ECBOT 30 Year Treasury Bond Future June 2016

Trading Metrics calculated at close of trading on 01-Mar-2016

Day Change Summary
	Previous	Current
	29-Feb-2016	01-Mar-2016	Change	Change %	Previous Week
Open	164-07	164-19	0-12	0.2%	165-07
High	164-29	165-10	0-13	0.2%	167-15
Low	164-05	162-04	-2-01	-1.2%	163-14
Close	164-17	162-11	-2-06	-1.3%	164-09
Range	0-24	3-06	2-14	325.0%	4-01
ATR	1-25	1-28	0-03	5.7%	0-00
Volume	266,774	304,576	37,802	14.2%	1,070,985

Daily Pivots for day following 01-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	172-26	170-25	164-03
R3	169-20	167-19	163-07
R2	166-14	166-14	162-30
R1	164-13	164-13	162-20	163-26
PP	163-08	163-08	163-08	162-31
S1	161-07	161-07	162-02	160-20
S2	160-02	160-02	161-24
S3	156-28	158-01	161-15
S4	153-22	154-27	160-19

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	162-04	5-11	3.3%	1-21	1.0%	4%	False	True	282,362
10	167-15	162-04	5-11	3.3%	1-24	1.1%	4%	False	True	166,003
20	169-12	159-20	9-24	6.0%	1-31	1.2%	28%	False	False	84,613
40	169-12	152-09	17-03	10.5%	1-18	1.0%	59%	False	False	42,487

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	0-10
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	178-28
2.618	173-21
1.618	170-15
1.000	168-16
0.618	167-09
HIGH	165-10
0.618	164-03
0.500	163-23
0.382	163-11
LOW	162-04
0.618	160-05
1.000	158-30
1.618	156-31
2.618	153-25
4.250	148-18

Fisher Pivots for day following 01-Mar-2016
Pivot	1 day	3 day
R1	163-23	163-23
PP	163-08	163-08
S1	162-26	162-26

Download as Excel Spreadsheet

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

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