ECBOT 30 Year Treasury Bond Future March 2016

Trading Metrics calculated at close of trading on 09-Mar-2016

Day Change Summary
	Previous	Current
	08-Mar-2016	09-Mar-2016	Change	Change %	Previous Week
Open	163-20	165-10	1-22	1.0%	165-17
High	166-04	165-10	-0-26	-0.5%	166-21
Low	163-20	164-00	0-12	0.2%	162-30
Close	165-09	164-06	-1-03	-0.7%	163-19
Range	2-16	1-10	-1-06	-47.5%	3-23
ATR	1-30	1-28	-0-01	-2.3%	0-00
Volume	2,779	902	-1,877	-67.5%	109,784

Daily Pivots for day following 09-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	168-14	167-20	164-29
R3	167-04	166-10	164-18
R2	165-26	165-26	164-14
R1	165-00	165-00	164-10	164-24
PP	164-16	164-16	164-16	164-12
S1	163-22	163-22	164-02	163-14
S2	163-06	163-06	163-30
S3	161-28	162-12	163-26
S4	160-18	161-02	163-15

Weekly Pivots for week ending 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	175-18	173-09	165-20
R3	171-27	169-18	164-20
R2	168-04	168-04	164-09
R1	165-27	165-27	163-30	165-04
PP	164-13	164-13	164-13	164-01
S1	162-04	162-04	163-08	161-13
S2	160-22	160-22	162-29
S3	156-31	158-13	162-18
S4	153-08	154-22	161-18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	166-04	162-30	3-06	1.9%	1-25	1.1%	39%	False	False	4,100
10	167-31	162-30	5-01	3.1%	1-18	0.9%	25%	False	False	89,655
20	170-26	162-30	7-28	4.8%	1-28	1.1%	16%	False	False	228,021
40	170-26	155-01	15-25	9.6%	1-29	1.2%	58%	False	False	269,571
60	170-26	152-24	18-02	11.0%	1-26	1.1%	63%	False	False	244,449
80	170-26	150-20	20-06	12.3%	1-24	1.1%	67%	False	False	223,107
100	170-26	150-03	20-23	12.6%	1-21	1.0%	68%	False	False	178,523
120	170-26	150-03	20-23	12.6%	1-17	0.9%	68%	False	False	148,775

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	0-05
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	170-28
2.618	168-24
1.618	167-14
1.000	166-20
0.618	166-04
HIGH	165-10
0.618	164-26
0.500	164-21
0.382	164-16
LOW	164-00
0.618	163-06
1.000	162-22
1.618	161-28
2.618	160-18
4.250	158-14

Fisher Pivots for day following 09-Mar-2016
Pivot	1 day	3 day
R1	164-21	164-20
PP	164-16	164-15
S1	164-11	164-11

Download as Excel Spreadsheet

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

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