ECBOT 30 Year Treasury Bond Future March 2016
Trading Metrics calculated at close of trading on 18-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2016 |
18-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
165-25 |
164-18 |
-1-07 |
-0.7% |
163-16 |
High |
166-12 |
166-19 |
0-07 |
0.1% |
170-26 |
Low |
163-30 |
164-11 |
0-13 |
0.2% |
162-28 |
Close |
164-18 |
166-03 |
1-17 |
0.9% |
166-15 |
Range |
2-14 |
2-08 |
-0-06 |
-7.7% |
7-30 |
ATR |
2-03 |
2-03 |
0-00 |
0.5% |
0-00 |
Volume |
321,814 |
273,777 |
-48,037 |
-14.9% |
1,968,345 |
|
Daily Pivots for day following 18-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
172-14 |
171-16 |
167-11 |
|
R3 |
170-06 |
169-08 |
166-23 |
|
R2 |
167-30 |
167-30 |
166-16 |
|
R1 |
167-00 |
167-00 |
166-10 |
167-15 |
PP |
165-22 |
165-22 |
165-22 |
165-29 |
S1 |
164-24 |
164-24 |
165-28 |
165-07 |
S2 |
163-14 |
163-14 |
165-22 |
|
S3 |
161-06 |
162-16 |
165-15 |
|
S4 |
158-30 |
160-08 |
164-27 |
|
|
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 |
163-30 |
6-28 |
4.1% |
2-11 |
1.4% |
31% |
False |
False |
366,010 |
10 |
170-26 |
161-21 |
9-05 |
5.5% |
2-09 |
1.4% |
48% |
False |
False |
354,995 |
20 |
170-26 |
158-06 |
12-20 |
7.6% |
2-00 |
1.2% |
63% |
False |
False |
313,600 |
40 |
170-26 |
152-24 |
18-02 |
10.9% |
1-28 |
1.1% |
74% |
False |
False |
274,000 |
60 |
170-26 |
151-12 |
19-14 |
11.7% |
1-26 |
1.1% |
76% |
False |
False |
257,008 |
80 |
170-26 |
150-03 |
20-23 |
12.5% |
1-22 |
1.0% |
77% |
False |
False |
193,139 |
100 |
170-26 |
150-03 |
20-23 |
12.5% |
1-19 |
1.0% |
77% |
False |
False |
154,525 |
120 |
170-26 |
150-03 |
20-23 |
12.5% |
1-11 |
0.8% |
77% |
False |
False |
128,771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
176-05 |
2.618 |
172-15 |
1.618 |
170-07 |
1.000 |
168-27 |
0.618 |
167-31 |
HIGH |
166-19 |
0.618 |
165-23 |
0.500 |
165-15 |
0.382 |
165-07 |
LOW |
164-11 |
0.618 |
162-31 |
1.000 |
162-03 |
1.618 |
160-23 |
2.618 |
158-15 |
4.250 |
154-25 |
|
|
Fisher Pivots for day following 18-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
165-28 |
165-26 |
PP |
165-22 |
165-17 |
S1 |
165-15 |
165-08 |
|