ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 19-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2016 |
19-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
157-18 |
159-07 |
1-21 |
1.1% |
156-22 |
| High |
159-24 |
159-22 |
-0-02 |
0.0% |
159-24 |
| Low |
157-14 |
158-01 |
0-19 |
0.4% |
155-01 |
| Close |
159-04 |
159-12 |
0-08 |
0.2% |
159-04 |
| Range |
2-10 |
1-21 |
-0-21 |
-28.4% |
4-23 |
| ATR |
1-26 |
1-26 |
0-00 |
-0.6% |
0-00 |
| Volume |
360,833 |
267,632 |
-93,201 |
-25.8% |
1,694,048 |
|
| Daily Pivots for day following 19-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-00 |
163-11 |
160-09 |
|
| R3 |
162-11 |
161-22 |
159-27 |
|
| R2 |
160-22 |
160-22 |
159-22 |
|
| R1 |
160-01 |
160-01 |
159-17 |
160-12 |
| PP |
159-01 |
159-01 |
159-01 |
159-06 |
| S1 |
158-12 |
158-12 |
159-07 |
158-22 |
| S2 |
157-12 |
157-12 |
159-02 |
|
| S3 |
155-23 |
156-23 |
158-29 |
|
| S4 |
154-02 |
155-02 |
158-15 |
|
|
| 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% |
2-07 |
1.4% |
92% |
False |
False |
345,364 |
| 10 |
159-24 |
153-17 |
6-07 |
3.9% |
2-01 |
1.3% |
94% |
False |
False |
311,689 |
| 20 |
159-24 |
152-24 |
7-00 |
4.4% |
1-22 |
1.1% |
95% |
False |
False |
224,162 |
| 40 |
159-24 |
151-12 |
8-12 |
5.3% |
1-22 |
1.1% |
96% |
False |
False |
219,523 |
| 60 |
159-24 |
150-03 |
9-21 |
6.1% |
1-18 |
1.0% |
96% |
False |
False |
146,593 |
| 80 |
159-24 |
150-03 |
9-21 |
6.1% |
1-15 |
0.9% |
96% |
False |
False |
109,963 |
| 100 |
159-24 |
150-03 |
9-21 |
6.1% |
1-06 |
0.7% |
96% |
False |
False |
87,970 |
| 120 |
159-24 |
150-03 |
9-21 |
6.1% |
1-00 |
0.6% |
96% |
False |
False |
73,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-23 |
|
2.618 |
164-01 |
|
1.618 |
162-12 |
|
1.000 |
161-11 |
|
0.618 |
160-23 |
|
HIGH |
159-22 |
|
0.618 |
159-02 |
|
0.500 |
158-28 |
|
0.382 |
158-21 |
|
LOW |
158-01 |
|
0.618 |
157-00 |
|
1.000 |
156-12 |
|
1.618 |
155-11 |
|
2.618 |
153-22 |
|
4.250 |
151-00 |
|
|
| Fisher Pivots for day following 19-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
159-06 |
159-01 |
| PP |
159-01 |
158-22 |
| S1 |
158-28 |
158-11 |
|