ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 11-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2016 |
11-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
164-31 |
166-12 |
1-13 |
0.9% |
159-06 |
| High |
165-23 |
168-22 |
2-31 |
1.8% |
161-30 |
| Low |
164-01 |
166-00 |
1-31 |
1.2% |
159-06 |
| Close |
165-23 |
166-00 |
0-09 |
0.2% |
161-30 |
| Range |
1-22 |
2-22 |
1-00 |
59.3% |
2-24 |
| ATR |
0-29 |
1-02 |
0-05 |
15.9% |
0-00 |
| Volume |
6 |
12 |
6 |
100.0% |
0 |
|
| Daily Pivots for day following 11-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174-31 |
173-05 |
167-15 |
|
| R3 |
172-09 |
170-15 |
166-24 |
|
| R2 |
169-19 |
169-19 |
166-16 |
|
| R1 |
167-25 |
167-25 |
166-08 |
167-11 |
| PP |
166-29 |
166-29 |
166-29 |
166-22 |
| S1 |
165-03 |
165-03 |
165-24 |
164-21 |
| S2 |
164-07 |
164-07 |
165-16 |
|
| S3 |
161-17 |
162-13 |
165-08 |
|
| S4 |
158-27 |
159-23 |
164-17 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-09 |
168-11 |
163-14 |
|
| R3 |
166-17 |
165-19 |
162-22 |
|
| R2 |
163-25 |
163-25 |
162-14 |
|
| R1 |
162-27 |
162-27 |
162-06 |
163-10 |
| PP |
161-01 |
161-01 |
161-01 |
161-08 |
| S1 |
160-03 |
160-03 |
161-22 |
160-18 |
| S2 |
158-09 |
158-09 |
161-14 |
|
| S3 |
155-17 |
157-11 |
161-06 |
|
| S4 |
152-25 |
154-19 |
160-14 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
180-04 |
|
2.618 |
175-23 |
|
1.618 |
173-01 |
|
1.000 |
171-12 |
|
0.618 |
170-11 |
|
HIGH |
168-22 |
|
0.618 |
167-21 |
|
0.500 |
167-11 |
|
0.382 |
167-01 |
|
LOW |
166-00 |
|
0.618 |
164-11 |
|
1.000 |
163-10 |
|
1.618 |
161-21 |
|
2.618 |
158-31 |
|
4.250 |
154-18 |
|
|
| Fisher Pivots for day following 11-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
167-11 |
166-12 |
| PP |
166-29 |
166-08 |
| S1 |
166-14 |
166-04 |
|