ECBOT 30 Year Treasury Bond Future June 2016

Trading Metrics calculated at close of trading on 16-Mar-2016

Day Change Summary
	Previous	Current
	15-Mar-2016	16-Mar-2016	Change	Change %	Previous Week
Open	161-17	161-13	-0-04	-0.1%	162-14
High	162-19	162-07	-0-12	-0.2%	164-27
Low	161-07	161-02	-0-05	-0.1%	160-31
Close	161-22	161-16	-0-06	-0.1%	161-07
Range	1-12	1-05	-0-07	-15.9%	3-28
ATR	1-24	1-22	-0-01	-2.4%	0-00
Volume	176,106	257,020	80,914	45.9%	1,216,924

Daily Pivots for day following 16-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	165-02	164-14	162-04
R3	163-29	163-09	161-26
R2	162-24	162-24	161-23
R1	162-04	162-04	161-19	162-14
PP	161-19	161-19	161-19	161-24
S1	160-31	160-31	161-13	161-09
S2	160-14	160-14	161-09
S3	159-09	159-26	161-06
S4	158-04	158-21	160-28

Weekly Pivots for week ending 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	173-31	171-15	163-11
R3	170-03	167-19	162-09
R2	166-07	166-07	161-30
R1	163-23	163-23	161-18	163-01
PP	162-11	162-11	162-11	162-00
S1	159-27	159-27	160-28	159-05
S2	158-15	158-15	160-16
S3	154-19	155-31	160-05
S4	150-23	152-03	159-03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	163-27	160-30	2-29	1.8%	1-18	1.0%	19%	False	False	229,952
10	164-27	160-30	3-29	2.4%	1-20	1.0%	14%	False	False	232,285
20	167-15	160-30	6-17	4.0%	1-20	1.0%	9%	False	False	212,214
40	169-12	156-29	12-15	7.7%	1-22	1.1%	37%	False	False	107,151

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-10
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	167-04
2.618	165-08
1.618	164-03
1.000	163-12
0.618	162-30
HIGH	162-07
0.618	161-25
0.500	161-20
0.382	161-16
LOW	161-02
0.618	160-11
1.000	159-29
1.618	159-06
2.618	158-01
4.250	156-05

Fisher Pivots for day following 16-Mar-2016
Pivot	1 day	3 day
R1	161-20	161-24
PP	161-19	161-22
S1	161-18	161-19

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