ECBOT 30 Year Treasury Bond Future March 2016


Trading Metrics calculated at close of trading on 22-Feb-2016
Day Change Summary
Previous Current
19-Feb-2016 22-Feb-2016 Change Change % Previous Week
Open 166-18 166-17 -0-01 0.0% 166-10
High 167-04 166-22 -0-14 -0.3% 167-04
Low 165-22 165-27 0-05 0.1% 163-30
Close 166-19 166-06 -0-13 -0.2% 166-19
Range 1-14 0-27 -0-19 -41.3% 3-06
ATR 2-02 1-31 -0-03 -4.2% 0-00
Volume 300,491 219,566 -80,925 -26.9% 1,230,552
Daily Pivots for day following 22-Feb-2016
Classic Woodie Camarilla DeMark
R4 168-25 168-10 166-21
R3 167-30 167-15 166-13
R2 167-03 167-03 166-11
R1 166-20 166-20 166-08 166-14
PP 166-08 166-08 166-08 166-04
S1 165-25 165-25 166-04 165-19
S2 165-13 165-13 166-01
S3 164-18 164-30 165-31
S4 163-23 164-03 165-23
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 175-14 174-07 168-11
R3 172-08 171-01 167-15
R2 169-02 169-02 167-06
R1 167-27 167-27 166-28 168-14
PP 165-28 165-28 165-28 166-06
S1 164-21 164-21 166-10 165-08
S2 162-22 162-22 166-00
S3 159-16 161-15 165-23
S4 156-10 158-09 164-27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 167-04 163-30 3-06 1.9% 1-22 1.0% 71% False False 290,023
10 170-26 162-28 7-30 4.8% 2-06 1.3% 42% False False 341,846
20 170-26 158-24 12-02 7.3% 1-30 1.2% 62% False False 308,038
40 170-26 152-24 18-02 10.9% 1-28 1.1% 74% False False 280,553
60 170-26 151-12 19-14 11.7% 1-26 1.1% 76% False False 261,743
80 170-26 150-03 20-23 12.5% 1-22 1.0% 78% False False 199,639
100 170-26 150-03 20-23 12.5% 1-19 1.0% 78% False False 159,726
120 170-26 150-03 20-23 12.5% 1-12 0.8% 78% False False 133,105
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-14
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 170-09
2.618 168-29
1.618 168-02
1.000 167-17
0.618 167-07
HIGH 166-22
0.618 166-12
0.500 166-08
0.382 166-05
LOW 165-27
0.618 165-10
1.000 165-00
1.618 164-15
2.618 163-20
4.250 162-08
Fisher Pivots for day following 22-Feb-2016
Pivot 1 day 3 day
R1 166-08 166-01
PP 166-08 165-28
S1 166-07 165-24

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

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