ECBOT 30 Year Treasury Bond Future March 2016

Trading Metrics calculated at close of trading on 14-Jan-2016

Day Change Summary
	Previous	Current
	13-Jan-2016	14-Jan-2016	Change	Change %	Previous Week
Open	157-14	157-21	0-07	0.1%	153-14
High	159-04	158-26	-0-10	-0.2%	156-25
Low	156-23	156-30	0-07	0.1%	153-09
Close	158-17	157-15	-1-02	-0.7%	156-12
Range	2-13	1-28	-0-17	-22.1%	3-16
ATR	1-25	1-25	0-00	0.4%	0-00
Volume	393,673	338,578	-55,095	-14.0%	1,380,599

Daily Pivots for day following 14-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	163-12	162-09	158-16
R3	161-16	160-13	158-00
R2	159-20	159-20	157-26
R1	158-17	158-17	157-20	158-04
PP	157-24	157-24	157-24	157-17
S1	156-21	156-21	157-10	156-08
S2	155-28	155-28	157-04
S3	154-00	154-25	156-30
S4	152-04	152-29	156-14

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%	65%	False	False	333,284
10	159-04	153-07	5-29	3.8%	1-29	1.2%	72%	False	False	282,410
20	159-04	152-24	6-12	4.0%	1-21	1.1%	74%	False	False	214,401
40	159-04	151-08	7-28	5.0%	1-21	1.0%	79%	False	False	203,899
60	159-04	150-03	9-01	5.7%	1-17	1.0%	82%	False	False	136,125
80	159-04	150-03	9-01	5.7%	1-14	0.9%	82%	False	False	102,107
100	159-04	150-03	9-01	5.7%	1-05	0.7%	82%	False	False	81,685
120	159-04	150-03	9-01	5.7%	0-31	0.6%	82%	False	False	68,071

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	0-15
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	166-25
2.618	163-23
1.618	161-27
1.000	160-22
0.618	159-31
HIGH	158-26
0.618	158-03
0.500	157-28
0.382	157-21
LOW	156-30
0.618	155-25
1.000	155-02
1.618	153-29
2.618	152-01
4.250	148-31

Fisher Pivots for day following 14-Jan-2016
Pivot	1 day	3 day
R1	157-28	157-11
PP	157-24	157-07
S1	157-19	157-02

Download as Excel Spreadsheet

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

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