ECBOT 30 Year Treasury Bond Future September 2016
Trading Metrics calculated at close of trading on 13-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2016 |
13-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
156-05 |
157-04 |
0-31 |
0.6% |
152-30 |
High |
156-05 |
157-04 |
0-31 |
0.6% |
154-30 |
Low |
156-05 |
157-04 |
0-31 |
0.6% |
152-12 |
Close |
156-05 |
157-04 |
0-31 |
0.6% |
154-30 |
Range |
|
|
|
|
|
ATR |
0-26 |
0-26 |
0-00 |
1.4% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157-04 |
157-04 |
157-04 |
|
R3 |
157-04 |
157-04 |
157-04 |
|
R2 |
157-04 |
157-04 |
157-04 |
|
R1 |
157-04 |
157-04 |
157-04 |
157-04 |
PP |
157-04 |
157-04 |
157-04 |
157-04 |
S1 |
157-04 |
157-04 |
157-04 |
157-04 |
S2 |
157-04 |
157-04 |
157-04 |
|
S3 |
157-04 |
157-04 |
157-04 |
|
S4 |
157-04 |
157-04 |
157-04 |
|
|
Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161-25 |
160-29 |
156-11 |
|
R3 |
159-07 |
158-11 |
155-21 |
|
R2 |
156-21 |
156-21 |
155-13 |
|
R1 |
155-25 |
155-25 |
155-06 |
156-07 |
PP |
154-03 |
154-03 |
154-03 |
154-10 |
S1 |
153-07 |
153-07 |
154-22 |
153-21 |
S2 |
151-17 |
151-17 |
154-15 |
|
S3 |
148-31 |
150-21 |
154-07 |
|
S4 |
146-13 |
148-03 |
153-17 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
157-04 |
2.618 |
157-04 |
1.618 |
157-04 |
1.000 |
157-04 |
0.618 |
157-04 |
HIGH |
157-04 |
0.618 |
157-04 |
0.500 |
157-04 |
0.382 |
157-04 |
LOW |
157-04 |
0.618 |
157-04 |
1.000 |
157-04 |
1.618 |
157-04 |
2.618 |
157-04 |
4.250 |
157-04 |
|
|
Fisher Pivots for day following 13-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
157-04 |
156-21 |
PP |
157-04 |
156-06 |
S1 |
157-04 |
155-24 |
|