ECBOT 30 Year Treasury Bond Future June 2016


Trading Metrics calculated at close of trading on 04-May-2016
Day Change Summary
Previous Current
03-May-2016 04-May-2016 Change Change % Previous Week
Open 161-30 163-27 1-29 1.2% 162-15
High 164-10 164-22 0-12 0.2% 163-16
Low 161-30 163-14 1-16 0.9% 160-31
Close 163-27 164-12 0-17 0.3% 163-10
Range 2-12 1-08 -1-04 -47.4% 2-17
ATR 1-19 1-18 -0-01 -1.5% 0-00
Volume 268,379 208,397 -59,982 -22.3% 1,138,798
Daily Pivots for day following 04-May-2016
Classic Woodie Camarilla DeMark
R4 167-29 167-13 165-02
R3 166-21 166-05 164-23
R2 165-13 165-13 164-19
R1 164-29 164-29 164-16 165-05
PP 164-05 164-05 164-05 164-10
S1 163-21 163-21 164-08 163-29
S2 162-29 162-29 164-05
S3 161-21 162-13 164-01
S4 160-13 161-05 163-22
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 170-06 169-09 164-23
R3 167-21 166-24 164-00
R2 165-04 165-04 163-25
R1 164-07 164-07 163-17 164-22
PP 162-19 162-19 162-19 162-26
S1 161-22 161-22 163-03 162-04
S2 160-02 160-02 162-27
S3 157-17 159-05 162-20
S4 155-00 156-20 161-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164-22 161-26 2-28 1.7% 1-22 1.0% 89% True False 236,495
10 164-22 160-31 3-23 2.3% 1-16 0.9% 92% True False 229,165
20 167-06 160-31 6-07 3.8% 1-17 0.9% 55% False False 215,506
40 167-06 160-30 6-08 3.8% 1-17 0.9% 55% False False 212,301
60 169-12 160-30 8-14 5.1% 1-20 1.0% 41% False False 189,730
80 169-12 154-00 15-12 9.4% 1-19 1.0% 67% False False 142,536
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
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 0-10
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 170-00
2.618 167-31
1.618 166-23
1.000 165-30
0.618 165-15
HIGH 164-22
0.618 164-07
0.500 164-02
0.382 163-29
LOW 163-14
0.618 162-21
1.000 162-06
1.618 161-13
2.618 160-05
4.250 158-04
Fisher Pivots for day following 04-May-2016
Pivot 1 day 3 day
R1 164-09 164-01
PP 164-05 163-21
S1 164-02 163-10

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

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