ECBOT 30 Year Treasury Bond Future June 2016


Trading Metrics calculated at close of trading on 11-Feb-2016
Day Change Summary
Previous Current
10-Feb-2016 11-Feb-2016 Change Change % Previous Week
Open 164-26 166-15 1-21 1.0% 159-29
High 166-16 169-12 2-28 1.7% 162-28
Low 164-00 166-15 2-15 1.5% 159-05
Close 165-23 167-00 1-09 0.8% 161-30
Range 2-16 2-29 0-13 16.2% 3-23
ATR 1-20 1-25 0-05 8.9% 0-00
Volume 4,768 4,370 -398 -8.3% 10,158
Daily Pivots for day following 11-Feb-2016
Classic Woodie Camarilla DeMark
R4 176-11 174-18 168-19
R3 173-14 171-21 167-26
R2 170-17 170-17 167-17
R1 168-24 168-24 167-09 169-20
PP 167-20 167-20 167-20 168-02
S1 165-27 165-27 166-23 166-24
S2 164-23 164-23 166-15
S3 161-26 162-30 166-06
S4 158-29 160-01 165-13
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
5 169-12 160-26 8-18 5.1% 2-13 1.4% 72% True False 3,365
10 169-12 158-23 10-21 6.4% 2-02 1.2% 78% True False 2,743
20 169-12 156-00 13-12 8.0% 1-20 1.0% 82% True False 1,547
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 181-23
2.618 176-31
1.618 174-02
1.000 172-09
0.618 171-05
HIGH 169-12
0.618 168-08
0.500 167-30
0.382 167-19
LOW 166-15
0.618 164-22
1.000 163-18
1.618 161-25
2.618 158-28
4.250 154-04
Fisher Pivots for day following 11-Feb-2016
Pivot 1 day 3 day
R1 167-30 166-29
PP 167-20 166-25
S1 167-10 166-22

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

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