ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 11-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2016 |
11-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
166-08 |
167-27 |
1-19 |
1.0% |
161-08 |
| High |
167-29 |
170-26 |
2-29 |
1.7% |
164-07 |
| Low |
165-08 |
167-22 |
2-14 |
1.5% |
160-15 |
| Close |
167-02 |
168-11 |
1-09 |
0.8% |
163-08 |
| Range |
2-21 |
3-04 |
0-15 |
17.6% |
3-24 |
| ATR |
1-31 |
2-03 |
0-04 |
6.5% |
0-00 |
| Volume |
329,883 |
558,537 |
228,654 |
69.3% |
1,557,061 |
|
| Daily Pivots for day following 11-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
178-10 |
176-15 |
170-02 |
|
| R3 |
175-06 |
173-11 |
169-06 |
|
| R2 |
172-02 |
172-02 |
168-29 |
|
| R1 |
170-07 |
170-07 |
168-20 |
171-04 |
| PP |
168-30 |
168-30 |
168-30 |
169-13 |
| S1 |
167-03 |
167-03 |
168-02 |
168-00 |
| S2 |
165-26 |
165-26 |
167-25 |
|
| S3 |
162-22 |
163-31 |
167-16 |
|
| S4 |
159-18 |
160-27 |
166-20 |
|
|
| 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 |
170-26 |
162-04 |
8-22 |
5.2% |
2-17 |
1.5% |
72% |
True |
False |
395,652 |
| 10 |
170-26 |
159-29 |
10-29 |
6.5% |
2-07 |
1.3% |
77% |
True |
False |
351,146 |
| 20 |
170-26 |
156-30 |
13-28 |
8.2% |
2-00 |
1.2% |
82% |
True |
False |
317,552 |
| 40 |
170-26 |
152-24 |
18-02 |
10.7% |
1-27 |
1.1% |
86% |
True |
False |
262,447 |
| 60 |
170-26 |
151-08 |
19-18 |
11.6% |
1-24 |
1.0% |
87% |
True |
False |
236,140 |
| 80 |
170-26 |
150-03 |
20-23 |
12.3% |
1-20 |
1.0% |
88% |
True |
False |
177,250 |
| 100 |
170-26 |
150-03 |
20-23 |
12.3% |
1-17 |
0.9% |
88% |
True |
False |
141,810 |
| 120 |
170-26 |
150-03 |
20-23 |
12.3% |
1-09 |
0.8% |
88% |
True |
False |
118,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
184-03 |
|
2.618 |
179-00 |
|
1.618 |
175-28 |
|
1.000 |
173-30 |
|
0.618 |
172-24 |
|
HIGH |
170-26 |
|
0.618 |
169-20 |
|
0.500 |
169-08 |
|
0.382 |
168-28 |
|
LOW |
167-22 |
|
0.618 |
165-24 |
|
1.000 |
164-18 |
|
1.618 |
162-20 |
|
2.618 |
159-16 |
|
4.250 |
154-13 |
|
|
| Fisher Pivots for day following 11-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
169-08 |
168-08 |
| PP |
168-30 |
168-04 |
| S1 |
168-21 |
168-01 |
|