ECBOT 30 Year Treasury Bond Future March 2016


Trading Metrics calculated at close of trading on 15-Jan-2016
Day Change Summary
Previous Current
14-Jan-2016 15-Jan-2016 Change Change % Previous Week
Open 157-21 157-18 -0-03 -0.1% 156-22
High 158-26 159-24 0-30 0.6% 159-24
Low 156-30 157-14 0-16 0.3% 155-01
Close 157-15 159-04 1-21 1.1% 159-04
Range 1-28 2-10 0-14 23.3% 4-23
ATR 1-25 1-26 0-01 2.2% 0-00
Volume 338,578 360,833 22,255 6.6% 1,694,048
Daily Pivots for day following 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 165-23 164-23 160-13
R3 163-13 162-13 159-24
R2 161-03 161-03 159-18
R1 160-03 160-03 159-11 160-19
PP 158-25 158-25 158-25 159-00
S1 157-25 157-25 158-29 158-09
S2 156-15 156-15 158-22
S3 154-05 155-15 158-16
S4 151-27 153-05 157-27
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 172-04 170-11 161-23
R3 167-13 165-20 160-14
R2 162-22 162-22 160-00
R1 160-29 160-29 159-18 161-26
PP 157-31 157-31 157-31 158-13
S1 156-06 156-06 158-22 157-02
S2 153-08 153-08 158-08
S3 148-17 151-15 157-26
S4 143-26 146-24 156-17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159-24 155-01 4-23 3.0% 2-08 1.4% 87% True False 338,809
10 159-24 153-09 6-15 4.1% 2-02 1.3% 90% True False 307,464
20 159-24 152-24 7-00 4.4% 1-22 1.1% 91% True False 222,434
40 159-24 151-12 8-12 5.3% 1-21 1.0% 93% True False 212,832
60 159-24 150-03 9-21 6.1% 1-17 1.0% 94% True False 142,139
80 159-24 150-03 9-21 6.1% 1-15 0.9% 94% True False 106,617
100 159-24 150-03 9-21 6.1% 1-05 0.7% 94% True False 85,294
120 159-24 150-03 9-21 6.1% 0-31 0.6% 94% True False 71,078
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 0-15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 169-18
2.618 165-26
1.618 163-16
1.000 162-02
0.618 161-06
HIGH 159-24
0.618 158-28
0.500 158-19
0.382 158-10
LOW 157-14
0.618 156-00
1.000 155-04
1.618 153-22
2.618 151-12
4.250 147-20
Fisher Pivots for day following 15-Jan-2016
Pivot 1 day 3 day
R1 158-30 158-26
PP 158-25 158-17
S1 158-19 158-08

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

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