ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 05-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2016 |
05-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
153-14 |
154-09 |
0-27 |
0.5% |
155-00 |
| High |
155-14 |
154-19 |
-0-27 |
-0.5% |
156-03 |
| Low |
153-09 |
153-17 |
0-08 |
0.2% |
152-24 |
| Close |
154-08 |
153-22 |
-0-18 |
-0.4% |
153-24 |
| Range |
2-05 |
1-02 |
-1-03 |
-50.7% |
3-11 |
| ATR |
1-17 |
1-16 |
-0-01 |
-2.2% |
0-00 |
| Volume |
225,386 |
217,891 |
-7,495 |
-3.3% |
513,014 |
|
| Daily Pivots for day following 05-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-04 |
156-15 |
154-09 |
|
| R3 |
156-02 |
155-13 |
153-31 |
|
| R2 |
155-00 |
155-00 |
153-28 |
|
| R1 |
154-11 |
154-11 |
153-25 |
154-04 |
| PP |
153-30 |
153-30 |
153-30 |
153-27 |
| S1 |
153-09 |
153-09 |
153-19 |
153-02 |
| S2 |
152-28 |
152-28 |
153-16 |
|
| S3 |
151-26 |
152-07 |
153-13 |
|
| S4 |
150-24 |
151-05 |
153-03 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-07 |
162-11 |
155-19 |
|
| R3 |
160-28 |
159-00 |
154-21 |
|
| R2 |
157-17 |
157-17 |
154-12 |
|
| R1 |
155-21 |
155-21 |
154-02 |
154-30 |
| PP |
154-06 |
154-06 |
154-06 |
153-27 |
| S1 |
152-10 |
152-10 |
153-14 |
151-18 |
| S2 |
150-27 |
150-27 |
153-04 |
|
| S3 |
147-16 |
148-31 |
152-27 |
|
| S4 |
144-05 |
145-20 |
151-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
155-25 |
152-24 |
3-01 |
2.0% |
1-16 |
1.0% |
31% |
False |
False |
168,928 |
| 10 |
156-29 |
152-24 |
4-05 |
2.7% |
1-11 |
0.9% |
23% |
False |
False |
140,548 |
| 20 |
157-17 |
152-24 |
4-25 |
3.1% |
1-18 |
1.0% |
20% |
False |
False |
184,205 |
| 40 |
157-17 |
150-03 |
7-14 |
4.8% |
1-15 |
1.0% |
48% |
False |
False |
147,350 |
| 60 |
158-08 |
150-03 |
8-05 |
5.3% |
1-13 |
0.9% |
44% |
False |
False |
98,298 |
| 80 |
159-00 |
150-03 |
8-29 |
5.8% |
1-08 |
0.8% |
40% |
False |
False |
73,725 |
| 100 |
159-00 |
150-03 |
8-29 |
5.8% |
1-00 |
0.6% |
40% |
False |
False |
58,980 |
| 120 |
159-00 |
148-27 |
10-05 |
6.6% |
0-27 |
0.5% |
48% |
False |
False |
49,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-04 |
|
2.618 |
157-12 |
|
1.618 |
156-10 |
|
1.000 |
155-21 |
|
0.618 |
155-08 |
|
HIGH |
154-19 |
|
0.618 |
154-06 |
|
0.500 |
154-02 |
|
0.382 |
153-30 |
|
LOW |
153-17 |
|
0.618 |
152-28 |
|
1.000 |
152-15 |
|
1.618 |
151-26 |
|
2.618 |
150-24 |
|
4.250 |
149-00 |
|
|
| Fisher Pivots for day following 05-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
154-02 |
154-10 |
| PP |
153-30 |
154-04 |
| S1 |
153-26 |
153-29 |
|