ECBOT 30 Year Treasury Bond Future June 2016


Trading Metrics calculated at close of trading on 18-May-2016
Day Change Summary
Previous Current
17-May-2016 18-May-2016 Change Change % Previous Week
Open 165-18 165-15 -0-03 -0.1% 165-02
High 166-08 165-23 -0-17 -0.3% 166-26
Low 165-06 163-04 -2-02 -1.2% 164-23
Close 165-24 163-08 -2-16 -1.5% 166-23
Range 1-02 2-19 1-17 144.1% 2-03
ATR 1-14 1-17 0-03 6.0% 0-00
Volume 228,113 373,868 145,755 63.9% 1,102,245
Daily Pivots for day following 18-May-2016
Classic Woodie Camarilla DeMark
R4 171-26 170-04 164-22
R3 169-07 167-17 163-31
R2 166-20 166-20 163-23
R1 164-30 164-30 163-16 164-16
PP 164-01 164-01 164-01 163-26
S1 162-11 162-11 163-00 161-28
S2 161-14 161-14 162-25
S3 158-27 159-24 162-17
S4 156-08 157-05 161-26
Weekly Pivots for week ending 13-May-2016
Classic Woodie Camarilla DeMark
R4 172-12 171-20 167-28
R3 170-09 169-17 167-09
R2 168-06 168-06 167-03
R1 167-14 167-14 166-29 167-26
PP 166-03 166-03 166-03 166-08
S1 165-11 165-11 166-17 165-23
S2 164-00 164-00 166-11
S3 161-29 163-08 166-05
S4 159-26 161-05 165-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 166-29 163-04 3-25 2.3% 1-18 1.0% 3% False True 260,835
10 166-29 163-04 3-25 2.3% 1-14 0.9% 3% False True 238,112
20 166-29 160-31 5-30 3.6% 1-15 0.9% 38% False False 233,638
40 167-06 160-31 6-07 3.8% 1-16 0.9% 37% False False 216,778
60 167-15 160-30 6-17 4.0% 1-17 0.9% 35% False False 224,940
80 169-12 157-24 11-20 7.1% 1-19 1.0% 47% False False 172,272
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 176-24
2.618 172-16
1.618 169-29
1.000 168-10
0.618 167-10
HIGH 165-23
0.618 164-23
0.500 164-14
0.382 164-04
LOW 163-04
0.618 161-17
1.000 160-17
1.618 158-30
2.618 156-11
4.250 152-03
Fisher Pivots for day following 18-May-2016
Pivot 1 day 3 day
R1 164-14 165-00
PP 164-01 164-14
S1 163-20 163-27

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

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