ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 26-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2016 |
26-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
158-30 |
160-02 |
1-04 |
0.7% |
159-07 |
| High |
160-02 |
160-28 |
0-26 |
0.5% |
161-18 |
| Low |
158-24 |
159-15 |
0-23 |
0.5% |
158-01 |
| Close |
159-20 |
160-05 |
0-17 |
0.3% |
159-01 |
| Range |
1-10 |
1-13 |
0-03 |
7.1% |
3-17 |
| ATR |
1-26 |
1-25 |
-0-01 |
-1.6% |
0-00 |
| Volume |
187,901 |
189,809 |
1,908 |
1.0% |
1,282,454 |
|
| Daily Pivots for day following 26-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-12 |
163-22 |
160-30 |
|
| R3 |
162-31 |
162-09 |
160-17 |
|
| R2 |
161-18 |
161-18 |
160-13 |
|
| R1 |
160-28 |
160-28 |
160-09 |
161-07 |
| PP |
160-05 |
160-05 |
160-05 |
160-11 |
| S1 |
159-15 |
159-15 |
160-01 |
159-26 |
| S2 |
158-24 |
158-24 |
159-29 |
|
| S3 |
157-11 |
158-02 |
159-25 |
|
| S4 |
155-30 |
156-21 |
159-12 |
|
|
| 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 |
158-06 |
3-12 |
2.1% |
1-25 |
1.1% |
58% |
False |
False |
278,506 |
| 10 |
161-18 |
155-01 |
6-17 |
4.1% |
2-00 |
1.3% |
78% |
False |
False |
311,935 |
| 20 |
161-18 |
152-24 |
8-26 |
5.5% |
1-27 |
1.2% |
84% |
False |
False |
262,391 |
| 40 |
161-18 |
151-12 |
10-06 |
6.4% |
1-25 |
1.1% |
86% |
False |
False |
237,268 |
| 60 |
161-18 |
150-03 |
11-15 |
7.2% |
1-19 |
1.0% |
88% |
False |
False |
169,786 |
| 80 |
161-18 |
150-03 |
11-15 |
7.2% |
1-17 |
1.0% |
88% |
False |
False |
127,368 |
| 100 |
161-18 |
150-03 |
11-15 |
7.2% |
1-09 |
0.8% |
88% |
False |
False |
101,895 |
| 120 |
161-18 |
150-03 |
11-15 |
7.2% |
1-02 |
0.7% |
88% |
False |
False |
84,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-27 |
|
2.618 |
164-18 |
|
1.618 |
163-05 |
|
1.000 |
162-09 |
|
0.618 |
161-24 |
|
HIGH |
160-28 |
|
0.618 |
160-11 |
|
0.500 |
160-06 |
|
0.382 |
160-00 |
|
LOW |
159-15 |
|
0.618 |
158-19 |
|
1.000 |
158-02 |
|
1.618 |
157-06 |
|
2.618 |
155-25 |
|
4.250 |
153-16 |
|
|
| Fisher Pivots for day following 26-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
160-06 |
159-30 |
| PP |
160-05 |
159-24 |
| S1 |
160-05 |
159-17 |
|