ECBOT 30 Year Treasury Bond Future June 2016


Trading Metrics calculated at close of trading on 28-Mar-2016
Day Change Summary
Previous Current
24-Mar-2016 28-Mar-2016 Change Change % Previous Week
Open 163-09 162-29 -0-12 -0.2% 163-07
High 164-10 163-23 -0-19 -0.4% 164-10
Low 162-16 162-17 0-01 0.0% 161-17
Close 163-01 163-17 0-16 0.3% 163-01
Range 1-26 1-06 -0-20 -34.5% 2-25
ATR 1-22 1-21 -0-01 -2.1% 0-00
Volume 194,221 103,993 -90,228 -46.5% 799,667
Daily Pivots for day following 28-Mar-2016
Classic Woodie Camarilla DeMark
R4 166-26 166-12 164-06
R3 165-20 165-06 163-27
R2 164-14 164-14 163-24
R1 164-00 164-00 163-20 164-07
PP 163-08 163-08 163-08 163-12
S1 162-26 162-26 163-14 163-01
S2 162-02 162-02 163-10
S3 160-28 161-20 163-07
S4 159-22 160-14 162-28
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 171-10 169-30 164-18
R3 168-17 167-05 163-25
R2 165-24 165-24 163-17
R1 164-12 164-12 163-09 163-22
PP 162-31 162-31 162-31 162-19
S1 161-19 161-19 162-25 160-28
S2 160-06 160-06 162-17
S3 157-13 158-26 162-09
S4 154-20 156-01 161-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164-10 161-17 2-25 1.7% 1-20 1.0% 72% False False 180,732
10 164-10 160-30 3-12 2.1% 1-14 0.9% 77% False False 191,971
20 165-10 160-30 4-12 2.7% 1-19 1.0% 59% False False 224,598
40 169-12 158-23 10-21 6.5% 1-24 1.1% 45% False False 140,409
60 169-12 151-16 17-28 10.9% 1-17 0.9% 67% False False 93,668
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-10
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 168-24
2.618 166-26
1.618 165-20
1.000 164-29
0.618 164-14
HIGH 163-23
0.618 163-08
0.500 163-04
0.382 163-00
LOW 162-17
0.618 161-26
1.000 161-11
1.618 160-20
2.618 159-14
4.250 157-16
Fisher Pivots for day following 28-Mar-2016
Pivot 1 day 3 day
R1 163-13 163-10
PP 163-08 163-04
S1 163-04 162-30

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

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