ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 12-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2016 |
12-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
167-27 |
168-07 |
0-12 |
0.2% |
163-16 |
| High |
170-26 |
168-21 |
-2-05 |
-1.3% |
170-26 |
| Low |
167-22 |
166-05 |
-1-17 |
-0.9% |
162-28 |
| Close |
168-11 |
166-15 |
-1-28 |
-1.1% |
166-15 |
| Range |
3-04 |
2-16 |
-0-20 |
-20.0% |
7-30 |
| ATR |
2-03 |
2-04 |
0-01 |
1.4% |
0-00 |
| Volume |
558,537 |
341,455 |
-217,082 |
-38.9% |
1,968,345 |
|
| Daily Pivots for day following 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174-19 |
173-01 |
167-27 |
|
| R3 |
172-03 |
170-17 |
167-05 |
|
| R2 |
169-19 |
169-19 |
166-30 |
|
| R1 |
168-01 |
168-01 |
166-22 |
167-18 |
| PP |
167-03 |
167-03 |
167-03 |
166-28 |
| S1 |
165-17 |
165-17 |
166-08 |
165-02 |
| S2 |
164-19 |
164-19 |
166-00 |
|
| S3 |
162-03 |
163-01 |
165-25 |
|
| S4 |
159-19 |
160-17 |
165-03 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
190-17 |
186-14 |
170-27 |
|
| R3 |
182-19 |
178-16 |
168-21 |
|
| R2 |
174-21 |
174-21 |
167-30 |
|
| R1 |
170-18 |
170-18 |
167-06 |
172-20 |
| PP |
166-23 |
166-23 |
166-23 |
167-24 |
| S1 |
162-20 |
162-20 |
165-24 |
164-22 |
| S2 |
158-25 |
158-25 |
165-00 |
|
| S3 |
150-27 |
154-22 |
164-09 |
|
| S4 |
142-29 |
146-24 |
162-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
170-26 |
162-28 |
7-30 |
4.8% |
2-23 |
1.6% |
45% |
False |
False |
393,669 |
| 10 |
170-26 |
160-15 |
10-11 |
6.2% |
2-08 |
1.4% |
58% |
False |
False |
352,540 |
| 20 |
170-26 |
157-14 |
13-12 |
8.0% |
2-01 |
1.2% |
68% |
False |
False |
317,696 |
| 40 |
170-26 |
152-24 |
18-02 |
10.9% |
1-27 |
1.1% |
76% |
False |
False |
266,049 |
| 60 |
170-26 |
151-08 |
19-18 |
11.8% |
1-25 |
1.1% |
78% |
False |
False |
241,831 |
| 80 |
170-26 |
150-03 |
20-23 |
12.4% |
1-21 |
1.0% |
79% |
False |
False |
181,518 |
| 100 |
170-26 |
150-03 |
20-23 |
12.4% |
1-18 |
0.9% |
79% |
False |
False |
145,225 |
| 120 |
170-26 |
150-03 |
20-23 |
12.4% |
1-09 |
0.8% |
79% |
False |
False |
121,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
179-09 |
|
2.618 |
175-06 |
|
1.618 |
172-22 |
|
1.000 |
171-05 |
|
0.618 |
170-06 |
|
HIGH |
168-21 |
|
0.618 |
167-22 |
|
0.500 |
167-13 |
|
0.382 |
167-04 |
|
LOW |
166-05 |
|
0.618 |
164-20 |
|
1.000 |
163-21 |
|
1.618 |
162-04 |
|
2.618 |
159-20 |
|
4.250 |
155-17 |
|
|
| Fisher Pivots for day following 12-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
167-13 |
168-01 |
| PP |
167-03 |
167-16 |
| S1 |
166-25 |
167-00 |
|