ECBOT 30 Year Treasury Bond Future March 2016


Trading Metrics calculated at close of trading on 14-Jan-2016
Day Change Summary
Previous Current
13-Jan-2016 14-Jan-2016 Change Change % Previous Week
Open 157-14 157-21 0-07 0.1% 153-14
High 159-04 158-26 -0-10 -0.2% 156-25
Low 156-23 156-30 0-07 0.1% 153-09
Close 158-17 157-15 -1-02 -0.7% 156-12
Range 2-13 1-28 -0-17 -22.1% 3-16
ATR 1-25 1-25 0-00 0.4% 0-00
Volume 393,673 338,578 -55,095 -14.0% 1,380,599
Daily Pivots for day following 14-Jan-2016
Classic Woodie Camarilla DeMark
R4 163-12 162-09 158-16
R3 161-16 160-13 158-00
R2 159-20 159-20 157-26
R1 158-17 158-17 157-20 158-04
PP 157-24 157-24 157-24 157-17
S1 156-21 156-21 157-10 156-08
S2 155-28 155-28 157-04
S3 154-00 154-25 156-30
S4 152-04 152-29 156-14
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 165-31 164-22 158-10
R3 162-15 161-06 157-11
R2 158-31 158-31 157-01
R1 157-22 157-22 156-22 158-10
PP 155-15 155-15 155-15 155-26
S1 154-06 154-06 156-02 154-26
S2 151-31 151-31 155-23
S3 148-15 150-22 155-13
S4 144-31 147-06 154-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159-04 154-14 4-22 3.0% 2-08 1.4% 65% False False 333,284
10 159-04 153-07 5-29 3.8% 1-29 1.2% 72% False False 282,410
20 159-04 152-24 6-12 4.0% 1-21 1.1% 74% False False 214,401
40 159-04 151-08 7-28 5.0% 1-21 1.0% 79% False False 203,899
60 159-04 150-03 9-01 5.7% 1-17 1.0% 82% False False 136,125
80 159-04 150-03 9-01 5.7% 1-14 0.9% 82% False False 102,107
100 159-04 150-03 9-01 5.7% 1-05 0.7% 82% False False 81,685
120 159-04 150-03 9-01 5.7% 0-31 0.6% 82% False False 68,071
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-15
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 166-25
2.618 163-23
1.618 161-27
1.000 160-22
0.618 159-31
HIGH 158-26
0.618 158-03
0.500 157-28
0.382 157-21
LOW 156-30
0.618 155-25
1.000 155-02
1.618 153-29
2.618 152-01
4.250 148-31
Fisher Pivots for day following 14-Jan-2016
Pivot 1 day 3 day
R1 157-28 157-11
PP 157-24 157-07
S1 157-19 157-02

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

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