ECBOT 30 Year Treasury Bond Future March 2016
Trading Metrics calculated at close of trading on 25-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2016 |
25-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
167-03 |
166-13 |
-0-22 |
-0.4% |
166-10 |
High |
168-25 |
167-31 |
-0-26 |
-0.5% |
167-04 |
Low |
166-09 |
166-05 |
-0-04 |
-0.1% |
163-30 |
Close |
166-22 |
167-11 |
0-21 |
0.4% |
166-19 |
Range |
2-16 |
1-26 |
-0-22 |
-27.5% |
3-06 |
ATR |
2-02 |
2-01 |
-0-01 |
-0.8% |
0-00 |
Volume |
539,441 |
504,471 |
-34,970 |
-6.5% |
1,230,552 |
|
Daily Pivots for day following 25-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
172-19 |
171-25 |
168-11 |
|
R3 |
170-25 |
169-31 |
167-27 |
|
R2 |
168-31 |
168-31 |
167-22 |
|
R1 |
168-05 |
168-05 |
167-16 |
168-18 |
PP |
167-05 |
167-05 |
167-05 |
167-12 |
S1 |
166-11 |
166-11 |
167-06 |
166-24 |
S2 |
165-11 |
165-11 |
167-00 |
|
S3 |
163-17 |
164-17 |
166-27 |
|
S4 |
161-23 |
162-23 |
166-11 |
|
|
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 |
168-25 |
164-25 |
4-00 |
2.4% |
1-27 |
1.1% |
64% |
False |
False |
401,680 |
10 |
170-26 |
163-30 |
6-28 |
4.1% |
2-03 |
1.3% |
50% |
False |
False |
383,845 |
20 |
170-26 |
159-04 |
11-22 |
7.0% |
2-02 |
1.2% |
70% |
False |
False |
353,603 |
40 |
170-26 |
152-24 |
18-02 |
10.8% |
1-31 |
1.2% |
81% |
False |
False |
310,189 |
60 |
170-26 |
151-12 |
19-14 |
11.6% |
1-29 |
1.1% |
82% |
False |
False |
277,911 |
80 |
170-26 |
150-03 |
20-23 |
12.4% |
1-23 |
1.0% |
83% |
False |
False |
218,232 |
100 |
170-26 |
150-03 |
20-23 |
12.4% |
1-21 |
1.0% |
83% |
False |
False |
174,609 |
120 |
170-26 |
150-03 |
20-23 |
12.4% |
1-13 |
0.8% |
83% |
False |
False |
145,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
175-22 |
2.618 |
172-23 |
1.618 |
170-29 |
1.000 |
169-25 |
0.618 |
169-03 |
HIGH |
167-31 |
0.618 |
167-09 |
0.500 |
167-02 |
0.382 |
166-27 |
LOW |
166-05 |
0.618 |
165-01 |
1.000 |
164-11 |
1.618 |
163-07 |
2.618 |
161-13 |
4.250 |
158-14 |
|
|
Fisher Pivots for day following 25-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
167-08 |
167-05 |
PP |
167-05 |
166-31 |
S1 |
167-02 |
166-25 |
|