ECBOT 30 Year Treasury Bond Future March 2016


Trading Metrics calculated at close of trading on 01-Feb-2016
Day Change Summary
Previous Current
29-Jan-2016 01-Feb-2016 Change Change % Previous Week
Open 160-06 161-08 1-02 0.7% 158-30
High 161-27 161-22 -0-05 -0.1% 161-27
Low 159-29 160-15 0-18 0.4% 158-24
Close 161-01 160-17 -0-16 -0.3% 161-01
Range 1-30 1-07 -0-23 -37.1% 3-03
ATR 1-24 1-23 -0-01 -2.2% 0-00
Volume 327,517 219,539 -107,978 -33.0% 1,185,243
Daily Pivots for day following 01-Feb-2016
Classic Woodie Camarilla DeMark
R4 164-18 163-24 161-06
R3 163-11 162-17 160-28
R2 162-04 162-04 160-24
R1 161-10 161-10 160-21 161-04
PP 160-29 160-29 160-29 160-25
S1 160-03 160-03 160-13 159-28
S2 159-22 159-22 160-10
S3 158-15 158-28 160-06
S4 157-08 157-21 159-28
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 169-26 168-17 162-23
R3 166-23 165-14 161-28
R2 163-20 163-20 161-19
R1 162-11 162-11 161-10 163-00
PP 160-17 160-17 160-17 160-28
S1 159-08 159-08 160-24 159-28
S2 157-14 157-14 160-15
S3 154-11 156-05 160-06
S4 151-08 153-02 159-11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 161-27 158-31 2-28 1.8% 1-16 0.9% 54% False False 243,376
10 161-27 158-01 3-26 2.4% 1-22 1.0% 66% False False 268,723
20 161-27 153-09 8-18 5.3% 1-28 1.2% 85% False False 288,094
40 161-27 151-12 10-15 6.5% 1-26 1.1% 87% False False 243,354
60 161-27 150-03 11-24 7.3% 1-19 1.0% 89% False False 186,885
80 161-27 150-03 11-24 7.3% 1-17 0.9% 89% False False 140,206
100 161-27 150-03 11-24 7.3% 1-11 0.8% 89% False False 112,166
120 161-27 150-03 11-24 7.3% 1-04 0.7% 89% False False 93,472
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-13
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 166-28
2.618 164-28
1.618 163-21
1.000 162-29
0.618 162-14
HIGH 161-22
0.618 161-07
0.500 161-02
0.382 160-30
LOW 160-15
0.618 159-23
1.000 159-08
1.618 158-16
2.618 157-09
4.250 155-09
Fisher Pivots for day following 01-Feb-2016
Pivot 1 day 3 day
R1 161-02 160-16
PP 160-29 160-16
S1 160-23 160-16

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

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