ECBOT 30 Year Treasury Bond Future March 2016


Trading Metrics calculated at close of trading on 29-Feb-2016
Day Change Summary
Previous Current
26-Feb-2016 29-Feb-2016 Change Change % Previous Week
Open 166-27 165-17 -1-10 -0.8% 166-17
High 165-20 166-08 0-20 0.4% 168-25
Low 165-20 165-15 -0-05 -0.1% 164-25
Close 165-20 165-28 0-08 0.2% 165-20
Range 0-00 0-25 0-25 4-00
ATR 2-00 1-30 -0-03 -4.4% 0-00
Volume 274,906 56,605 -218,301 -79.4% 1,982,819
Daily Pivots for day following 29-Feb-2016
Classic Woodie Camarilla DeMark
R4 168-07 167-26 166-10
R3 167-14 167-01 166-03
R2 166-21 166-21 166-01
R1 166-08 166-08 165-30 166-14
PP 165-28 165-28 165-28 165-31
S1 165-15 165-15 165-26 165-22
S2 165-03 165-03 165-23
S3 164-10 164-22 165-21
S4 163-17 163-29 165-14
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 178-13 176-00 167-26
R3 174-13 172-00 166-23
R2 170-13 170-13 166-11
R1 168-00 168-00 166-00 167-06
PP 166-13 166-13 166-13 166-00
S1 164-00 164-00 165-08 163-06
S2 162-13 162-13 164-29
S3 158-13 160-00 164-17
S4 154-13 156-00 163-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 168-25 164-25 4-00 2.4% 1-18 0.9% 27% False False 363,971
10 168-25 163-30 4-27 2.9% 1-20 1.0% 40% False False 326,997
20 170-26 160-15 10-11 6.2% 1-30 1.2% 52% False False 339,769
40 170-26 153-07 17-19 10.6% 1-29 1.1% 72% False False 311,200
60 170-26 151-12 19-14 11.7% 1-27 1.1% 75% False False 275,621
80 170-26 150-03 20-23 12.5% 1-22 1.0% 76% False False 222,362
100 170-26 150-03 20-23 12.5% 1-19 1.0% 76% False False 177,923
120 170-26 150-03 20-23 12.5% 1-14 0.9% 76% False False 148,270
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 169-18
2.618 168-09
1.618 167-16
1.000 167-01
0.618 166-23
HIGH 166-08
0.618 165-30
0.500 165-28
0.382 165-25
LOW 165-15
0.618 165-00
1.000 164-22
1.618 164-07
2.618 163-14
4.250 162-05
Fisher Pivots for day following 29-Feb-2016
Pivot 1 day 3 day
R1 165-28 166-23
PP 165-28 166-14
S1 165-28 166-05

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

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