ECBOT 30 Year Treasury Bond Future March 2016
Trading Metrics calculated at close of trading on 09-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2016 |
09-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
163-16 |
165-22 |
2-06 |
1.3% |
161-08 |
High |
166-04 |
167-09 |
1-05 |
0.7% |
164-07 |
Low |
162-28 |
165-08 |
2-12 |
1.5% |
160-15 |
Close |
166-01 |
166-04 |
0-03 |
0.1% |
163-08 |
Range |
3-08 |
2-01 |
-1-07 |
-37.5% |
3-24 |
ATR |
1-29 |
1-29 |
0-00 |
0.5% |
0-00 |
Volume |
363,230 |
375,240 |
12,010 |
3.3% |
1,557,061 |
|
Daily Pivots for day following 09-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
172-10 |
171-08 |
167-08 |
|
R3 |
170-09 |
169-07 |
166-22 |
|
R2 |
168-08 |
168-08 |
166-16 |
|
R1 |
167-06 |
167-06 |
166-10 |
167-23 |
PP |
166-07 |
166-07 |
166-07 |
166-16 |
S1 |
165-05 |
165-05 |
165-30 |
165-22 |
S2 |
164-06 |
164-06 |
165-24 |
|
S3 |
162-05 |
163-04 |
165-18 |
|
S4 |
160-04 |
161-03 |
165-00 |
|
|
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 |
167-09 |
161-21 |
5-20 |
3.4% |
2-03 |
1.3% |
79% |
True |
False |
356,297 |
10 |
167-09 |
158-31 |
8-10 |
5.0% |
1-30 |
1.2% |
86% |
True |
False |
310,306 |
20 |
167-09 |
155-01 |
12-08 |
7.4% |
1-31 |
1.2% |
91% |
True |
False |
311,120 |
40 |
167-09 |
152-24 |
14-17 |
8.7% |
1-26 |
1.1% |
92% |
True |
False |
252,663 |
60 |
167-09 |
150-20 |
16-21 |
10.0% |
1-22 |
1.0% |
93% |
True |
False |
221,469 |
80 |
167-09 |
150-03 |
17-06 |
10.3% |
1-19 |
1.0% |
93% |
True |
False |
166,148 |
100 |
167-09 |
150-03 |
17-06 |
10.3% |
1-15 |
0.9% |
93% |
True |
False |
132,926 |
120 |
167-09 |
150-03 |
17-06 |
10.3% |
1-07 |
0.7% |
93% |
True |
False |
110,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
175-29 |
2.618 |
172-19 |
1.618 |
170-18 |
1.000 |
169-10 |
0.618 |
168-17 |
HIGH |
167-09 |
0.618 |
166-16 |
0.500 |
166-08 |
0.382 |
166-01 |
LOW |
165-08 |
0.618 |
164-00 |
1.000 |
163-07 |
1.618 |
161-31 |
2.618 |
159-30 |
4.250 |
156-20 |
|
|
Fisher Pivots for day following 09-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
166-08 |
165-21 |
PP |
166-07 |
165-06 |
S1 |
166-06 |
164-22 |
|