ECBOT 30 Year Treasury Bond Future March 2016
Trading Metrics calculated at close of trading on 22-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2016 |
22-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
166-18 |
166-17 |
-0-01 |
0.0% |
166-10 |
High |
167-04 |
166-22 |
-0-14 |
-0.3% |
167-04 |
Low |
165-22 |
165-27 |
0-05 |
0.1% |
163-30 |
Close |
166-19 |
166-06 |
-0-13 |
-0.2% |
166-19 |
Range |
1-14 |
0-27 |
-0-19 |
-41.3% |
3-06 |
ATR |
2-02 |
1-31 |
-0-03 |
-4.2% |
0-00 |
Volume |
300,491 |
219,566 |
-80,925 |
-26.9% |
1,230,552 |
|
Daily Pivots for day following 22-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168-25 |
168-10 |
166-21 |
|
R3 |
167-30 |
167-15 |
166-13 |
|
R2 |
167-03 |
167-03 |
166-11 |
|
R1 |
166-20 |
166-20 |
166-08 |
166-14 |
PP |
166-08 |
166-08 |
166-08 |
166-04 |
S1 |
165-25 |
165-25 |
166-04 |
165-19 |
S2 |
165-13 |
165-13 |
166-01 |
|
S3 |
164-18 |
164-30 |
165-31 |
|
S4 |
163-23 |
164-03 |
165-23 |
|
|
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 |
167-04 |
163-30 |
3-06 |
1.9% |
1-22 |
1.0% |
71% |
False |
False |
290,023 |
10 |
170-26 |
162-28 |
7-30 |
4.8% |
2-06 |
1.3% |
42% |
False |
False |
341,846 |
20 |
170-26 |
158-24 |
12-02 |
7.3% |
1-30 |
1.2% |
62% |
False |
False |
308,038 |
40 |
170-26 |
152-24 |
18-02 |
10.9% |
1-28 |
1.1% |
74% |
False |
False |
280,553 |
60 |
170-26 |
151-12 |
19-14 |
11.7% |
1-26 |
1.1% |
76% |
False |
False |
261,743 |
80 |
170-26 |
150-03 |
20-23 |
12.5% |
1-22 |
1.0% |
78% |
False |
False |
199,639 |
100 |
170-26 |
150-03 |
20-23 |
12.5% |
1-19 |
1.0% |
78% |
False |
False |
159,726 |
120 |
170-26 |
150-03 |
20-23 |
12.5% |
1-12 |
0.8% |
78% |
False |
False |
133,105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
170-09 |
2.618 |
168-29 |
1.618 |
168-02 |
1.000 |
167-17 |
0.618 |
167-07 |
HIGH |
166-22 |
0.618 |
166-12 |
0.500 |
166-08 |
0.382 |
166-05 |
LOW |
165-27 |
0.618 |
165-10 |
1.000 |
165-00 |
1.618 |
164-15 |
2.618 |
163-20 |
4.250 |
162-08 |
|
|
Fisher Pivots for day following 22-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
166-08 |
166-01 |
PP |
166-08 |
165-28 |
S1 |
166-07 |
165-24 |
|