ECBOT 30 Year Treasury Bond Future June 2016

Trading Metrics calculated at close of trading on 25-Jan-2016

Day Change Summary
	Previous	Current
	22-Jan-2016	25-Jan-2016	Change	Change %	Previous Week
Open	158-00	157-23	-0-09	-0.2%	157-29
High	158-12	158-13	0-01	0.0%	160-02
Low	156-29	157-23	0-26	0.5%	156-28
Close	157-21	158-09	0-20	0.4%	157-21
Range	1-15	0-22	-0-25	-53.2%	3-06
ATR	1-10	1-09	-0-01	-3.1%	0-00
Volume	120	34	-86	-71.7%	944

Daily Pivots for day following 25-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	160-06	159-30	158-21
R3	159-16	159-08	158-15
R2	158-26	158-26	158-13
R1	158-18	158-18	158-11	158-22
PP	158-04	158-04	158-04	158-07
S1	157-28	157-28	158-07	158-00
S2	157-14	157-14	158-05
S3	156-24	157-06	158-03
S4	156-02	156-16	157-29

Weekly Pivots for week ending 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	167-24	165-29	159-13
R3	164-18	162-23	158-17
R2	161-12	161-12	158-08
R1	159-17	159-17	157-30	158-28
PP	158-06	158-06	158-06	157-28
S1	156-11	156-11	157-12	155-22
S2	155-00	155-00	157-02
S3	151-26	153-05	156-25
S4	148-20	149-31	155-29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	160-02	156-28	3-06	2.0%	1-13	0.9%	44%	False	False	195
10	160-02	154-00	6-02	3.8%	1-15	0.9%	71%	False	False	219

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-04
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	161-11
2.618	160-07
1.618	159-17
1.000	159-03
0.618	158-27
HIGH	158-13
0.618	158-05
0.500	158-02
0.382	157-31
LOW	157-23
0.618	157-09
1.000	157-01
1.618	156-19
2.618	155-29
4.250	154-26

Fisher Pivots for day following 25-Jan-2016
Pivot	1 day	3 day
R1	158-07	158-09
PP	158-04	158-09
S1	158-02	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