ECBOT 30 Year Treasury Bond Future June 2016


Trading Metrics calculated at close of trading on 18-Apr-2016
Day Change Summary
Previous Current
15-Apr-2016 18-Apr-2016 Change Change % Previous Week
Open 165-06 166-14 1-08 0.8% 166-08
High 166-17 166-23 0-06 0.1% 166-25
Low 165-01 164-27 -0-06 -0.1% 164-21
Close 166-04 165-12 -0-24 -0.5% 166-04
Range 1-16 1-28 0-12 25.0% 2-04
ATR 1-17 1-17 0-01 1.7% 0-00
Volume 180,393 195,810 15,417 8.5% 968,953
Daily Pivots for day following 18-Apr-2016
Classic Woodie Camarilla DeMark
R4 171-09 170-06 166-13
R3 169-13 168-10 165-28
R2 167-17 167-17 165-23
R1 166-14 166-14 165-18 166-02
PP 165-21 165-21 165-21 165-14
S1 164-18 164-18 165-06 164-06
S2 163-25 163-25 165-01
S3 161-29 162-22 164-28
S4 160-01 160-26 164-11
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 172-07 171-10 167-09
R3 170-03 169-06 166-23
R2 167-31 167-31 166-16
R1 167-02 167-02 166-10 166-14
PP 165-27 165-27 165-27 165-18
S1 164-30 164-30 165-30 164-10
S2 163-23 163-23 165-24
S3 161-19 162-26 165-17
S4 159-15 160-22 164-31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 166-23 164-21 2-02 1.2% 1-15 0.9% 35% True False 201,768
10 167-06 164-21 2-17 1.5% 1-16 0.9% 28% False False 190,681
20 167-06 161-17 5-21 3.4% 1-17 0.9% 68% False False 194,843
40 167-15 160-30 6-17 3.9% 1-18 0.9% 68% False False 213,903
60 169-12 156-29 12-15 7.5% 1-20 1.0% 68% False False 143,519
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 True
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 174-22
2.618 171-20
1.618 169-24
1.000 168-19
0.618 167-28
HIGH 166-23
0.618 166-00
0.500 165-25
0.382 165-18
LOW 164-27
0.618 163-22
1.000 162-31
1.618 161-26
2.618 159-30
4.250 156-28
Fisher Pivots for day following 18-Apr-2016
Pivot 1 day 3 day
R1 165-25 165-22
PP 165-21 165-19
S1 165-16 165-15

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

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