ECBOT 30 Year Treasury Bond Future June 2016


Trading Metrics calculated at close of trading on 20-Apr-2016
Day Change Summary
Previous Current
19-Apr-2016 20-Apr-2016 Change Change % Previous Week
Open 165-17 165-03 -0-14 -0.3% 166-08
High 165-18 165-29 0-11 0.2% 166-25
Low 164-13 163-08 -1-05 -0.7% 164-21
Close 165-02 163-13 -1-21 -1.0% 166-04
Range 1-05 2-21 1-16 129.7% 2-04
ATR 1-17 1-19 0-03 5.3% 0-00
Volume 216,446 281,575 65,129 30.1% 968,953
Daily Pivots for day following 20-Apr-2016
Classic Woodie Camarilla DeMark
R4 172-05 170-14 164-28
R3 169-16 167-25 164-04
R2 166-27 166-27 163-29
R1 165-04 165-04 163-21 164-21
PP 164-06 164-06 164-06 163-30
S1 162-15 162-15 163-05 162-00
S2 161-17 161-17 162-29
S3 158-28 159-26 162-22
S4 156-07 157-05 161-30
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
5 166-23 163-08 3-15 2.1% 1-23 1.1% 5% False True 222,530
10 167-06 163-08 3-30 2.4% 1-19 1.0% 4% False True 201,848
20 167-06 161-17 5-21 3.5% 1-18 1.0% 33% False False 199,917
40 167-15 160-30 6-17 4.0% 1-18 1.0% 38% False False 220,591
60 169-12 157-24 11-20 7.1% 1-21 1.0% 49% False False 151,817
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 0-09
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 177-06
2.618 172-28
1.618 170-07
1.000 168-18
0.618 167-18
HIGH 165-29
0.618 164-29
0.500 164-18
0.382 164-08
LOW 163-08
0.618 161-19
1.000 160-19
1.618 158-30
2.618 156-09
4.250 151-31
Fisher Pivots for day following 20-Apr-2016
Pivot 1 day 3 day
R1 164-18 165-00
PP 164-06 164-15
S1 163-26 163-30

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

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