ECBOT 30 Year Treasury Bond Future June 2016

Trading Metrics calculated at close of trading on 29-Feb-2016

Day Change Summary
	Previous	Current
	26-Feb-2016	29-Feb-2016	Change	Change %	Previous Week
Open	165-18	164-07	-1-11	-0.8%	165-07
High	164-09	164-29	0-20	0.4%	167-15
Low	164-09	164-05	-0-04	-0.1%	163-14
Close	164-09	164-17	0-08	0.2%	164-09
Range	0-00	0-24	0-24		4-01
ATR	1-27	1-25	-0-03	-4.3%	0-00
Volume	227,337	266,774	39,437	17.3%	1,070,985

Daily Pivots for day following 29-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	166-25	166-13	164-30
R3	166-01	165-21	164-24
R2	165-09	165-09	164-21
R1	164-29	164-29	164-19	165-03
PP	164-17	164-17	164-17	164-20
S1	164-05	164-05	164-15	164-11
S2	163-25	163-25	164-13
S3	163-01	163-13	164-10
S4	162-09	162-21	164-04

Weekly Pivots for week ending 26-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	177-05	174-24	166-16
R3	173-04	170-23	165-12
R2	169-03	169-03	165-01
R1	166-22	166-22	164-21	165-28
PP	165-02	165-02	165-02	164-21
S1	162-21	162-21	163-29	161-27
S2	161-01	161-01	163-17
S3	157-00	158-20	163-06
S4	152-31	154-19	162-02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	167-15	163-14	4-01	2.5%	1-18	0.9%	27%	False	False	254,818
10	167-15	162-19	4-28	3.0%	1-18	1.0%	40%	False	False	135,922
20	169-12	159-05	10-07	6.2%	1-27	1.1%	53%	False	False	69,470
40	169-12	151-24	17-20	10.7%	1-16	0.9%	73%	False	False	34,873

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-08
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	168-03
2.618	166-28
1.618	166-04
1.000	165-21
0.618	165-12
HIGH	164-29
0.618	164-20
0.500	164-17
0.382	164-14
LOW	164-05
0.618	163-22
1.000	163-13
1.618	162-30
2.618	162-06
4.250	160-31

Fisher Pivots for day following 29-Feb-2016
Pivot	1 day	3 day
R1	164-17	165-12
PP	164-17	165-03
S1	164-17	164-26

Download as Excel Spreadsheet

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

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