ECBOT 30 Year Treasury Bond Future March 2016

Trading Metrics calculated at close of trading on 16-Feb-2016

Day Change Summary
	Previous	Current
	12-Feb-2016	16-Feb-2016	Change	Change %	Previous Week
Open	168-07	166-10	-1-29	-1.1%	163-16
High	168-21	166-16	-2-05	-1.3%	170-26
Low	166-05	165-02	-1-03	-0.7%	162-28
Close	166-15	165-23	-0-24	-0.5%	166-15
Range	2-16	1-14	-1-02	-42.5%	7-30
ATR	2-04	2-02	-0-02	-2.3%	0-00
Volume	341,455	334,470	-6,985	-2.0%	1,968,345

Daily Pivots for day following 16-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	170-02	169-11	166-16
R3	168-20	167-29	166-04
R2	167-06	167-06	165-31
R1	166-15	166-15	165-27	166-04
PP	165-24	165-24	165-24	165-19
S1	165-01	165-01	165-19	164-22
S2	164-10	164-10	165-15
S3	162-28	163-19	165-10
S4	161-14	162-05	164-30

Weekly Pivots for week ending 12-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	190-17	186-14	170-27
R3	182-19	178-16	168-21
R2	174-21	174-21	167-30
R1	170-18	170-18	167-06	172-20
PP	166-23	166-23	166-23	167-24
S1	162-20	162-20	165-24	164-22
S2	158-25	158-25	165-00
S3	150-27	154-22	164-09
S4	142-29	146-24	162-03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	170-26	165-02	5-24	3.5%	2-11	1.4%	11%	False	True	387,917
10	170-26	160-28	9-30	6.0%	2-09	1.4%	49%	False	False	364,033
20	170-26	158-01	12-25	7.7%	1-31	1.2%	60%	False	False	316,378
40	170-26	152-24	18-02	10.9%	1-27	1.1%	72%	False	False	269,406
60	170-26	151-12	19-14	11.7%	1-25	1.1%	74%	False	False	247,348
80	170-26	150-03	20-23	12.5%	1-21	1.0%	75%	False	False	185,699
100	170-26	150-03	20-23	12.5%	1-18	0.9%	75%	False	False	148,569
120	170-26	150-03	20-23	12.5%	1-10	0.8%	75%	False	False	123,808

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-15
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	172-20
2.618	170-08
1.618	168-26
1.000	167-30
0.618	167-12
HIGH	166-16
0.618	165-30
0.500	165-25
0.382	165-20
LOW	165-02
0.618	164-06
1.000	163-20
1.618	162-24
2.618	161-10
4.250	158-30

Fisher Pivots for day following 16-Feb-2016
Pivot	1 day	3 day
R1	165-25	167-30
PP	165-24	167-06
S1	165-24	166-15

Download as Excel Spreadsheet

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

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