ECBOT 30 Year Treasury Bond Future March 2016


Trading Metrics calculated at close of trading on 13-Jan-2016
Day Change Summary
Previous Current
12-Jan-2016 13-Jan-2016 Change Change % Previous Week
Open 155-15 157-14 1-31 1.3% 153-14
High 157-30 159-04 1-06 0.8% 156-25
Low 155-01 156-23 1-22 1.1% 153-09
Close 157-18 158-17 0-31 0.6% 156-12
Range 2-29 2-13 -0-16 -17.2% 3-16
ATR 1-23 1-25 0-02 2.9% 0-00
Volume 366,106 393,673 27,567 7.5% 1,380,599
Daily Pivots for day following 13-Jan-2016
Classic Woodie Camarilla DeMark
R4 165-11 164-11 159-27
R3 162-30 161-30 159-06
R2 160-17 160-17 158-31
R1 159-17 159-17 158-24 160-01
PP 158-04 158-04 158-04 158-12
S1 157-04 157-04 158-10 157-20
S2 155-23 155-23 158-03
S3 153-10 154-23 157-28
S4 150-29 152-10 157-07
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 165-31 164-22 158-10
R3 162-15 161-06 157-11
R2 158-31 158-31 157-01
R1 157-22 157-22 156-22 158-10
PP 155-15 155-15 155-15 155-26
S1 154-06 154-06 156-02 154-26
S2 151-31 151-31 155-23
S3 148-15 150-22 155-13
S4 144-31 147-06 154-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159-04 154-14 4-22 3.0% 2-08 1.4% 87% True False 332,622
10 159-04 152-24 6-12 4.0% 1-26 1.1% 91% True False 263,442
20 159-04 152-24 6-12 4.0% 1-21 1.1% 91% True False 207,342
40 159-04 151-08 7-28 5.0% 1-20 1.0% 92% True False 195,434
60 159-04 150-03 9-01 5.7% 1-17 1.0% 93% True False 130,482
80 159-04 150-03 9-01 5.7% 1-13 0.9% 93% True False 97,875
100 159-04 150-03 9-01 5.7% 1-04 0.7% 93% True False 78,300
120 159-04 150-03 9-01 5.7% 0-30 0.6% 93% True False 65,250
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 169-11
2.618 165-14
1.618 163-01
1.000 161-17
0.618 160-20
HIGH 159-04
0.618 158-07
0.500 157-30
0.382 157-20
LOW 156-23
0.618 155-07
1.000 154-10
1.618 152-26
2.618 150-13
4.250 146-16
Fisher Pivots for day following 13-Jan-2016
Pivot 1 day 3 day
R1 158-10 158-02
PP 158-04 157-18
S1 157-30 157-02

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

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