ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 29-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2016 |
29-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
166-27 |
165-17 |
-1-10 |
-0.8% |
166-17 |
| High |
165-20 |
166-08 |
0-20 |
0.4% |
168-25 |
| Low |
165-20 |
165-15 |
-0-05 |
-0.1% |
164-25 |
| Close |
165-20 |
165-28 |
0-08 |
0.2% |
165-20 |
| Range |
0-00 |
0-25 |
0-25 |
|
4-00 |
| ATR |
2-00 |
1-30 |
-0-03 |
-4.4% |
0-00 |
| Volume |
274,906 |
56,605 |
-218,301 |
-79.4% |
1,982,819 |
|
| Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-07 |
167-26 |
166-10 |
|
| R3 |
167-14 |
167-01 |
166-03 |
|
| R2 |
166-21 |
166-21 |
166-01 |
|
| R1 |
166-08 |
166-08 |
165-30 |
166-14 |
| PP |
165-28 |
165-28 |
165-28 |
165-31 |
| S1 |
165-15 |
165-15 |
165-26 |
165-22 |
| S2 |
165-03 |
165-03 |
165-23 |
|
| S3 |
164-10 |
164-22 |
165-21 |
|
| S4 |
163-17 |
163-29 |
165-14 |
|
|
| 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% |
27% |
False |
False |
363,971 |
| 10 |
168-25 |
163-30 |
4-27 |
2.9% |
1-20 |
1.0% |
40% |
False |
False |
326,997 |
| 20 |
170-26 |
160-15 |
10-11 |
6.2% |
1-30 |
1.2% |
52% |
False |
False |
339,769 |
| 40 |
170-26 |
153-07 |
17-19 |
10.6% |
1-29 |
1.1% |
72% |
False |
False |
311,200 |
| 60 |
170-26 |
151-12 |
19-14 |
11.7% |
1-27 |
1.1% |
75% |
False |
False |
275,621 |
| 80 |
170-26 |
150-03 |
20-23 |
12.5% |
1-22 |
1.0% |
76% |
False |
False |
222,362 |
| 100 |
170-26 |
150-03 |
20-23 |
12.5% |
1-19 |
1.0% |
76% |
False |
False |
177,923 |
| 120 |
170-26 |
150-03 |
20-23 |
12.5% |
1-14 |
0.9% |
76% |
False |
False |
148,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169-18 |
|
2.618 |
168-09 |
|
1.618 |
167-16 |
|
1.000 |
167-01 |
|
0.618 |
166-23 |
|
HIGH |
166-08 |
|
0.618 |
165-30 |
|
0.500 |
165-28 |
|
0.382 |
165-25 |
|
LOW |
165-15 |
|
0.618 |
165-00 |
|
1.000 |
164-22 |
|
1.618 |
164-07 |
|
2.618 |
163-14 |
|
4.250 |
162-05 |
|
|
| Fisher Pivots for day following 29-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
165-28 |
166-23 |
| PP |
165-28 |
166-14 |
| S1 |
165-28 |
166-05 |
|