ECBOT 30 Year Treasury Bond Future June 2016

Trading Metrics calculated at close of trading on 08-Feb-2016

Day Change Summary
	Previous	Current
	05-Feb-2016	08-Feb-2016	Change	Change %	Previous Week
Open	161-30	162-04	0-06	0.1%	159-29
High	162-13	164-24	2-11	1.4%	162-28
Low	160-26	161-18	0-24	0.5%	159-05
Close	161-30	164-22	2-24	1.7%	161-30
Range	1-19	3-06	1-19	100.0%	3-23
ATR	1-13	1-17	0-04	8.9%	0-00
Volume	1,346	3,476	2,130	158.2%	10,158

Daily Pivots for day following 08-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	173-07	172-05	166-14
R3	170-01	168-31	165-18
R2	166-27	166-27	165-09
R1	165-25	165-25	164-31	166-10
PP	163-21	163-21	163-21	163-30
S1	162-19	162-19	164-13	163-04
S2	160-15	160-15	164-03
S3	157-09	159-13	163-26
S4	154-03	156-07	162-30

Weekly Pivots for week ending 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	172-15	170-30	163-31
R3	168-24	167-07	162-31
R2	165-01	165-01	162-20
R1	163-16	163-16	162-09	164-08
PP	161-10	161-10	161-10	161-23
S1	159-25	159-25	161-19	160-18
S2	157-19	157-19	161-08
S3	153-28	156-02	160-29
S4	150-05	152-11	159-29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	164-24	159-20	5-04	3.1%	2-03	1.3%	99%	True	False	2,384
10	164-24	157-24	7-00	4.3%	1-20	1.0%	99%	True	False	1,685
20	164-24	154-00	10-24	6.5%	1-17	0.9%	99%	True	False	952

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	0-10
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	178-10
2.618	173-03
1.618	169-29
1.000	167-30
0.618	166-23
HIGH	164-24
0.618	163-17
0.500	163-05
0.382	162-25
LOW	161-18
0.618	159-19
1.000	158-12
1.618	156-13
2.618	153-07
4.250	148-00

Fisher Pivots for day following 08-Feb-2016
Pivot	1 day	3 day
R1	164-06	164-00
PP	163-21	163-09
S1	163-05	162-19

Download as Excel Spreadsheet

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

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