ECBOT 30 Year Treasury Bond Future June 2016


Trading Metrics calculated at close of trading on 12-May-2016
Day Change Summary
Previous Current
11-May-2016 12-May-2016 Change Change % Previous Week
Open 165-18 166-07 0-21 0.4% 163-01
High 166-21 166-13 -0-08 -0.2% 166-16
Low 165-11 165-01 -0-10 -0.2% 161-30
Close 166-06 165-14 -0-24 -0.5% 165-01
Range 1-10 1-12 0-02 4.8% 4-18
ATR 1-15 1-15 0-00 -0.5% 0-00
Volume 208,155 252,437 44,282 21.3% 1,150,427
Daily Pivots for day following 12-May-2016
Classic Woodie Camarilla DeMark
R4 169-24 168-31 166-06
R3 168-12 167-19 165-26
R2 167-00 167-00 165-22
R1 166-07 166-07 165-18 165-30
PP 165-20 165-20 165-20 165-15
S1 164-27 164-27 165-10 164-18
S2 164-08 164-08 165-06
S3 162-28 163-15 165-02
S4 161-16 162-03 164-22
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
5 166-21 164-23 1-30 1.2% 1-07 0.7% 37% False False 221,526
10 166-21 161-26 4-27 2.9% 1-15 0.9% 75% False False 227,070
20 166-23 160-31 5-24 3.5% 1-16 0.9% 78% False False 224,763
40 167-06 160-31 6-07 3.8% 1-16 0.9% 72% False False 211,120
60 167-15 160-30 6-17 3.9% 1-17 0.9% 69% False False 211,485
80 169-12 156-29 12-15 7.5% 1-19 1.0% 68% False False 159,136
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-11
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 172-08
2.618 170-00
1.618 168-20
1.000 167-25
0.618 167-08
HIGH 166-13
0.618 165-28
0.500 165-23
0.382 165-18
LOW 165-01
0.618 164-06
1.000 163-21
1.618 162-26
2.618 161-14
4.250 159-06
Fisher Pivots for day following 12-May-2016
Pivot 1 day 3 day
R1 165-23 165-27
PP 165-20 165-23
S1 165-17 165-18

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

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