ECBOT 30 Year Treasury Bond Future March 2016


Trading Metrics calculated at close of trading on 02-Feb-2016
Day Change Summary
Previous Current
01-Feb-2016 02-Feb-2016 Change Change % Previous Week
Open 161-08 160-29 -0-11 -0.2% 158-30
High 161-22 163-17 1-27 1.1% 161-27
Low 160-15 160-28 0-13 0.3% 158-24
Close 160-17 163-01 2-16 1.6% 161-01
Range 1-07 2-21 1-14 117.9% 3-03
ATR 1-23 1-26 0-03 5.3% 0-00
Volume 219,539 294,507 74,968 34.1% 1,185,243
Daily Pivots for day following 02-Feb-2016
Classic Woodie Camarilla DeMark
R4 170-14 169-13 164-16
R3 167-25 166-24 163-24
R2 165-04 165-04 163-17
R1 164-03 164-03 163-09 164-20
PP 162-15 162-15 162-15 162-24
S1 161-14 161-14 162-25 161-30
S2 159-26 159-26 162-17
S3 157-05 158-25 162-10
S4 154-16 156-04 161-18
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
5 163-17 158-31 4-18 2.8% 1-24 1.1% 89% True False 264,315
10 163-17 158-06 5-11 3.3% 1-25 1.1% 91% True False 271,411
20 163-17 153-17 10-00 6.1% 1-29 1.2% 95% True False 291,550
40 163-17 151-12 12-05 7.5% 1-25 1.1% 96% True False 241,098
60 163-17 150-03 13-14 8.2% 1-20 1.0% 96% True False 191,785
80 163-17 150-03 13-14 8.2% 1-17 0.9% 96% True False 143,887
100 163-17 150-03 13-14 8.2% 1-12 0.8% 96% True False 115,111
120 163-17 150-03 13-14 8.2% 1-04 0.7% 96% True False 95,926
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 0-12
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 174-26
2.618 170-16
1.618 167-27
1.000 166-06
0.618 165-06
HIGH 163-17
0.618 162-17
0.500 162-06
0.382 161-28
LOW 160-28
0.618 159-07
1.000 158-07
1.618 156-18
2.618 153-29
4.250 149-19
Fisher Pivots for day following 02-Feb-2016
Pivot 1 day 3 day
R1 162-24 162-19
PP 162-15 162-05
S1 162-06 161-23

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

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