ECBOT 30 Year Treasury Bond Future June 2016

Trading Metrics calculated at close of trading on 22-Feb-2016

Day Change Summary
	Previous	Current
	19-Feb-2016	22-Feb-2016	Change	Change %	Previous Week
Open	165-04	165-07	0-03	0.1%	164-27
High	165-24	165-09	-0-15	-0.3%	165-24
Low	164-12	164-17	0-05	0.1%	162-19
Close	165-08	164-27	-0-13	-0.2%	165-08
Range	1-12	0-24	-0-20	-45.5%	3-05
ATR	1-26	1-24	-0-02	-4.2%	0-00
Volume	7,264	63,665	56,401	776.4%	21,463

Daily Pivots for day following 22-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	167-04	166-24	165-08
R3	166-12	166-00	165-02
R2	165-20	165-20	164-31
R1	165-08	165-08	164-29	165-02
PP	164-28	164-28	164-28	164-26
S1	164-16	164-16	164-25	164-10
S2	164-04	164-04	164-23
S3	163-12	163-24	164-20
S4	162-20	163-00	164-14

Weekly Pivots for week ending 19-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	174-00	172-25	167-00
R3	170-27	169-20	166-04
R2	167-22	167-22	165-27
R1	166-15	166-15	165-17	167-02
PP	164-17	164-17	164-17	164-27
S1	163-10	163-10	164-31	163-30
S2	161-12	161-12	164-21
S3	158-07	160-05	164-12
S4	155-02	157-00	163-16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	165-24	162-19	3-05	1.9%	1-19	1.0%	71%	False	False	17,025
10	169-12	161-18	7-26	4.7%	2-03	1.3%	42%	False	False	10,515
20	169-12	157-23	11-21	7.1%	1-23	1.0%	61%	False	False	5,928

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-12
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	168-15
2.618	167-08
1.618	166-16
1.000	166-01
0.618	165-24
HIGH	165-09
0.618	165-00
0.500	164-29
0.382	164-26
LOW	164-17
0.618	164-02
1.000	163-25
1.618	163-10
2.618	162-18
4.250	161-11

Fisher Pivots for day following 22-Feb-2016
Pivot	1 day	3 day
R1	164-29	164-22
PP	164-28	164-17
S1	164-28	164-13

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