ECBOT 30 Year Treasury Bond Future March 2016
Trading Metrics calculated at close of trading on 23-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2016 |
23-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
166-17 |
166-15 |
-0-02 |
0.0% |
166-10 |
High |
166-22 |
167-14 |
0-24 |
0.4% |
167-04 |
Low |
165-27 |
164-25 |
-1-02 |
-0.6% |
163-30 |
Close |
166-06 |
166-24 |
0-18 |
0.3% |
166-19 |
Range |
0-27 |
2-21 |
1-26 |
214.8% |
3-06 |
ATR |
1-31 |
2-01 |
0-02 |
2.5% |
0-00 |
Volume |
219,566 |
444,435 |
224,869 |
102.4% |
1,230,552 |
|
Daily Pivots for day following 23-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
174-09 |
173-06 |
168-07 |
|
R3 |
171-20 |
170-17 |
167-15 |
|
R2 |
168-31 |
168-31 |
167-08 |
|
R1 |
167-28 |
167-28 |
167-00 |
168-14 |
PP |
166-10 |
166-10 |
166-10 |
166-19 |
S1 |
165-07 |
165-07 |
166-16 |
165-24 |
S2 |
163-21 |
163-21 |
166-08 |
|
S3 |
161-00 |
162-18 |
166-01 |
|
S4 |
158-11 |
159-29 |
165-09 |
|
|
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 |
167-14 |
163-30 |
3-16 |
2.1% |
1-30 |
1.2% |
80% |
True |
False |
312,016 |
10 |
170-26 |
163-30 |
6-28 |
4.1% |
2-04 |
1.3% |
41% |
False |
False |
349,966 |
20 |
170-26 |
158-31 |
11-27 |
7.1% |
2-00 |
1.2% |
66% |
False |
False |
320,865 |
40 |
170-26 |
152-24 |
18-02 |
10.8% |
1-29 |
1.1% |
78% |
False |
False |
288,146 |
60 |
170-26 |
151-12 |
19-14 |
11.7% |
1-27 |
1.1% |
79% |
False |
False |
265,111 |
80 |
170-26 |
150-03 |
20-23 |
12.4% |
1-22 |
1.0% |
80% |
False |
False |
205,183 |
100 |
170-26 |
150-03 |
20-23 |
12.4% |
1-20 |
1.0% |
80% |
False |
False |
164,170 |
120 |
170-26 |
150-03 |
20-23 |
12.4% |
1-12 |
0.8% |
80% |
False |
False |
136,808 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
178-23 |
2.618 |
174-13 |
1.618 |
171-24 |
1.000 |
170-03 |
0.618 |
169-03 |
HIGH |
167-14 |
0.618 |
166-14 |
0.500 |
166-04 |
0.382 |
165-25 |
LOW |
164-25 |
0.618 |
163-04 |
1.000 |
162-04 |
1.618 |
160-15 |
2.618 |
157-26 |
4.250 |
153-16 |
|
|
Fisher Pivots for day following 23-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
166-17 |
166-17 |
PP |
166-10 |
166-10 |
S1 |
166-04 |
166-04 |
|