ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 06-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2016 |
06-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
154-09 |
153-31 |
-0-10 |
-0.2% |
155-00 |
| High |
154-19 |
155-23 |
1-04 |
0.7% |
156-03 |
| Low |
153-17 |
153-23 |
0-06 |
0.1% |
152-24 |
| Close |
153-22 |
155-19 |
1-29 |
1.2% |
153-24 |
| Range |
1-02 |
2-00 |
0-30 |
88.2% |
3-11 |
| ATR |
1-16 |
1-17 |
0-01 |
2.6% |
0-00 |
| Volume |
217,891 |
268,846 |
50,955 |
23.4% |
513,014 |
|
| Daily Pivots for day following 06-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-00 |
160-10 |
156-22 |
|
| R3 |
159-00 |
158-10 |
156-05 |
|
| R2 |
157-00 |
157-00 |
155-31 |
|
| R1 |
156-10 |
156-10 |
155-25 |
156-21 |
| PP |
155-00 |
155-00 |
155-00 |
155-06 |
| S1 |
154-10 |
154-10 |
155-13 |
154-21 |
| S2 |
153-00 |
153-00 |
155-07 |
|
| S3 |
151-00 |
152-10 |
155-01 |
|
| S4 |
149-00 |
150-10 |
154-16 |
|
|
| 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 |
155-23 |
152-24 |
2-31 |
1.9% |
1-12 |
0.9% |
96% |
True |
False |
194,263 |
| 10 |
156-15 |
152-24 |
3-23 |
2.4% |
1-15 |
0.9% |
76% |
False |
False |
153,839 |
| 20 |
157-17 |
152-24 |
4-25 |
3.1% |
1-17 |
1.0% |
59% |
False |
False |
185,656 |
| 40 |
157-17 |
150-03 |
7-14 |
4.8% |
1-15 |
0.9% |
74% |
False |
False |
154,071 |
| 60 |
158-08 |
150-03 |
8-05 |
5.2% |
1-13 |
0.9% |
67% |
False |
False |
102,777 |
| 80 |
159-00 |
150-03 |
8-29 |
5.7% |
1-09 |
0.8% |
62% |
False |
False |
77,086 |
| 100 |
159-00 |
150-03 |
8-29 |
5.7% |
1-00 |
0.7% |
62% |
False |
False |
61,668 |
| 120 |
159-00 |
149-07 |
9-25 |
6.3% |
0-27 |
0.5% |
65% |
False |
False |
51,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-07 |
|
2.618 |
160-31 |
|
1.618 |
158-31 |
|
1.000 |
157-23 |
|
0.618 |
156-31 |
|
HIGH |
155-23 |
|
0.618 |
154-31 |
|
0.500 |
154-23 |
|
0.382 |
154-15 |
|
LOW |
153-23 |
|
0.618 |
152-15 |
|
1.000 |
151-23 |
|
1.618 |
150-15 |
|
2.618 |
148-15 |
|
4.250 |
145-07 |
|
|
| Fisher Pivots for day following 06-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
155-10 |
155-07 |
| PP |
155-00 |
154-28 |
| S1 |
154-23 |
154-16 |
|