ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 05-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2016 |
05-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
162-07 |
163-06 |
0-31 |
0.6% |
161-08 |
| High |
163-08 |
163-22 |
0-14 |
0.3% |
164-07 |
| Low |
161-21 |
162-04 |
0-15 |
0.3% |
160-15 |
| Close |
162-24 |
163-08 |
0-16 |
0.3% |
163-08 |
| Range |
1-19 |
1-18 |
-0-01 |
-2.0% |
3-24 |
| ATR |
1-26 |
1-25 |
-0-01 |
-1.0% |
0-00 |
| Volume |
300,176 |
351,374 |
51,198 |
17.1% |
1,557,061 |
|
| Daily Pivots for day following 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-23 |
167-01 |
164-04 |
|
| R3 |
166-05 |
165-15 |
163-22 |
|
| R2 |
164-19 |
164-19 |
163-17 |
|
| R1 |
163-29 |
163-29 |
163-13 |
164-08 |
| PP |
163-01 |
163-01 |
163-01 |
163-06 |
| S1 |
162-11 |
162-11 |
163-03 |
162-22 |
| S2 |
161-15 |
161-15 |
162-31 |
|
| S3 |
159-29 |
160-25 |
162-26 |
|
| S4 |
158-11 |
159-07 |
162-12 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173-29 |
172-10 |
165-10 |
|
| R3 |
170-05 |
168-18 |
164-09 |
|
| R2 |
166-13 |
166-13 |
163-30 |
|
| R1 |
164-26 |
164-26 |
163-19 |
165-20 |
| PP |
162-21 |
162-21 |
162-21 |
163-01 |
| S1 |
161-02 |
161-02 |
162-29 |
161-28 |
| S2 |
158-29 |
158-29 |
162-18 |
|
| S3 |
155-05 |
157-10 |
162-07 |
|
| S4 |
151-13 |
153-18 |
161-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
164-07 |
160-15 |
3-24 |
2.3% |
1-26 |
1.1% |
74% |
False |
False |
311,412 |
| 10 |
164-07 |
158-24 |
5-15 |
3.3% |
1-22 |
1.0% |
82% |
False |
False |
274,230 |
| 20 |
164-07 |
154-14 |
9-25 |
6.0% |
1-29 |
1.2% |
90% |
False |
False |
302,600 |
| 40 |
164-07 |
152-24 |
11-15 |
7.0% |
1-24 |
1.1% |
92% |
False |
False |
246,212 |
| 60 |
164-07 |
150-16 |
13-23 |
8.4% |
1-20 |
1.0% |
93% |
False |
False |
209,169 |
| 80 |
164-07 |
150-03 |
14-04 |
8.7% |
1-18 |
1.0% |
93% |
False |
False |
156,924 |
| 100 |
164-07 |
150-03 |
14-04 |
8.7% |
1-13 |
0.9% |
93% |
False |
False |
125,541 |
| 120 |
164-07 |
150-03 |
14-04 |
8.7% |
1-06 |
0.7% |
93% |
False |
False |
104,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
170-10 |
|
2.618 |
167-25 |
|
1.618 |
166-07 |
|
1.000 |
165-08 |
|
0.618 |
164-21 |
|
HIGH |
163-22 |
|
0.618 |
163-03 |
|
0.500 |
162-29 |
|
0.382 |
162-23 |
|
LOW |
162-04 |
|
0.618 |
161-05 |
|
1.000 |
160-18 |
|
1.618 |
159-19 |
|
2.618 |
158-01 |
|
4.250 |
155-16 |
|
|
| Fisher Pivots for day following 05-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163-04 |
163-05 |
| PP |
163-01 |
163-01 |
| S1 |
162-29 |
162-30 |
|