ECBOT 30 Year Treasury Bond Future March 2016
Trading Metrics calculated at close of trading on 01-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2016 |
01-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
160-06 |
161-08 |
1-02 |
0.7% |
158-30 |
High |
161-27 |
161-22 |
-0-05 |
-0.1% |
161-27 |
Low |
159-29 |
160-15 |
0-18 |
0.4% |
158-24 |
Close |
161-01 |
160-17 |
-0-16 |
-0.3% |
161-01 |
Range |
1-30 |
1-07 |
-0-23 |
-37.1% |
3-03 |
ATR |
1-24 |
1-23 |
-0-01 |
-2.2% |
0-00 |
Volume |
327,517 |
219,539 |
-107,978 |
-33.0% |
1,185,243 |
|
Daily Pivots for day following 01-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164-18 |
163-24 |
161-06 |
|
R3 |
163-11 |
162-17 |
160-28 |
|
R2 |
162-04 |
162-04 |
160-24 |
|
R1 |
161-10 |
161-10 |
160-21 |
161-04 |
PP |
160-29 |
160-29 |
160-29 |
160-25 |
S1 |
160-03 |
160-03 |
160-13 |
159-28 |
S2 |
159-22 |
159-22 |
160-10 |
|
S3 |
158-15 |
158-28 |
160-06 |
|
S4 |
157-08 |
157-21 |
159-28 |
|
|
Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169-26 |
168-17 |
162-23 |
|
R3 |
166-23 |
165-14 |
161-28 |
|
R2 |
163-20 |
163-20 |
161-19 |
|
R1 |
162-11 |
162-11 |
161-10 |
163-00 |
PP |
160-17 |
160-17 |
160-17 |
160-28 |
S1 |
159-08 |
159-08 |
160-24 |
159-28 |
S2 |
157-14 |
157-14 |
160-15 |
|
S3 |
154-11 |
156-05 |
160-06 |
|
S4 |
151-08 |
153-02 |
159-11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
161-27 |
158-31 |
2-28 |
1.8% |
1-16 |
0.9% |
54% |
False |
False |
243,376 |
10 |
161-27 |
158-01 |
3-26 |
2.4% |
1-22 |
1.0% |
66% |
False |
False |
268,723 |
20 |
161-27 |
153-09 |
8-18 |
5.3% |
1-28 |
1.2% |
85% |
False |
False |
288,094 |
40 |
161-27 |
151-12 |
10-15 |
6.5% |
1-26 |
1.1% |
87% |
False |
False |
243,354 |
60 |
161-27 |
150-03 |
11-24 |
7.3% |
1-19 |
1.0% |
89% |
False |
False |
186,885 |
80 |
161-27 |
150-03 |
11-24 |
7.3% |
1-17 |
0.9% |
89% |
False |
False |
140,206 |
100 |
161-27 |
150-03 |
11-24 |
7.3% |
1-11 |
0.8% |
89% |
False |
False |
112,166 |
120 |
161-27 |
150-03 |
11-24 |
7.3% |
1-04 |
0.7% |
89% |
False |
False |
93,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166-28 |
2.618 |
164-28 |
1.618 |
163-21 |
1.000 |
162-29 |
0.618 |
162-14 |
HIGH |
161-22 |
0.618 |
161-07 |
0.500 |
161-02 |
0.382 |
160-30 |
LOW |
160-15 |
0.618 |
159-23 |
1.000 |
159-08 |
1.618 |
158-16 |
2.618 |
157-09 |
4.250 |
155-09 |
|
|
Fisher Pivots for day following 01-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
161-02 |
160-16 |
PP |
160-29 |
160-16 |
S1 |
160-23 |
160-16 |
|