ECBOT 30 Year Treasury Bond Future June 2016

Trading Metrics calculated at close of trading on 24-Feb-2016

Day Change Summary
	Previous	Current
	23-Feb-2016	24-Feb-2016	Change	Change %	Previous Week
Open	165-04	165-25	0-21	0.4%	164-27
High	166-04	167-15	1-11	0.8%	165-24
Low	163-14	164-30	1-16	0.9%	162-19
Close	165-13	165-11	-0-02	0.0%	165-08
Range	2-22	2-17	-0-05	-5.8%	3-05
ATR	1-26	1-28	0-02	2.8%	0-00
Volume	166,857	294,667	127,810	76.6%	21,463

Daily Pivots for day following 24-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	173-16	171-31	166-24
R3	170-31	169-14	166-01
R2	168-14	168-14	165-26
R1	166-29	166-29	165-18	166-13
PP	165-29	165-29	165-29	165-22
S1	164-12	164-12	165-04	163-28
S2	163-12	163-12	164-28
S3	160-27	161-27	164-21
S4	158-10	159-10	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	167-15	163-01	4-14	2.7%	1-29	1.2%	52%	True	False	107,818
10	169-12	162-19	6-25	4.1%	2-04	1.3%	41%	False	False	56,033
20	169-12	157-24	11-20	7.0%	1-29	1.2%	65%	False	False	28,988

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	0-14
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	178-07
2.618	174-03
1.618	171-18
1.000	170-00
0.618	169-01
HIGH	167-15
0.618	166-16
0.500	166-06
0.382	165-29
LOW	164-30
0.618	163-12
1.000	162-13
1.618	160-27
2.618	158-10
4.250	154-06

Fisher Pivots for day following 24-Feb-2016
Pivot	1 day	3 day
R1	166-06	165-14
PP	165-29	165-13
S1	165-20	165-12

Download as Excel Spreadsheet

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

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