ECBOT 30 Year Treasury Bond Future June 2016

Trading Metrics calculated at close of trading on 23-Feb-2016

Day Change Summary
	Previous	Current
	22-Feb-2016	23-Feb-2016	Change	Change %	Previous Week
Open	165-07	165-04	-0-03	-0.1%	164-27
High	165-09	166-04	0-27	0.5%	165-24
Low	164-17	163-14	-1-03	-0.7%	162-19
Close	164-27	165-13	0-18	0.3%	165-08
Range	0-24	2-22	1-30	258.3%	3-05
ATR	1-24	1-26	0-02	3.8%	0-00
Volume	63,665	166,857	103,192	162.1%	21,463

Daily Pivots for day following 23-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	173-02	171-29	166-28
R3	170-12	169-07	166-05
R2	167-22	167-22	165-29
R1	166-17	166-17	165-21	167-04
PP	165-00	165-00	165-00	165-09
S1	163-27	163-27	165-05	164-14
S2	162-10	162-10	164-29
S3	159-20	161-05	164-21
S4	156-30	158-15	163-30

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	166-04	162-19	3-17	2.1%	1-28	1.1%	80%	True	False	49,644
10	169-12	162-19	6-25	4.1%	2-01	1.2%	41%	False	False	26,853
20	169-12	157-24	11-20	7.0%	1-27	1.1%	66%	False	False	14,269

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-13
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	177-18
2.618	173-05
1.618	170-15
1.000	168-26
0.618	167-25
HIGH	166-04
0.618	165-03
0.500	164-25
0.382	164-15
LOW	163-14
0.618	161-25
1.000	160-24
1.618	159-03
2.618	156-13
4.250	152-00

Fisher Pivots for day following 23-Feb-2016
Pivot	1 day	3 day
R1	165-06	165-06
PP	165-00	165-00
S1	164-25	164-25

Download as Excel Spreadsheet

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

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