ECBOT 30 Year Treasury Bond Future March 2016
Trading Metrics calculated at close of trading on 16-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2016 |
16-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
168-07 |
166-10 |
-1-29 |
-1.1% |
163-16 |
High |
168-21 |
166-16 |
-2-05 |
-1.3% |
170-26 |
Low |
166-05 |
165-02 |
-1-03 |
-0.7% |
162-28 |
Close |
166-15 |
165-23 |
-0-24 |
-0.5% |
166-15 |
Range |
2-16 |
1-14 |
-1-02 |
-42.5% |
7-30 |
ATR |
2-04 |
2-02 |
-0-02 |
-2.3% |
0-00 |
Volume |
341,455 |
334,470 |
-6,985 |
-2.0% |
1,968,345 |
|
Daily Pivots for day following 16-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
170-02 |
169-11 |
166-16 |
|
R3 |
168-20 |
167-29 |
166-04 |
|
R2 |
167-06 |
167-06 |
165-31 |
|
R1 |
166-15 |
166-15 |
165-27 |
166-04 |
PP |
165-24 |
165-24 |
165-24 |
165-19 |
S1 |
165-01 |
165-01 |
165-19 |
164-22 |
S2 |
164-10 |
164-10 |
165-15 |
|
S3 |
162-28 |
163-19 |
165-10 |
|
S4 |
161-14 |
162-05 |
164-30 |
|
|
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 |
165-02 |
5-24 |
3.5% |
2-11 |
1.4% |
11% |
False |
True |
387,917 |
10 |
170-26 |
160-28 |
9-30 |
6.0% |
2-09 |
1.4% |
49% |
False |
False |
364,033 |
20 |
170-26 |
158-01 |
12-25 |
7.7% |
1-31 |
1.2% |
60% |
False |
False |
316,378 |
40 |
170-26 |
152-24 |
18-02 |
10.9% |
1-27 |
1.1% |
72% |
False |
False |
269,406 |
60 |
170-26 |
151-12 |
19-14 |
11.7% |
1-25 |
1.1% |
74% |
False |
False |
247,348 |
80 |
170-26 |
150-03 |
20-23 |
12.5% |
1-21 |
1.0% |
75% |
False |
False |
185,699 |
100 |
170-26 |
150-03 |
20-23 |
12.5% |
1-18 |
0.9% |
75% |
False |
False |
148,569 |
120 |
170-26 |
150-03 |
20-23 |
12.5% |
1-10 |
0.8% |
75% |
False |
False |
123,808 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
172-20 |
2.618 |
170-08 |
1.618 |
168-26 |
1.000 |
167-30 |
0.618 |
167-12 |
HIGH |
166-16 |
0.618 |
165-30 |
0.500 |
165-25 |
0.382 |
165-20 |
LOW |
165-02 |
0.618 |
164-06 |
1.000 |
163-20 |
1.618 |
162-24 |
2.618 |
161-10 |
4.250 |
158-30 |
|
|
Fisher Pivots for day following 16-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
165-25 |
167-30 |
PP |
165-24 |
167-06 |
S1 |
165-24 |
166-15 |
|