ECBOT 30 Year Treasury Bond Future June 2016


Trading Metrics calculated at close of trading on 17-Mar-2016
Day Change Summary
Previous Current
16-Mar-2016 17-Mar-2016 Change Change % Previous Week
Open 161-13 162-03 0-22 0.4% 162-14
High 162-07 163-09 1-02 0.7% 164-27
Low 161-02 161-23 0-21 0.4% 160-31
Close 161-16 162-23 1-07 0.8% 161-07
Range 1-05 1-18 0-13 35.1% 3-28
ATR 1-22 1-23 0-00 0.3% 0-00
Volume 257,020 248,596 -8,424 -3.3% 1,216,924
Daily Pivots for day following 17-Mar-2016
Classic Woodie Camarilla DeMark
R4 167-08 166-18 163-18
R3 165-22 165-00 163-05
R2 164-04 164-04 163-00
R1 163-14 163-14 162-28 163-25
PP 162-18 162-18 162-18 162-24
S1 161-28 161-28 162-18 162-07
S2 161-00 161-00 162-14
S3 159-14 160-10 162-09
S4 157-28 158-24 161-28
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
5 163-09 160-30 2-11 1.4% 1-13 0.9% 76% True False 211,184
10 164-27 160-30 3-29 2.4% 1-21 1.0% 46% False False 234,949
20 167-15 160-30 6-17 4.0% 1-19 1.0% 27% False False 224,311
40 169-12 156-29 12-15 7.7% 1-22 1.0% 47% False False 113,354
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-09
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 169-30
2.618 167-12
1.618 165-26
1.000 164-27
0.618 164-08
HIGH 163-09
0.618 162-22
0.500 162-16
0.382 162-10
LOW 161-23
0.618 160-24
1.000 160-05
1.618 159-06
2.618 157-20
4.250 155-02
Fisher Pivots for day following 17-Mar-2016
Pivot 1 day 3 day
R1 162-21 162-17
PP 162-18 162-11
S1 162-16 162-06

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

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