ECBOT 30 Year Treasury Bond Future September 2016


Trading Metrics calculated at close of trading on 23-Mar-2016
Day Change Summary
Previous Current
22-Mar-2016 23-Mar-2016 Change Change % Previous Week
Open 161-18 161-08 -0-10 -0.2% 160-07
High 161-18 162-11 0-25 0.5% 162-00
Low 160-24 161-08 0-16 0.3% 160-07
Close 160-24 162-11 1-19 1.0% 161-31
Range 0-26 1-03 0-09 34.6% 1-25
ATR 1-00 1-01 0-01 4.3% 0-00
Volume 5 6 1 20.0% 20
Daily Pivots for day following 23-Mar-2016
Classic Woodie Camarilla DeMark
R4 165-08 164-29 162-30
R3 164-05 163-26 162-21
R2 163-02 163-02 162-17
R1 162-23 162-23 162-14 162-29
PP 161-31 161-31 161-31 162-02
S1 161-20 161-20 162-08 161-26
S2 160-28 160-28 162-05
S3 159-25 160-17 162-01
S4 158-22 159-14 161-24
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 166-24 166-04 162-30
R3 164-31 164-11 162-15
R2 163-06 163-06 162-09
R1 162-18 162-18 162-04 162-28
PP 161-13 161-13 161-13 161-18
S1 160-25 160-25 161-26 161-03
S2 159-20 159-20 161-21
S3 157-27 159-00 161-15
S4 156-02 157-07 161-00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162-11 160-18 1-25 1.1% 0-20 0.4% 100% True False 4
10 162-11 159-31 2-12 1.5% 0-17 0.3% 100% True False 3
20 165-11 159-31 5-12 3.3% 0-11 0.2% 44% False False 2
40 168-22 158-21 10-01 6.2% 0-09 0.2% 37% False False 1
60 168-22 151-30 16-24 10.3% 0-07 0.1% 62% False False 1
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 0-01
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 167-00
2.618 165-07
1.618 164-04
1.000 163-14
0.618 163-01
HIGH 162-11
0.618 161-30
0.500 161-26
0.382 161-21
LOW 161-08
0.618 160-18
1.000 160-05
1.618 159-15
2.618 158-12
4.250 156-19
Fisher Pivots for day following 23-Mar-2016
Pivot 1 day 3 day
R1 162-05 162-02
PP 161-31 161-24
S1 161-26 161-15

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

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