ECBOT 30 Year Treasury Bond Future June 2016


Trading Metrics calculated at close of trading on 14-Jan-2016
Day Change Summary
Previous Current
13-Jan-2016 14-Jan-2016 Change Change % Previous Week
Open 155-15 157-05 1-22 1.1% 152-30
High 157-16 157-05 -0-11 -0.2% 155-00
Low 155-15 156-00 0-17 0.3% 152-09
Close 157-04 156-03 -1-01 -0.7% 154-30
Range 2-01 1-05 -0-28 -43.1% 2-23
ATR
Volume 59 51 -8 -13.6% 92
Daily Pivots for day following 14-Jan-2016
Classic Woodie Camarilla DeMark
R4 159-28 159-05 156-23
R3 158-23 158-00 156-13
R2 157-18 157-18 156-10
R1 156-27 156-27 156-06 156-20
PP 156-13 156-13 156-13 156-10
S1 155-22 155-22 156-00 155-15
S2 155-08 155-08 155-28
S3 154-03 154-17 155-25
S4 152-30 153-12 155-15
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 162-07 161-10 156-14
R3 159-16 158-19 155-22
R2 156-25 156-25 155-14
R1 155-28 155-28 155-06 156-10
PP 154-02 154-02 154-02 154-10
S1 153-05 153-05 154-22 153-20
S2 151-11 151-11 154-14
S3 148-20 150-14 154-06
S4 145-29 147-23 153-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 157-16 154-00 3-16 2.2% 1-14 0.9% 60% False False 34
10 157-16 151-24 5-24 3.7% 0-31 0.6% 76% False False 25
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-00
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 162-02
2.618 160-06
1.618 159-01
1.000 158-10
0.618 157-28
HIGH 157-05
0.618 156-23
0.500 156-19
0.382 156-14
LOW 156-00
0.618 155-09
1.000 154-27
1.618 154-04
2.618 152-31
4.250 151-03
Fisher Pivots for day following 14-Jan-2016
Pivot 1 day 3 day
R1 156-19 155-31
PP 156-13 155-28
S1 156-08 155-24

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

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