ECBOT 30 Year Treasury Bond Future June 2016


Trading Metrics calculated at close of trading on 26-Feb-2016
Day Change Summary
Previous Current
25-Feb-2016 26-Feb-2016 Change Change % Previous Week
Open 165-02 165-18 0-16 0.3% 165-07
High 166-19 164-09 -2-10 -1.4% 167-15
Low 164-26 164-09 -0-17 -0.3% 163-14
Close 166-00 164-09 -1-23 -1.0% 164-09
Range 1-25 0-00 -1-25 -100.0% 4-01
ATR 1-28 1-27 0-00 -0.6% 0-00
Volume 318,459 227,337 -91,122 -28.6% 1,070,985
Daily Pivots for day following 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 164-09 164-09 164-09
R3 164-09 164-09 164-09
R2 164-09 164-09 164-09
R1 164-09 164-09 164-09 164-09
PP 164-09 164-09 164-09 164-09
S1 164-09 164-09 164-09 164-09
S2 164-09 164-09 164-09
S3 164-09 164-09 164-09
S4 164-09 164-09 164-09
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 177-05 174-24 166-16
R3 173-04 170-23 165-12
R2 169-03 169-03 165-01
R1 166-22 166-22 164-21 165-28
PP 165-02 165-02 165-02 164-21
S1 162-21 162-21 163-29 161-27
S2 161-01 161-01 163-17
S3 157-00 158-20 163-06
S4 152-31 154-19 162-02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 167-15 163-14 4-01 2.5% 1-18 0.9% 21% False False 214,197
10 167-15 162-19 4-28 3.0% 1-24 1.1% 35% False False 109,699
20 169-12 158-23 10-21 6.5% 1-29 1.2% 52% False False 56,221
40 169-12 151-16 17-28 10.9% 1-15 0.9% 72% False False 28,203
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 0-09
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 164-09
2.618 164-09
1.618 164-09
1.000 164-09
0.618 164-09
HIGH 164-09
0.618 164-09
0.500 164-09
0.382 164-09
LOW 164-09
0.618 164-09
1.000 164-09
1.618 164-09
2.618 164-09
4.250 164-09
Fisher Pivots for day following 26-Feb-2016
Pivot 1 day 3 day
R1 164-09 165-28
PP 164-09 165-11
S1 164-09 164-26

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

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