ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 15-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2016 |
15-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
157-21 |
157-18 |
-0-03 |
-0.1% |
156-22 |
| High |
158-26 |
159-24 |
0-30 |
0.6% |
159-24 |
| Low |
156-30 |
157-14 |
0-16 |
0.3% |
155-01 |
| Close |
157-15 |
159-04 |
1-21 |
1.1% |
159-04 |
| Range |
1-28 |
2-10 |
0-14 |
23.3% |
4-23 |
| ATR |
1-25 |
1-26 |
0-01 |
2.2% |
0-00 |
| Volume |
338,578 |
360,833 |
22,255 |
6.6% |
1,694,048 |
|
| Daily Pivots for day following 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-23 |
164-23 |
160-13 |
|
| R3 |
163-13 |
162-13 |
159-24 |
|
| R2 |
161-03 |
161-03 |
159-18 |
|
| R1 |
160-03 |
160-03 |
159-11 |
160-19 |
| PP |
158-25 |
158-25 |
158-25 |
159-00 |
| S1 |
157-25 |
157-25 |
158-29 |
158-09 |
| S2 |
156-15 |
156-15 |
158-22 |
|
| S3 |
154-05 |
155-15 |
158-16 |
|
| S4 |
151-27 |
153-05 |
157-27 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172-04 |
170-11 |
161-23 |
|
| R3 |
167-13 |
165-20 |
160-14 |
|
| R2 |
162-22 |
162-22 |
160-00 |
|
| R1 |
160-29 |
160-29 |
159-18 |
161-26 |
| PP |
157-31 |
157-31 |
157-31 |
158-13 |
| S1 |
156-06 |
156-06 |
158-22 |
157-02 |
| S2 |
153-08 |
153-08 |
158-08 |
|
| S3 |
148-17 |
151-15 |
157-26 |
|
| S4 |
143-26 |
146-24 |
156-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
159-24 |
155-01 |
4-23 |
3.0% |
2-08 |
1.4% |
87% |
True |
False |
338,809 |
| 10 |
159-24 |
153-09 |
6-15 |
4.1% |
2-02 |
1.3% |
90% |
True |
False |
307,464 |
| 20 |
159-24 |
152-24 |
7-00 |
4.4% |
1-22 |
1.1% |
91% |
True |
False |
222,434 |
| 40 |
159-24 |
151-12 |
8-12 |
5.3% |
1-21 |
1.0% |
93% |
True |
False |
212,832 |
| 60 |
159-24 |
150-03 |
9-21 |
6.1% |
1-17 |
1.0% |
94% |
True |
False |
142,139 |
| 80 |
159-24 |
150-03 |
9-21 |
6.1% |
1-15 |
0.9% |
94% |
True |
False |
106,617 |
| 100 |
159-24 |
150-03 |
9-21 |
6.1% |
1-05 |
0.7% |
94% |
True |
False |
85,294 |
| 120 |
159-24 |
150-03 |
9-21 |
6.1% |
0-31 |
0.6% |
94% |
True |
False |
71,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169-18 |
|
2.618 |
165-26 |
|
1.618 |
163-16 |
|
1.000 |
162-02 |
|
0.618 |
161-06 |
|
HIGH |
159-24 |
|
0.618 |
158-28 |
|
0.500 |
158-19 |
|
0.382 |
158-10 |
|
LOW |
157-14 |
|
0.618 |
156-00 |
|
1.000 |
155-04 |
|
1.618 |
153-22 |
|
2.618 |
151-12 |
|
4.250 |
147-20 |
|
|
| Fisher Pivots for day following 15-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
158-30 |
158-26 |
| PP |
158-25 |
158-17 |
| S1 |
158-19 |
158-08 |
|