ECBOT 30 Year Treasury Bond Future June 2016

Trading Metrics calculated at close of trading on 09-Feb-2016

Day Change Summary
	Previous	Current
	08-Feb-2016	09-Feb-2016	Change	Change %	Previous Week
Open	162-04	164-15	2-11	1.4%	159-29
High	164-24	165-27	1-03	0.7%	162-28
Low	161-18	163-31	2-13	1.5%	159-05
Close	164-22	164-25	0-03	0.1%	161-30
Range	3-06	1-28	-1-10	-41.2%	3-23
ATR	1-17	1-18	0-01	1.5%	0-00
Volume	3,476	2,867	-609	-17.5%	10,158

Daily Pivots for day following 09-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	170-16	169-16	165-26
R3	168-20	167-20	165-10
R2	166-24	166-24	165-04
R1	165-24	165-24	164-31	166-08
PP	164-28	164-28	164-28	165-04
S1	163-28	163-28	164-20	164-12
S2	163-00	163-00	164-14
S3	161-04	162-00	164-09
S4	159-08	160-04	163-24

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	165-27	160-14	5-13	3.3%	2-00	1.2%	80%	True	False	2,657
10	165-27	157-24	8-03	4.9%	1-23	1.0%	87%	True	False	1,943
20	165-27	154-00	11-27	7.2%	1-18	1.0%	91%	True	False	1,095

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	False
Stretch	0-12
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	173-26
2.618	170-24
1.618	168-28
1.000	167-23
0.618	167-00
HIGH	165-27
0.618	165-04
0.500	164-29
0.382	164-22
LOW	163-31
0.618	162-26
1.000	162-03
1.618	160-30
2.618	159-02
4.250	156-00

Fisher Pivots for day following 09-Feb-2016
Pivot	1 day	3 day
R1	164-29	164-10
PP	164-28	163-26
S1	164-26	163-11

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