ECBOT 30 Year Treasury Bond Future June 2016

Trading Metrics calculated at close of trading on 17-Feb-2016

Day Change Summary
	Previous	Current
	16-Feb-2016	17-Feb-2016	Change	Change %	Previous Week
Open	164-27	164-15	-0-12	-0.2%	162-04
High	165-02	165-00	-0-02	0.0%	169-12
Low	163-24	162-19	-1-05	-0.7%	161-18
Close	164-12	163-07	-1-05	-0.7%	165-04
Range	1-10	2-13	1-03	83.3%	7-26
ATR	1-25	1-27	0-01	2.4%	0-00
Volume	3,765	3,797	32	0.8%	20,024

Daily Pivots for day following 17-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	170-26	169-14	164-17
R3	168-13	167-01	163-28
R2	166-00	166-00	163-21
R1	164-20	164-20	163-14	164-04
PP	163-19	163-19	163-19	163-11
S1	162-07	162-07	163-00	161-23
S2	161-06	161-06	162-25
S3	158-25	159-26	162-18
S4	156-12	157-13	161-29

Weekly Pivots for week ending 12-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	188-25	184-25	169-14
R3	180-31	176-31	167-09
R2	173-05	173-05	166-18
R1	169-05	169-05	165-27	171-05
PP	165-11	165-11	165-11	166-12
S1	161-11	161-11	164-13	163-11
S2	157-17	157-17	163-22
S3	149-23	153-17	162-31
S4	141-29	145-23	160-26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	169-12	162-19	6-25	4.2%	2-10	1.4%	9%	False	True	4,248
10	169-12	160-14	8-30	5.5%	2-05	1.3%	31%	False	False	3,452
20	169-12	156-29	12-15	7.6%	1-25	1.1%	51%	False	False	2,088

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	0-15
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	175-07
2.618	171-10
1.618	168-29
1.000	167-13
0.618	166-16
HIGH	165-00
0.618	164-03
0.500	163-26
0.382	163-16
LOW	162-19
0.618	161-03
1.000	160-06
1.618	158-22
2.618	156-09
4.250	152-12

Fisher Pivots for day following 17-Feb-2016
Pivot	1 day	3 day
R1	163-26	164-30
PP	163-19	164-12
S1	163-13	163-25

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