ECBOT 30 Year Treasury Bond Future June 2016

Trading Metrics calculated at close of trading on 21-Jan-2016

Day Change Summary
	Previous	Current
	20-Jan-2016	21-Jan-2016	Change	Change %	Previous Week
Open	158-02	158-31	0-29	0.6%	155-10
High	160-02	159-20	-0-14	-0.3%	158-07
Low	158-02	157-31	-0-03	-0.1%	154-00
Close	159-02	158-06	-0-28	-0.6%	157-23
Range	2-00	1-21	-0-11	-17.2%	4-07
ATR	1-09	1-10	0-01	2.1%	0-00
Volume	450	199	-251	-55.8%	1,221

Daily Pivots for day following 21-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	163-18	162-17	159-03
R3	161-29	160-28	158-21
R2	160-08	160-08	158-16
R1	159-07	159-07	158-11	158-29
PP	158-19	158-19	158-19	158-14
S1	157-18	157-18	158-01	157-08
S2	156-30	156-30	157-28
S3	155-09	155-29	157-23
S4	153-20	154-08	157-09

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	160-02	156-00	4-02	2.6%	1-14	0.9%	54%	False	False	387
10	160-02	153-18	6-16	4.1%	1-14	0.9%	71%	False	False	213

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-03
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	166-21
2.618	163-31
1.618	162-10
1.000	161-09
0.618	160-21
HIGH	159-20
0.618	159-00
0.500	158-26
0.382	158-19
LOW	157-31
0.618	156-30
1.000	156-10
1.618	155-09
2.618	153-20
4.250	150-30

Fisher Pivots for day following 21-Jan-2016
Pivot	1 day	3 day
R1	158-26	158-15
PP	158-19	158-12
S1	158-13	158-09

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols