ECBOT 30 Year Treasury Bond Future June 2016


Trading Metrics calculated at close of trading on 25-Jan-2016
Day Change Summary
Previous Current
22-Jan-2016 25-Jan-2016 Change Change % Previous Week
Open 158-00 157-23 -0-09 -0.2% 157-29
High 158-12 158-13 0-01 0.0% 160-02
Low 156-29 157-23 0-26 0.5% 156-28
Close 157-21 158-09 0-20 0.4% 157-21
Range 1-15 0-22 -0-25 -53.2% 3-06
ATR 1-10 1-09 -0-01 -3.1% 0-00
Volume 120 34 -86 -71.7% 944
Daily Pivots for day following 25-Jan-2016
Classic Woodie Camarilla DeMark
R4 160-06 159-30 158-21
R3 159-16 159-08 158-15
R2 158-26 158-26 158-13
R1 158-18 158-18 158-11 158-22
PP 158-04 158-04 158-04 158-07
S1 157-28 157-28 158-07 158-00
S2 157-14 157-14 158-05
S3 156-24 157-06 158-03
S4 156-02 156-16 157-29
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 167-24 165-29 159-13
R3 164-18 162-23 158-17
R2 161-12 161-12 158-08
R1 159-17 159-17 157-30 158-28
PP 158-06 158-06 158-06 157-28
S1 156-11 156-11 157-12 155-22
S2 155-00 155-00 157-02
S3 151-26 153-05 156-25
S4 148-20 149-31 155-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 160-02 156-28 3-06 2.0% 1-13 0.9% 44% False False 195
10 160-02 154-00 6-02 3.8% 1-15 0.9% 71% False False 219
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 0-04
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 161-11
2.618 160-07
1.618 159-17
1.000 159-03
0.618 158-27
HIGH 158-13
0.618 158-05
0.500 158-02
0.382 157-31
LOW 157-23
0.618 157-09
1.000 157-01
1.618 156-19
2.618 155-29
4.250 154-26
Fisher Pivots for day following 25-Jan-2016
Pivot 1 day 3 day
R1 158-07 158-09
PP 158-04 158-09
S1 158-02 158-09

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

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