ECBOT 30 Year Treasury Bond Future September 2016
Trading Metrics calculated at close of trading on 27-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2016 |
27-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
158-26 |
158-21 |
-0-05 |
-0.1% |
158-00 |
High |
158-26 |
158-21 |
-0-05 |
-0.1% |
159-02 |
Low |
158-26 |
158-21 |
-0-05 |
-0.1% |
157-21 |
Close |
158-26 |
158-21 |
-0-05 |
-0.1% |
157-21 |
Range |
|
|
|
|
|
ATR |
0-26 |
0-24 |
-0-01 |
-5.8% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158-21 |
158-21 |
158-21 |
|
R3 |
158-21 |
158-21 |
158-21 |
|
R2 |
158-21 |
158-21 |
158-21 |
|
R1 |
158-21 |
158-21 |
158-21 |
158-21 |
PP |
158-21 |
158-21 |
158-21 |
158-21 |
S1 |
158-21 |
158-21 |
158-21 |
158-21 |
S2 |
158-21 |
158-21 |
158-21 |
|
S3 |
158-21 |
158-21 |
158-21 |
|
S4 |
158-21 |
158-21 |
158-21 |
|
|
Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162-11 |
161-13 |
158-14 |
|
R3 |
160-30 |
160-00 |
158-01 |
|
R2 |
159-17 |
159-17 |
157-29 |
|
R1 |
158-19 |
158-19 |
157-25 |
158-12 |
PP |
158-04 |
158-04 |
158-04 |
158-00 |
S1 |
157-06 |
157-06 |
157-17 |
156-31 |
S2 |
156-23 |
156-23 |
157-13 |
|
S3 |
155-10 |
155-25 |
157-09 |
|
S4 |
153-29 |
154-12 |
156-28 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
158-21 |
2.618 |
158-21 |
1.618 |
158-21 |
1.000 |
158-21 |
0.618 |
158-21 |
HIGH |
158-21 |
0.618 |
158-21 |
0.500 |
158-21 |
0.382 |
158-21 |
LOW |
158-21 |
0.618 |
158-21 |
1.000 |
158-21 |
1.618 |
158-21 |
2.618 |
158-21 |
4.250 |
158-21 |
|
|
Fisher Pivots for day following 27-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
158-21 |
158-20 |
PP |
158-21 |
158-19 |
S1 |
158-21 |
158-18 |
|