ECBOT 30 Year Treasury Bond Future March 2016


Trading Metrics calculated at close of trading on 23-Feb-2016
Day Change Summary
Previous Current
22-Feb-2016 23-Feb-2016 Change Change % Previous Week
Open 166-17 166-15 -0-02 0.0% 166-10
High 166-22 167-14 0-24 0.4% 167-04
Low 165-27 164-25 -1-02 -0.6% 163-30
Close 166-06 166-24 0-18 0.3% 166-19
Range 0-27 2-21 1-26 214.8% 3-06
ATR 1-31 2-01 0-02 2.5% 0-00
Volume 219,566 444,435 224,869 102.4% 1,230,552
Daily Pivots for day following 23-Feb-2016
Classic Woodie Camarilla DeMark
R4 174-09 173-06 168-07
R3 171-20 170-17 167-15
R2 168-31 168-31 167-08
R1 167-28 167-28 167-00 168-14
PP 166-10 166-10 166-10 166-19
S1 165-07 165-07 166-16 165-24
S2 163-21 163-21 166-08
S3 161-00 162-18 166-01
S4 158-11 159-29 165-09
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
5 167-14 163-30 3-16 2.1% 1-30 1.2% 80% True False 312,016
10 170-26 163-30 6-28 4.1% 2-04 1.3% 41% False False 349,966
20 170-26 158-31 11-27 7.1% 2-00 1.2% 66% False False 320,865
40 170-26 152-24 18-02 10.8% 1-29 1.1% 78% False False 288,146
60 170-26 151-12 19-14 11.7% 1-27 1.1% 79% False False 265,111
80 170-26 150-03 20-23 12.4% 1-22 1.0% 80% False False 205,183
100 170-26 150-03 20-23 12.4% 1-20 1.0% 80% False False 164,170
120 170-26 150-03 20-23 12.4% 1-12 0.8% 80% False False 136,808
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-15
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 178-23
2.618 174-13
1.618 171-24
1.000 170-03
0.618 169-03
HIGH 167-14
0.618 166-14
0.500 166-04
0.382 165-25
LOW 164-25
0.618 163-04
1.000 162-04
1.618 160-15
2.618 157-26
4.250 153-16
Fisher Pivots for day following 23-Feb-2016
Pivot 1 day 3 day
R1 166-17 166-17
PP 166-10 166-10
S1 166-04 166-04

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

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