ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 25-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2016 |
25-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
159-12 |
158-30 |
-0-14 |
-0.3% |
159-07 |
| High |
159-27 |
160-02 |
0-07 |
0.1% |
161-18 |
| Low |
158-06 |
158-24 |
0-18 |
0.4% |
158-01 |
| Close |
159-01 |
159-20 |
0-19 |
0.4% |
159-01 |
| Range |
1-21 |
1-10 |
-0-11 |
-20.8% |
3-17 |
| ATR |
1-27 |
1-26 |
-0-01 |
-2.1% |
0-00 |
| Volume |
270,137 |
187,901 |
-82,236 |
-30.4% |
1,282,454 |
|
| Daily Pivots for day following 25-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-13 |
162-27 |
160-11 |
|
| R3 |
162-03 |
161-17 |
160-00 |
|
| R2 |
160-25 |
160-25 |
159-28 |
|
| R1 |
160-07 |
160-07 |
159-24 |
160-16 |
| PP |
159-15 |
159-15 |
159-15 |
159-20 |
| S1 |
158-29 |
158-29 |
159-16 |
159-06 |
| S2 |
158-05 |
158-05 |
159-12 |
|
| S3 |
156-27 |
157-19 |
159-08 |
|
| S4 |
155-17 |
156-09 |
158-29 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170-04 |
168-04 |
160-31 |
|
| R3 |
166-19 |
164-19 |
160-00 |
|
| R2 |
163-02 |
163-02 |
159-22 |
|
| R1 |
161-02 |
161-02 |
159-11 |
160-10 |
| PP |
159-17 |
159-17 |
159-17 |
159-05 |
| S1 |
157-17 |
157-17 |
158-23 |
156-24 |
| S2 |
156-00 |
156-00 |
158-12 |
|
| S3 |
152-15 |
154-00 |
158-02 |
|
| S4 |
148-30 |
150-15 |
157-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
161-18 |
158-01 |
3-17 |
2.2% |
1-27 |
1.2% |
45% |
False |
False |
294,071 |
| 10 |
161-18 |
155-01 |
6-17 |
4.1% |
2-02 |
1.3% |
70% |
False |
False |
316,440 |
| 20 |
161-18 |
152-24 |
8-26 |
5.5% |
1-26 |
1.1% |
78% |
False |
False |
255,427 |
| 40 |
161-18 |
151-12 |
10-06 |
6.4% |
1-25 |
1.1% |
81% |
False |
False |
237,235 |
| 60 |
161-18 |
150-03 |
11-15 |
7.2% |
1-19 |
1.0% |
83% |
False |
False |
166,623 |
| 80 |
161-18 |
150-03 |
11-15 |
7.2% |
1-17 |
1.0% |
83% |
False |
False |
124,996 |
| 100 |
161-18 |
150-03 |
11-15 |
7.2% |
1-08 |
0.8% |
83% |
False |
False |
99,997 |
| 120 |
161-18 |
150-03 |
11-15 |
7.2% |
1-02 |
0.7% |
83% |
False |
False |
83,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-20 |
|
2.618 |
163-16 |
|
1.618 |
162-06 |
|
1.000 |
161-12 |
|
0.618 |
160-28 |
|
HIGH |
160-02 |
|
0.618 |
159-18 |
|
0.500 |
159-13 |
|
0.382 |
159-08 |
|
LOW |
158-24 |
|
0.618 |
157-30 |
|
1.000 |
157-14 |
|
1.618 |
156-20 |
|
2.618 |
155-10 |
|
4.250 |
153-06 |
|
|
| Fisher Pivots for day following 25-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
159-18 |
159-21 |
| PP |
159-15 |
159-21 |
| S1 |
159-13 |
159-20 |
|