ECBOT 30 Year Treasury Bond Future March 2016


Trading Metrics calculated at close of trading on 09-Feb-2016
Day Change Summary
Previous Current
08-Feb-2016 09-Feb-2016 Change Change % Previous Week
Open 163-16 165-22 2-06 1.3% 161-08
High 166-04 167-09 1-05 0.7% 164-07
Low 162-28 165-08 2-12 1.5% 160-15
Close 166-01 166-04 0-03 0.1% 163-08
Range 3-08 2-01 -1-07 -37.5% 3-24
ATR 1-29 1-29 0-00 0.5% 0-00
Volume 363,230 375,240 12,010 3.3% 1,557,061
Daily Pivots for day following 09-Feb-2016
Classic Woodie Camarilla DeMark
R4 172-10 171-08 167-08
R3 170-09 169-07 166-22
R2 168-08 168-08 166-16
R1 167-06 167-06 166-10 167-23
PP 166-07 166-07 166-07 166-16
S1 165-05 165-05 165-30 165-22
S2 164-06 164-06 165-24
S3 162-05 163-04 165-18
S4 160-04 161-03 165-00
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 173-29 172-10 165-10
R3 170-05 168-18 164-09
R2 166-13 166-13 163-30
R1 164-26 164-26 163-19 165-20
PP 162-21 162-21 162-21 163-01
S1 161-02 161-02 162-29 161-28
S2 158-29 158-29 162-18
S3 155-05 157-10 162-07
S4 151-13 153-18 161-06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 167-09 161-21 5-20 3.4% 2-03 1.3% 79% True False 356,297
10 167-09 158-31 8-10 5.0% 1-30 1.2% 86% True False 310,306
20 167-09 155-01 12-08 7.4% 1-31 1.2% 91% True False 311,120
40 167-09 152-24 14-17 8.7% 1-26 1.1% 92% True False 252,663
60 167-09 150-20 16-21 10.0% 1-22 1.0% 93% True False 221,469
80 167-09 150-03 17-06 10.3% 1-19 1.0% 93% True False 166,148
100 167-09 150-03 17-06 10.3% 1-15 0.9% 93% True False 132,926
120 167-09 150-03 17-06 10.3% 1-07 0.7% 93% True False 110,772
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 175-29
2.618 172-19
1.618 170-18
1.000 169-10
0.618 168-17
HIGH 167-09
0.618 166-16
0.500 166-08
0.382 166-01
LOW 165-08
0.618 164-00
1.000 163-07
1.618 161-31
2.618 159-30
4.250 156-20
Fisher Pivots for day following 09-Feb-2016
Pivot 1 day 3 day
R1 166-08 165-21
PP 166-07 165-06
S1 166-06 164-22

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

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