ECBOT 30 Year Treasury Bond Future September 2016
Trading Metrics calculated at close of trading on 15-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2016 |
15-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
156-03 |
157-23 |
1-20 |
1.0% |
154-11 |
High |
156-03 |
157-23 |
1-20 |
1.0% |
157-23 |
Low |
156-03 |
157-23 |
1-20 |
1.0% |
154-11 |
Close |
156-03 |
157-23 |
1-20 |
1.0% |
157-23 |
Range |
|
|
|
|
|
ATR |
0-27 |
0-29 |
0-02 |
6.7% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157-23 |
157-23 |
157-23 |
|
R3 |
157-23 |
157-23 |
157-23 |
|
R2 |
157-23 |
157-23 |
157-23 |
|
R1 |
157-23 |
157-23 |
157-23 |
157-23 |
PP |
157-23 |
157-23 |
157-23 |
157-23 |
S1 |
157-23 |
157-23 |
157-23 |
157-23 |
S2 |
157-23 |
157-23 |
157-23 |
|
S3 |
157-23 |
157-23 |
157-23 |
|
S4 |
157-23 |
157-23 |
157-23 |
|
|
Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166-23 |
165-19 |
159-18 |
|
R3 |
163-11 |
162-07 |
158-21 |
|
R2 |
159-31 |
159-31 |
158-11 |
|
R1 |
158-27 |
158-27 |
158-01 |
159-13 |
PP |
156-19 |
156-19 |
156-19 |
156-28 |
S1 |
155-15 |
155-15 |
157-13 |
156-01 |
S2 |
153-07 |
153-07 |
157-03 |
|
S3 |
149-27 |
152-03 |
156-25 |
|
S4 |
146-15 |
148-23 |
155-28 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
157-23 |
2.618 |
157-23 |
1.618 |
157-23 |
1.000 |
157-23 |
0.618 |
157-23 |
HIGH |
157-23 |
0.618 |
157-23 |
0.500 |
157-23 |
0.382 |
157-23 |
LOW |
157-23 |
0.618 |
157-23 |
1.000 |
157-23 |
1.618 |
157-23 |
2.618 |
157-23 |
4.250 |
157-23 |
|
|
Fisher Pivots for day following 15-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
157-23 |
157-14 |
PP |
157-23 |
157-06 |
S1 |
157-23 |
156-29 |
|