ECBOT 30 Year Treasury Bond Future June 2016


Trading Metrics calculated at close of trading on 28-Jan-2016
Day Change Summary
Previous Current
27-Jan-2016 28-Jan-2016 Change Change % Previous Week
Open 158-15 158-20 0-05 0.1% 157-29
High 158-21 159-03 0-14 0.3% 160-02
Low 157-24 158-00 0-08 0.2% 156-28
Close 158-21 158-23 0-02 0.0% 157-21
Range 0-29 1-03 0-06 20.7% 3-06
ATR 1-08 1-07 0-00 -0.8% 0-00
Volume 150 981 831 554.0% 944
Daily Pivots for day following 28-Jan-2016
Classic Woodie Camarilla DeMark
R4 161-28 161-13 159-10
R3 160-25 160-10 159-01
R2 159-22 159-22 158-29
R1 159-07 159-07 158-26 159-15
PP 158-19 158-19 158-19 158-23
S1 158-04 158-04 158-20 158-12
S2 157-16 157-16 158-17
S3 156-13 157-01 158-13
S4 155-10 155-30 158-04
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
5 159-03 156-29 2-06 1.4% 1-00 0.6% 83% True False 315
10 160-02 156-00 4-02 2.6% 1-07 0.8% 67% False False 351
20 160-02 151-16 8-18 5.4% 1-02 0.7% 84% False False 185
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-06
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 163-24
2.618 161-31
1.618 160-28
1.000 160-06
0.618 159-25
HIGH 159-03
0.618 158-22
0.500 158-18
0.382 158-13
LOW 158-00
0.618 157-10
1.000 156-29
1.618 156-07
2.618 155-04
4.250 153-11
Fisher Pivots for day following 28-Jan-2016
Pivot 1 day 3 day
R1 158-21 158-20
PP 158-19 158-17
S1 158-18 158-14

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

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