ECBOT 30 Year Treasury Bond Future June 2016

Trading Metrics calculated at close of trading on 03-Feb-2016

Day Change Summary
	Previous	Current
	02-Feb-2016	03-Feb-2016	Change	Change %	Previous Week
Open	159-20	162-06	2-18	1.6%	157-23
High	162-01	162-28	0-27	0.5%	160-16
Low	159-20	161-00	1-12	0.9%	157-23
Close	161-23	161-02	-0-21	-0.4%	159-23
Range	2-13	1-28	-0-17	-22.1%	2-25
ATR	1-12	1-13	0-01	2.7%	0-00
Volume	1,506	3,604	2,098	139.3%	3,257

Daily Pivots for day following 03-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	167-09	166-01	162-03
R3	165-13	164-05	161-18
R2	163-17	163-17	161-13
R1	162-09	162-09	161-08	161-31
PP	161-21	161-21	161-21	161-16
S1	160-13	160-13	160-28	160-03
S2	159-25	159-25	160-23
S3	157-29	158-17	160-18
S4	156-01	156-21	160-01

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	162-28	158-00	4-28	3.0%	1-20	1.0%	63%	True	False	1,919
10	162-28	156-29	5-31	3.7%	1-12	0.8%	70%	True	False	1,039
20	162-28	153-18	9-10	5.8%	1-11	0.8%	81%	True	False	616

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	True
Stretch	0-08
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	170-27
2.618	167-25
1.618	165-29
1.000	164-24
0.618	164-01
HIGH	162-28
0.618	162-05
0.500	161-30
0.382	161-23
LOW	161-00
0.618	159-27
1.000	159-04
1.618	157-31
2.618	156-03
4.250	153-01

Fisher Pivots for day following 03-Feb-2016
Pivot	1 day	3 day
R1	161-30	161-02
PP	161-21	161-01
S1	161-11	161-01

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