ECBOT 30 Year Treasury Bond Future March 2016


Trading Metrics calculated at close of trading on 05-Feb-2016
Day Change Summary
Previous Current
04-Feb-2016 05-Feb-2016 Change Change % Previous Week
Open 162-07 163-06 0-31 0.6% 161-08
High 163-08 163-22 0-14 0.3% 164-07
Low 161-21 162-04 0-15 0.3% 160-15
Close 162-24 163-08 0-16 0.3% 163-08
Range 1-19 1-18 -0-01 -2.0% 3-24
ATR 1-26 1-25 -0-01 -1.0% 0-00
Volume 300,176 351,374 51,198 17.1% 1,557,061
Daily Pivots for day following 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 167-23 167-01 164-04
R3 166-05 165-15 163-22
R2 164-19 164-19 163-17
R1 163-29 163-29 163-13 164-08
PP 163-01 163-01 163-01 163-06
S1 162-11 162-11 163-03 162-22
S2 161-15 161-15 162-31
S3 159-29 160-25 162-26
S4 158-11 159-07 162-12
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 173-29 172-10 165-10
R3 170-05 168-18 164-09
R2 166-13 166-13 163-30
R1 164-26 164-26 163-19 165-20
PP 162-21 162-21 162-21 163-01
S1 161-02 161-02 162-29 161-28
S2 158-29 158-29 162-18
S3 155-05 157-10 162-07
S4 151-13 153-18 161-06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164-07 160-15 3-24 2.3% 1-26 1.1% 74% False False 311,412
10 164-07 158-24 5-15 3.3% 1-22 1.0% 82% False False 274,230
20 164-07 154-14 9-25 6.0% 1-29 1.2% 90% False False 302,600
40 164-07 152-24 11-15 7.0% 1-24 1.1% 92% False False 246,212
60 164-07 150-16 13-23 8.4% 1-20 1.0% 93% False False 209,169
80 164-07 150-03 14-04 8.7% 1-18 1.0% 93% False False 156,924
100 164-07 150-03 14-04 8.7% 1-13 0.9% 93% False False 125,541
120 164-07 150-03 14-04 8.7% 1-06 0.7% 93% False False 104,618
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 170-10
2.618 167-25
1.618 166-07
1.000 165-08
0.618 164-21
HIGH 163-22
0.618 163-03
0.500 162-29
0.382 162-23
LOW 162-04
0.618 161-05
1.000 160-18
1.618 159-19
2.618 158-01
4.250 155-16
Fisher Pivots for day following 05-Feb-2016
Pivot 1 day 3 day
R1 163-04 163-05
PP 163-01 163-01
S1 162-29 162-30

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

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