ECBOT 30 Year Treasury Bond Future June 2016


Trading Metrics calculated at close of trading on 29-Jan-2016
Day Change Summary
Previous Current
28-Jan-2016 29-Jan-2016 Change Change % Previous Week
Open 158-20 158-23 0-03 0.1% 157-23
High 159-03 160-16 1-13 0.9% 160-16
Low 158-00 158-23 0-23 0.5% 157-23
Close 158-23 159-23 1-00 0.6% 159-23
Range 1-03 1-25 0-22 62.8% 2-25
ATR 1-07 1-08 0-01 3.2% 0-00
Volume 981 1,798 817 83.3% 3,257
Daily Pivots for day following 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 165-00 164-04 160-22
R3 163-07 162-11 160-07
R2 161-14 161-14 160-01
R1 160-18 160-18 159-28 161-00
PP 159-21 159-21 159-21 159-28
S1 158-25 158-25 159-18 159-07
S2 157-28 157-28 159-13
S3 156-03 157-00 159-07
S4 154-10 155-07 158-24
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 167-21 166-15 161-08
R3 164-28 163-22 160-15
R2 162-03 162-03 160-07
R1 160-29 160-29 159-31 161-16
PP 159-10 159-10 159-10 159-20
S1 158-04 158-04 159-15 158-23
S2 156-17 156-17 159-07
S3 153-24 155-11 158-31
S4 150-31 152-18 158-06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 160-16 157-23 2-25 1.7% 1-02 0.7% 72% True False 651
10 160-16 156-28 3-20 2.3% 1-09 0.8% 78% True False 526
20 160-16 151-24 8-24 5.5% 1-04 0.7% 91% True False 275
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 168-02
2.618 165-05
1.618 163-12
1.000 162-09
0.618 161-19
HIGH 160-16
0.618 159-26
0.500 159-20
0.382 159-13
LOW 158-23
0.618 157-20
1.000 156-30
1.618 155-27
2.618 154-02
4.250 151-05
Fisher Pivots for day following 29-Jan-2016
Pivot 1 day 3 day
R1 159-22 159-17
PP 159-21 159-10
S1 159-20 159-04

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

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