ECBOT 30 Year Treasury Bond Future June 2016


Trading Metrics calculated at close of trading on 19-Jan-2016
Day Change Summary
Previous Current
15-Jan-2016 19-Jan-2016 Change Change % Previous Week
Open 157-04 157-29 0-25 0.5% 155-10
High 158-07 158-03 -0-04 -0.1% 158-07
Low 157-04 156-28 -0-08 -0.2% 154-00
Close 157-23 158-00 0-09 0.2% 157-23
Range 1-03 1-07 0-04 11.4% 4-07
ATR 0-00 1-07 1-07 0-00
Volume 1,060 175 -885 -83.5% 1,221
Daily Pivots for day following 19-Jan-2016
Classic Woodie Camarilla DeMark
R4 161-10 160-28 158-21
R3 160-03 159-21 158-11
R2 158-28 158-28 158-07
R1 158-14 158-14 158-04 158-21
PP 157-21 157-21 157-21 157-25
S1 157-07 157-07 157-28 157-14
S2 156-14 156-14 157-25
S3 155-07 156-00 157-21
S4 154-00 154-25 157-11
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 169-10 167-23 160-01
R3 165-03 163-16 158-28
R2 160-28 160-28 158-16
R1 159-09 159-09 158-03 160-03
PP 156-21 156-21 156-21 157-01
S1 155-02 155-02 157-11 155-28
S2 152-14 152-14 156-30
S3 148-07 150-27 156-18
S4 144-00 146-20 155-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 158-07 154-00 4-07 2.7% 1-17 1.0% 95% False False 276
10 158-07 152-09 5-30 3.8% 1-04 0.7% 96% False False 148
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-01
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 163-09
2.618 161-09
1.618 160-02
1.000 159-10
0.618 158-27
HIGH 158-03
0.618 157-20
0.500 157-16
0.382 157-11
LOW 156-28
0.618 156-04
1.000 155-21
1.618 154-29
2.618 153-22
4.250 151-22
Fisher Pivots for day following 19-Jan-2016
Pivot 1 day 3 day
R1 157-27 157-23
PP 157-21 157-13
S1 157-16 157-04

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

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