ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 04-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2016 |
04-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
163-14 |
162-07 |
-1-07 |
-0.7% |
158-30 |
| High |
164-07 |
163-08 |
-0-31 |
-0.6% |
161-27 |
| Low |
162-05 |
161-21 |
-0-16 |
-0.3% |
158-24 |
| Close |
162-12 |
162-24 |
0-12 |
0.2% |
161-01 |
| Range |
2-02 |
1-19 |
-0-15 |
-22.7% |
3-03 |
| ATR |
1-27 |
1-26 |
-0-01 |
-0.9% |
0-00 |
| Volume |
391,465 |
300,176 |
-91,289 |
-23.3% |
1,185,243 |
|
| Daily Pivots for day following 04-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-11 |
166-20 |
163-20 |
|
| R3 |
165-24 |
165-01 |
163-06 |
|
| R2 |
164-05 |
164-05 |
163-01 |
|
| R1 |
163-14 |
163-14 |
162-29 |
163-26 |
| PP |
162-18 |
162-18 |
162-18 |
162-23 |
| S1 |
161-27 |
161-27 |
162-19 |
162-06 |
| S2 |
160-31 |
160-31 |
162-15 |
|
| S3 |
159-12 |
160-08 |
162-10 |
|
| S4 |
157-25 |
158-21 |
161-28 |
|
|
| 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 |
164-07 |
159-29 |
4-10 |
2.6% |
1-29 |
1.2% |
66% |
False |
False |
306,640 |
| 10 |
164-07 |
158-06 |
6-01 |
3.7% |
1-22 |
1.0% |
76% |
False |
False |
266,106 |
| 20 |
164-07 |
154-14 |
9-25 |
6.0% |
1-30 |
1.2% |
85% |
False |
False |
301,795 |
| 40 |
164-07 |
152-24 |
11-15 |
7.0% |
1-24 |
1.1% |
87% |
False |
False |
243,725 |
| 60 |
164-07 |
150-03 |
14-04 |
8.7% |
1-20 |
1.0% |
90% |
False |
False |
203,312 |
| 80 |
164-07 |
150-03 |
14-04 |
8.7% |
1-17 |
0.9% |
90% |
False |
False |
152,531 |
| 100 |
164-07 |
150-03 |
14-04 |
8.7% |
1-13 |
0.9% |
90% |
False |
False |
122,028 |
| 120 |
164-07 |
150-03 |
14-04 |
8.7% |
1-05 |
0.7% |
90% |
False |
False |
101,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
170-01 |
|
2.618 |
167-14 |
|
1.618 |
165-27 |
|
1.000 |
164-27 |
|
0.618 |
164-08 |
|
HIGH |
163-08 |
|
0.618 |
162-21 |
|
0.500 |
162-14 |
|
0.382 |
162-08 |
|
LOW |
161-21 |
|
0.618 |
160-21 |
|
1.000 |
160-02 |
|
1.618 |
159-02 |
|
2.618 |
157-15 |
|
4.250 |
154-28 |
|
|
| Fisher Pivots for day following 04-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
162-21 |
162-22 |
| PP |
162-18 |
162-20 |
| S1 |
162-14 |
162-18 |
|