ECBOT 30 Year Treasury Bond Future March 2016


Trading Metrics calculated at close of trading on 14-Mar-2016
Day Change Summary
Previous Current
11-Mar-2016 14-Mar-2016 Change Change % Previous Week
Open 163-25 162-16 -1-09 -0.8% 163-25
High 164-04 163-11 -0-25 -0.5% 166-04
Low 162-11 162-11 0-00 0.0% 162-11
Close 162-18 162-26 0-08 0.2% 162-18
Range 1-25 1-00 -0-25 -43.9% 3-25
ATR 1-29 1-27 -0-02 -3.4% 0-00
Volume 829 573 -256 -30.9% 10,012
Daily Pivots for day following 14-Mar-2016
Classic Woodie Camarilla DeMark
R4 165-27 165-10 163-12
R3 164-27 164-10 163-03
R2 163-27 163-27 163-00
R1 163-10 163-10 162-29 163-18
PP 162-27 162-27 162-27 162-31
S1 162-10 162-10 162-23 162-18
S2 161-27 161-27 162-20
S3 160-27 161-10 162-17
S4 159-27 160-10 162-08
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 175-01 172-18 164-21
R3 171-08 168-25 163-19
R2 167-15 167-15 163-08
R1 165-00 165-00 162-29 164-11
PP 163-22 163-22 163-22 163-11
S1 161-07 161-07 162-07 160-18
S2 159-29 159-29 161-28
S3 156-04 157-14 161-17
S4 152-11 153-21 160-15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 166-04 162-11 3-25 2.3% 1-24 1.1% 12% False True 1,374
10 166-21 162-11 4-10 2.6% 1-25 1.1% 11% False True 6,376
20 168-25 162-11 6-14 4.0% 1-22 1.0% 7% False True 166,687
40 170-26 157-14 13-12 8.2% 1-28 1.1% 40% False False 242,191
60 170-26 152-24 18-02 11.1% 1-26 1.1% 56% False False 232,928
80 170-26 151-08 19-18 12.0% 1-24 1.1% 59% False False 223,045
100 170-26 150-03 20-23 12.7% 1-21 1.0% 61% False False 178,552
120 170-26 150-03 20-23 12.7% 1-18 1.0% 61% False False 148,802
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-11
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 167-19
2.618 165-31
1.618 164-31
1.000 164-11
0.618 163-31
HIGH 163-11
0.618 162-31
0.500 162-27
0.382 162-23
LOW 162-11
0.618 161-23
1.000 161-11
1.618 160-23
2.618 159-23
4.250 158-03
Fisher Pivots for day following 14-Mar-2016
Pivot 1 day 3 day
R1 162-27 163-24
PP 162-27 163-14
S1 162-26 163-04

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

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