ECBOT 30 Year Treasury Bond Future March 2016
Trading Metrics calculated at close of trading on 19-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2016 |
19-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
164-18 |
166-18 |
2-00 |
1.2% |
166-10 |
High |
166-19 |
167-04 |
0-17 |
0.3% |
167-04 |
Low |
164-11 |
165-22 |
1-11 |
0.8% |
163-30 |
Close |
166-03 |
166-19 |
0-16 |
0.3% |
166-19 |
Range |
2-08 |
1-14 |
-0-26 |
-36.1% |
3-06 |
ATR |
2-03 |
2-02 |
-0-02 |
-2.3% |
0-00 |
Volume |
273,777 |
300,491 |
26,714 |
9.8% |
1,230,552 |
|
Daily Pivots for day following 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
170-25 |
170-04 |
167-12 |
|
R3 |
169-11 |
168-22 |
167-00 |
|
R2 |
167-29 |
167-29 |
166-27 |
|
R1 |
167-08 |
167-08 |
166-23 |
167-18 |
PP |
166-15 |
166-15 |
166-15 |
166-20 |
S1 |
165-26 |
165-26 |
166-15 |
166-04 |
S2 |
165-01 |
165-01 |
166-11 |
|
S3 |
163-19 |
164-12 |
166-06 |
|
S4 |
162-05 |
162-30 |
165-26 |
|
|
Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
175-14 |
174-07 |
168-11 |
|
R3 |
172-08 |
171-01 |
167-15 |
|
R2 |
169-02 |
169-02 |
167-06 |
|
R1 |
167-27 |
167-27 |
166-28 |
168-14 |
PP |
165-28 |
165-28 |
165-28 |
166-06 |
S1 |
164-21 |
164-21 |
166-10 |
165-08 |
S2 |
162-22 |
162-22 |
166-00 |
|
S3 |
159-16 |
161-15 |
165-23 |
|
S4 |
156-10 |
158-09 |
164-27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
168-21 |
163-30 |
4-23 |
2.8% |
2-00 |
1.2% |
56% |
False |
False |
314,401 |
10 |
170-26 |
162-04 |
8-22 |
5.2% |
2-09 |
1.4% |
51% |
False |
False |
355,027 |
20 |
170-26 |
158-06 |
12-20 |
7.6% |
1-31 |
1.2% |
67% |
False |
False |
310,566 |
40 |
170-26 |
152-24 |
18-02 |
10.8% |
1-29 |
1.1% |
77% |
False |
False |
278,114 |
60 |
170-26 |
151-12 |
19-14 |
11.7% |
1-27 |
1.1% |
78% |
False |
False |
260,944 |
80 |
170-26 |
150-03 |
20-23 |
12.4% |
1-22 |
1.0% |
80% |
False |
False |
196,895 |
100 |
170-26 |
150-03 |
20-23 |
12.4% |
1-19 |
1.0% |
80% |
False |
False |
157,530 |
120 |
170-26 |
150-03 |
20-23 |
12.4% |
1-11 |
0.8% |
80% |
False |
False |
131,275 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
173-08 |
2.618 |
170-28 |
1.618 |
169-14 |
1.000 |
168-18 |
0.618 |
168-00 |
HIGH |
167-04 |
0.618 |
166-18 |
0.500 |
166-13 |
0.382 |
166-08 |
LOW |
165-22 |
0.618 |
164-26 |
1.000 |
164-08 |
1.618 |
163-12 |
2.618 |
161-30 |
4.250 |
159-18 |
|
|
Fisher Pivots for day following 19-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
166-17 |
166-08 |
PP |
166-15 |
165-28 |
S1 |
166-13 |
165-17 |
|