ECBOT 30 Year Treasury Bond Future March 2016


Trading Metrics calculated at close of trading on 16-Feb-2016
Day Change Summary
Previous Current
12-Feb-2016 16-Feb-2016 Change Change % Previous Week
Open 168-07 166-10 -1-29 -1.1% 163-16
High 168-21 166-16 -2-05 -1.3% 170-26
Low 166-05 165-02 -1-03 -0.7% 162-28
Close 166-15 165-23 -0-24 -0.5% 166-15
Range 2-16 1-14 -1-02 -42.5% 7-30
ATR 2-04 2-02 -0-02 -2.3% 0-00
Volume 341,455 334,470 -6,985 -2.0% 1,968,345
Daily Pivots for day following 16-Feb-2016
Classic Woodie Camarilla DeMark
R4 170-02 169-11 166-16
R3 168-20 167-29 166-04
R2 167-06 167-06 165-31
R1 166-15 166-15 165-27 166-04
PP 165-24 165-24 165-24 165-19
S1 165-01 165-01 165-19 164-22
S2 164-10 164-10 165-15
S3 162-28 163-19 165-10
S4 161-14 162-05 164-30
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 190-17 186-14 170-27
R3 182-19 178-16 168-21
R2 174-21 174-21 167-30
R1 170-18 170-18 167-06 172-20
PP 166-23 166-23 166-23 167-24
S1 162-20 162-20 165-24 164-22
S2 158-25 158-25 165-00
S3 150-27 154-22 164-09
S4 142-29 146-24 162-03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 170-26 165-02 5-24 3.5% 2-11 1.4% 11% False True 387,917
10 170-26 160-28 9-30 6.0% 2-09 1.4% 49% False False 364,033
20 170-26 158-01 12-25 7.7% 1-31 1.2% 60% False False 316,378
40 170-26 152-24 18-02 10.9% 1-27 1.1% 72% False False 269,406
60 170-26 151-12 19-14 11.7% 1-25 1.1% 74% False False 247,348
80 170-26 150-03 20-23 12.5% 1-21 1.0% 75% False False 185,699
100 170-26 150-03 20-23 12.5% 1-18 0.9% 75% False False 148,569
120 170-26 150-03 20-23 12.5% 1-10 0.8% 75% False False 123,808
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 172-20
2.618 170-08
1.618 168-26
1.000 167-30
0.618 167-12
HIGH 166-16
0.618 165-30
0.500 165-25
0.382 165-20
LOW 165-02
0.618 164-06
1.000 163-20
1.618 162-24
2.618 161-10
4.250 158-30
Fisher Pivots for day following 16-Feb-2016
Pivot 1 day 3 day
R1 165-25 167-30
PP 165-24 167-06
S1 165-24 166-15

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

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