ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 07-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2016 |
07-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
153-31 |
155-17 |
1-18 |
1.0% |
155-00 |
| High |
155-23 |
156-25 |
1-02 |
0.7% |
156-03 |
| Low |
153-23 |
154-27 |
1-04 |
0.7% |
152-24 |
| Close |
155-19 |
156-00 |
0-13 |
0.3% |
153-24 |
| Range |
2-00 |
1-30 |
-0-02 |
-3.1% |
3-11 |
| ATR |
1-17 |
1-18 |
0-01 |
1.9% |
0-00 |
| Volume |
268,846 |
335,270 |
66,424 |
24.7% |
513,014 |
|
| Daily Pivots for day following 07-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-22 |
160-25 |
157-02 |
|
| R3 |
159-24 |
158-27 |
156-17 |
|
| R2 |
157-26 |
157-26 |
156-11 |
|
| R1 |
156-29 |
156-29 |
156-06 |
157-12 |
| PP |
155-28 |
155-28 |
155-28 |
156-03 |
| S1 |
154-31 |
154-31 |
155-26 |
155-14 |
| S2 |
153-30 |
153-30 |
155-21 |
|
| S3 |
152-00 |
153-01 |
155-15 |
|
| S4 |
150-02 |
151-03 |
154-30 |
|
|
| 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 |
156-25 |
153-07 |
3-18 |
2.3% |
1-18 |
1.0% |
78% |
True |
False |
231,536 |
| 10 |
156-25 |
152-24 |
4-01 |
2.6% |
1-16 |
1.0% |
81% |
True |
False |
175,164 |
| 20 |
157-17 |
152-24 |
4-25 |
3.1% |
1-18 |
1.0% |
68% |
False |
False |
189,823 |
| 40 |
157-17 |
150-16 |
7-01 |
4.5% |
1-16 |
1.0% |
78% |
False |
False |
162,453 |
| 60 |
158-08 |
150-03 |
8-05 |
5.2% |
1-14 |
0.9% |
72% |
False |
False |
108,365 |
| 80 |
159-00 |
150-03 |
8-29 |
5.7% |
1-09 |
0.8% |
66% |
False |
False |
81,277 |
| 100 |
159-00 |
150-03 |
8-29 |
5.7% |
1-01 |
0.7% |
66% |
False |
False |
65,021 |
| 120 |
159-00 |
149-07 |
9-25 |
6.3% |
0-28 |
0.6% |
69% |
False |
False |
54,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-00 |
|
2.618 |
161-27 |
|
1.618 |
159-29 |
|
1.000 |
158-23 |
|
0.618 |
157-31 |
|
HIGH |
156-25 |
|
0.618 |
156-01 |
|
0.500 |
155-26 |
|
0.382 |
155-19 |
|
LOW |
154-27 |
|
0.618 |
153-21 |
|
1.000 |
152-29 |
|
1.618 |
151-23 |
|
2.618 |
149-25 |
|
4.250 |
146-20 |
|
|
| Fisher Pivots for day following 07-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
155-30 |
155-23 |
| PP |
155-28 |
155-14 |
| S1 |
155-26 |
155-05 |
|