ECBOT 30 Year Treasury Bond Future June 2016


Trading Metrics calculated at close of trading on 10-May-2016
Day Change Summary
Previous Current
09-May-2016 10-May-2016 Change Change % Previous Week
Open 165-02 165-25 0-23 0.4% 163-01
High 165-26 165-30 0-04 0.1% 166-16
Low 164-23 165-06 0-15 0.3% 161-30
Close 165-15 165-18 0-03 0.1% 165-01
Range 1-03 0-24 -0-11 -31.4% 4-18
ATR 1-17 1-16 -0-02 -3.7% 0-00
Volume 179,518 200,755 21,237 11.8% 1,150,427
Daily Pivots for day following 10-May-2016
Classic Woodie Camarilla DeMark
R4 167-26 167-14 165-31
R3 167-02 166-22 165-25
R2 166-10 166-10 165-22
R1 165-30 165-30 165-20 165-24
PP 165-18 165-18 165-18 165-15
S1 165-06 165-06 165-16 165-00
S2 164-26 164-26 165-14
S3 164-02 164-14 165-11
S4 163-10 163-22 165-05
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 178-06 176-05 167-17
R3 173-20 171-19 166-09
R2 169-02 169-02 165-28
R1 167-01 167-01 165-14 168-02
PP 164-16 164-16 164-16 165-00
S1 162-15 162-15 164-20 163-16
S2 159-30 159-30 164-06
S3 155-12 157-29 163-25
S4 150-26 153-11 162-17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 166-16 163-14 3-02 1.8% 1-09 0.8% 69% False False 215,438
10 166-16 161-06 5-10 3.2% 1-16 0.9% 82% False False 227,434
20 166-23 160-31 5-24 3.5% 1-16 0.9% 80% False False 223,938
40 167-06 160-31 6-07 3.8% 1-16 0.9% 74% False False 210,434
60 167-15 160-30 6-17 3.9% 1-18 0.9% 71% False False 203,934
80 169-12 156-28 12-16 7.6% 1-19 1.0% 70% False False 153,394
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-11
Narrowest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 169-04
2.618 167-29
1.618 167-05
1.000 166-22
0.618 166-13
HIGH 165-30
0.618 165-21
0.500 165-18
0.382 165-15
LOW 165-06
0.618 164-23
1.000 164-14
1.618 163-31
2.618 163-07
4.250 162-00
Fisher Pivots for day following 10-May-2016
Pivot 1 day 3 day
R1 165-18 165-20
PP 165-18 165-19
S1 165-18 165-18

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

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