ECBOT 30 Year Treasury Bond Future June 2016


Trading Metrics calculated at close of trading on 25-May-2016
Day Change Summary
Previous Current
24-May-2016 25-May-2016 Change Change % Previous Week
Open 164-21 164-03 -0-18 -0.3% 166-23
High 164-30 164-13 -0-17 -0.3% 166-29
Low 163-13 163-17 0-04 0.1% 163-04
Close 164-02 163-19 -0-15 -0.3% 164-08
Range 1-17 0-28 -0-21 -42.9% 3-25
ATR 1-14 1-13 -0-01 -2.8% 0-00
Volume 336,627 412,332 75,705 22.5% 1,250,160
Daily Pivots for day following 25-May-2016
Classic Woodie Camarilla DeMark
R4 166-15 165-29 164-02
R3 165-19 165-01 163-27
R2 164-23 164-23 163-24
R1 164-05 164-05 163-22 164-00
PP 163-27 163-27 163-27 163-24
S1 163-09 163-09 163-16 163-04
S2 162-31 162-31 163-14
S3 162-03 162-13 163-11
S4 161-07 161-17 163-04
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 176-03 173-31 166-11
R3 172-10 170-06 165-09
R2 168-17 168-17 164-30
R1 166-13 166-13 164-19 165-18
PP 164-24 164-24 164-24 164-11
S1 162-20 162-20 163-29 161-26
S2 160-31 160-31 163-18
S3 157-06 158-27 163-07
S4 153-13 155-02 162-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165-00 163-08 1-24 1.1% 1-04 0.7% 20% False False 282,791
10 166-29 163-04 3-25 2.3% 1-11 0.8% 12% False False 271,813
20 166-29 161-26 5-03 3.1% 1-13 0.9% 35% False False 248,877
40 167-06 160-31 6-07 3.8% 1-14 0.9% 42% False False 227,901
60 167-06 160-30 6-08 3.8% 1-15 0.9% 43% False False 224,976
80 169-12 159-20 9-24 6.0% 1-19 1.0% 41% False False 189,885
100 169-12 152-09 17-03 10.4% 1-16 0.9% 66% False False 151,980
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 168-04
2.618 166-22
1.618 165-26
1.000 165-09
0.618 164-30
HIGH 164-13
0.618 164-02
0.500 163-31
0.382 163-28
LOW 163-17
0.618 163-00
1.000 162-21
1.618 162-04
2.618 161-08
4.250 159-26
Fisher Pivots for day following 25-May-2016
Pivot 1 day 3 day
R1 163-31 164-06
PP 163-27 164-00
S1 163-23 163-26

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

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