ECBOT 30 Year Treasury Bond Future June 2016


Trading Metrics calculated at close of trading on 16-May-2016
Day Change Summary
Previous Current
13-May-2016 16-May-2016 Change Change % Previous Week
Open 165-19 166-23 1-04 0.7% 165-02
High 166-26 166-29 0-03 0.1% 166-26
Low 165-17 165-14 -0-03 -0.1% 164-23
Close 166-23 165-18 -1-05 -0.7% 166-23
Range 1-09 1-15 0-06 14.6% 2-03
ATR 1-15 1-15 0-00 0.0% 0-00
Volume 261,380 188,377 -73,003 -27.9% 1,102,245
Daily Pivots for day following 16-May-2016
Classic Woodie Camarilla DeMark
R4 170-12 169-14 166-12
R3 168-29 167-31 165-31
R2 167-14 167-14 165-27
R1 166-16 166-16 165-22 166-08
PP 165-31 165-31 165-31 165-27
S1 165-01 165-01 165-14 164-24
S2 164-16 164-16 165-09
S3 163-01 163-18 165-05
S4 161-18 162-03 164-24
Weekly Pivots for week ending 13-May-2016
Classic Woodie Camarilla DeMark
R4 172-12 171-20 167-28
R3 170-09 169-17 167-09
R2 168-06 168-06 167-03
R1 167-14 167-14 166-29 167-26
PP 166-03 166-03 166-03 166-08
S1 165-11 165-11 166-17 165-23
S2 164-00 164-00 166-11
S3 161-29 163-08 166-05
S4 159-26 161-05 165-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 166-29 165-01 1-28 1.1% 1-08 0.7% 28% True False 222,220
10 166-29 161-30 4-31 3.0% 1-14 0.9% 73% True False 225,591
20 166-29 160-31 5-30 3.6% 1-15 0.9% 77% True False 228,440
40 167-06 160-31 6-07 3.8% 1-16 0.9% 74% False False 211,642
60 167-15 160-30 6-17 3.9% 1-17 0.9% 71% False False 218,749
80 169-12 156-29 12-15 7.5% 1-19 1.0% 69% False False 164,749
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 173-05
2.618 170-24
1.618 169-09
1.000 168-12
0.618 167-26
HIGH 166-29
0.618 166-11
0.500 166-06
0.382 166-00
LOW 165-14
0.618 164-17
1.000 163-31
1.618 163-02
2.618 161-19
4.250 159-06
Fisher Pivots for day following 16-May-2016
Pivot 1 day 3 day
R1 166-06 165-31
PP 165-31 165-27
S1 165-24 165-22

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

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