ECBOT 30 Year Treasury Bond Future March 2016
Trading Metrics calculated at close of trading on 26-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2016 |
26-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
166-13 |
166-27 |
0-14 |
0.3% |
166-17 |
High |
167-31 |
165-20 |
-2-11 |
-1.4% |
168-25 |
Low |
166-05 |
165-20 |
-0-17 |
-0.3% |
164-25 |
Close |
167-11 |
165-20 |
-1-23 |
-1.0% |
165-20 |
Range |
1-26 |
0-00 |
-1-26 |
-100.0% |
4-00 |
ATR |
2-01 |
2-00 |
-0-01 |
-1.1% |
0-00 |
Volume |
504,471 |
274,906 |
-229,565 |
-45.5% |
1,982,819 |
|
Daily Pivots for day following 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165-20 |
165-20 |
165-20 |
|
R3 |
165-20 |
165-20 |
165-20 |
|
R2 |
165-20 |
165-20 |
165-20 |
|
R1 |
165-20 |
165-20 |
165-20 |
165-20 |
PP |
165-20 |
165-20 |
165-20 |
165-20 |
S1 |
165-20 |
165-20 |
165-20 |
165-20 |
S2 |
165-20 |
165-20 |
165-20 |
|
S3 |
165-20 |
165-20 |
165-20 |
|
S4 |
165-20 |
165-20 |
165-20 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
178-13 |
176-00 |
167-26 |
|
R3 |
174-13 |
172-00 |
166-23 |
|
R2 |
170-13 |
170-13 |
166-11 |
|
R1 |
168-00 |
168-00 |
166-00 |
167-06 |
PP |
166-13 |
166-13 |
166-13 |
166-00 |
S1 |
164-00 |
164-00 |
165-08 |
163-06 |
S2 |
162-13 |
162-13 |
164-29 |
|
S3 |
158-13 |
160-00 |
164-17 |
|
S4 |
154-13 |
156-00 |
163-14 |
|
|
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% |
1-18 |
0.9% |
21% |
False |
False |
396,563 |
10 |
168-25 |
163-30 |
4-27 |
2.9% |
1-25 |
1.1% |
35% |
False |
False |
355,482 |
20 |
170-26 |
159-29 |
10-29 |
6.6% |
2-00 |
1.2% |
52% |
False |
False |
353,314 |
40 |
170-26 |
152-24 |
18-02 |
10.9% |
1-29 |
1.1% |
71% |
False |
False |
313,507 |
60 |
170-26 |
151-12 |
19-14 |
11.7% |
1-28 |
1.1% |
73% |
False |
False |
279,037 |
80 |
170-26 |
150-03 |
20-23 |
12.5% |
1-22 |
1.0% |
75% |
False |
False |
221,654 |
100 |
170-26 |
150-03 |
20-23 |
12.5% |
1-20 |
1.0% |
75% |
False |
False |
177,357 |
120 |
170-26 |
150-03 |
20-23 |
12.5% |
1-13 |
0.9% |
75% |
False |
False |
147,799 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165-20 |
2.618 |
165-20 |
1.618 |
165-20 |
1.000 |
165-20 |
0.618 |
165-20 |
HIGH |
165-20 |
0.618 |
165-20 |
0.500 |
165-20 |
0.382 |
165-20 |
LOW |
165-20 |
0.618 |
165-20 |
1.000 |
165-20 |
1.618 |
165-20 |
2.618 |
165-20 |
4.250 |
165-20 |
|
|
Fisher Pivots for day following 26-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
165-20 |
167-06 |
PP |
165-20 |
166-22 |
S1 |
165-20 |
166-05 |
|