ECBOT 30 Year Treasury Bond Future March 2016
Trading Metrics calculated at close of trading on 02-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2016 |
02-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
161-08 |
160-29 |
-0-11 |
-0.2% |
158-30 |
High |
161-22 |
163-17 |
1-27 |
1.1% |
161-27 |
Low |
160-15 |
160-28 |
0-13 |
0.3% |
158-24 |
Close |
160-17 |
163-01 |
2-16 |
1.6% |
161-01 |
Range |
1-07 |
2-21 |
1-14 |
117.9% |
3-03 |
ATR |
1-23 |
1-26 |
0-03 |
5.3% |
0-00 |
Volume |
219,539 |
294,507 |
74,968 |
34.1% |
1,185,243 |
|
Daily Pivots for day following 02-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
170-14 |
169-13 |
164-16 |
|
R3 |
167-25 |
166-24 |
163-24 |
|
R2 |
165-04 |
165-04 |
163-17 |
|
R1 |
164-03 |
164-03 |
163-09 |
164-20 |
PP |
162-15 |
162-15 |
162-15 |
162-24 |
S1 |
161-14 |
161-14 |
162-25 |
161-30 |
S2 |
159-26 |
159-26 |
162-17 |
|
S3 |
157-05 |
158-25 |
162-10 |
|
S4 |
154-16 |
156-04 |
161-18 |
|
|
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 |
163-17 |
158-31 |
4-18 |
2.8% |
1-24 |
1.1% |
89% |
True |
False |
264,315 |
10 |
163-17 |
158-06 |
5-11 |
3.3% |
1-25 |
1.1% |
91% |
True |
False |
271,411 |
20 |
163-17 |
153-17 |
10-00 |
6.1% |
1-29 |
1.2% |
95% |
True |
False |
291,550 |
40 |
163-17 |
151-12 |
12-05 |
7.5% |
1-25 |
1.1% |
96% |
True |
False |
241,098 |
60 |
163-17 |
150-03 |
13-14 |
8.2% |
1-20 |
1.0% |
96% |
True |
False |
191,785 |
80 |
163-17 |
150-03 |
13-14 |
8.2% |
1-17 |
0.9% |
96% |
True |
False |
143,887 |
100 |
163-17 |
150-03 |
13-14 |
8.2% |
1-12 |
0.8% |
96% |
True |
False |
115,111 |
120 |
163-17 |
150-03 |
13-14 |
8.2% |
1-04 |
0.7% |
96% |
True |
False |
95,926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
174-26 |
2.618 |
170-16 |
1.618 |
167-27 |
1.000 |
166-06 |
0.618 |
165-06 |
HIGH |
163-17 |
0.618 |
162-17 |
0.500 |
162-06 |
0.382 |
161-28 |
LOW |
160-28 |
0.618 |
159-07 |
1.000 |
158-07 |
1.618 |
156-18 |
2.618 |
153-29 |
4.250 |
149-19 |
|
|
Fisher Pivots for day following 02-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
162-24 |
162-19 |
PP |
162-15 |
162-05 |
S1 |
162-06 |
161-23 |
|