R2	165-23	165-23	164-20
R1	165-01	165-01	164-16	164-23
PP	164-13	164-13	164-13	164-08
S1	163-23	163-23	164-08	163-13
S2	163-03	163-03	164-04
S3	161-25	162-13	164-00
S4	160-15	161-03	163-21

Weekly Pivots for week ending 12-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	188-25	184-25	169-14
R3	180-31	176-31	167-09
R2	173-05	173-05	166-18
R1	169-05	169-05	165-27	171-05
PP	165-11	165-11	165-11	166-12
S1	161-11	161-11	164-13	163-11
S2	157-17	157-17	163-22
S3	149-23	153-17	162-31
S4	141-29	145-23	160-26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	169-12	163-24	5-20	3.4%	2-07	1.3%	11%	False	True	4,062
10	169-12	159-20	9-24	5.9%	2-05	1.3%	49%	False	False	3,223
20	169-12	156-28	12-16	7.6%	1-23	1.0%	60%	False	False	1,907

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	0-13
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	170-20
2.618	168-16
1.618	167-06
1.000	166-12
0.618	165-28
HIGH	165-02
0.618	164-18
0.500	164-13
0.382	164-08
LOW	163-24
0.618	162-30
1.000	162-14
1.618	161-20
2.618	160-10
4.250	158-06

Fisher Pivots for day following 16-Feb-2016
Pivot	1 day	3 day
R1	164-13	166-18
PP	164-13	165-27
S1	164-12	165-03

Download as Excel Spreadsheet

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

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