ECBOT 30 Year Treasury Bond Future March 2016


Trading Metrics calculated at close of trading on 06-Jan-2016
Day Change Summary
Previous Current
05-Jan-2016 06-Jan-2016 Change Change % Previous Week
Open 154-09 153-31 -0-10 -0.2% 155-00
High 154-19 155-23 1-04 0.7% 156-03
Low 153-17 153-23 0-06 0.1% 152-24
Close 153-22 155-19 1-29 1.2% 153-24
Range 1-02 2-00 0-30 88.2% 3-11
ATR 1-16 1-17 0-01 2.6% 0-00
Volume 217,891 268,846 50,955 23.4% 513,014
Daily Pivots for day following 06-Jan-2016
Classic Woodie Camarilla DeMark
R4 161-00 160-10 156-22
R3 159-00 158-10 156-05
R2 157-00 157-00 155-31
R1 156-10 156-10 155-25 156-21
PP 155-00 155-00 155-00 155-06
S1 154-10 154-10 155-13 154-21
S2 153-00 153-00 155-07
S3 151-00 152-10 155-01
S4 149-00 150-10 154-16
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 164-07 162-11 155-19
R3 160-28 159-00 154-21
R2 157-17 157-17 154-12
R1 155-21 155-21 154-02 154-30
PP 154-06 154-06 154-06 153-27
S1 152-10 152-10 153-14 151-18
S2 150-27 150-27 153-04
S3 147-16 148-31 152-27
S4 144-05 145-20 151-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 155-23 152-24 2-31 1.9% 1-12 0.9% 96% True False 194,263
10 156-15 152-24 3-23 2.4% 1-15 0.9% 76% False False 153,839
20 157-17 152-24 4-25 3.1% 1-17 1.0% 59% False False 185,656
40 157-17 150-03 7-14 4.8% 1-15 0.9% 74% False False 154,071
60 158-08 150-03 8-05 5.2% 1-13 0.9% 67% False False 102,777
80 159-00 150-03 8-29 5.7% 1-09 0.8% 62% False False 77,086
100 159-00 150-03 8-29 5.7% 1-00 0.7% 62% False False 61,668
120 159-00 149-07 9-25 6.3% 0-27 0.5% 65% False False 51,390
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 164-07
2.618 160-31
1.618 158-31
1.000 157-23
0.618 156-31
HIGH 155-23
0.618 154-31
0.500 154-23
0.382 154-15
LOW 153-23
0.618 152-15
1.000 151-23
1.618 150-15
2.618 148-15
4.250 145-07
Fisher Pivots for day following 06-Jan-2016
Pivot 1 day 3 day
R1 155-10 155-07
PP 155-00 154-28
S1 154-23 154-16

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

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