ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 13-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2016 |
13-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
154-02 |
155-15 |
1-13 |
0.9% |
152-30 |
| High |
156-05 |
157-16 |
1-11 |
0.9% |
155-00 |
| Low |
154-00 |
155-15 |
1-15 |
1.0% |
152-09 |
| Close |
156-05 |
157-04 |
0-31 |
0.6% |
154-30 |
| Range |
2-05 |
2-01 |
-0-04 |
-5.8% |
2-23 |
| ATR |
|
|
|
|
|
| Volume |
37 |
59 |
22 |
59.5% |
92 |
|
| Daily Pivots for day following 13-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-25 |
162-00 |
158-08 |
|
| R3 |
160-24 |
159-31 |
157-22 |
|
| R2 |
158-23 |
158-23 |
157-16 |
|
| R1 |
157-30 |
157-30 |
157-10 |
158-10 |
| PP |
156-22 |
156-22 |
156-22 |
156-29 |
| S1 |
155-29 |
155-29 |
156-30 |
156-10 |
| S2 |
154-21 |
154-21 |
156-24 |
|
| S3 |
152-20 |
153-28 |
156-18 |
|
| S4 |
150-19 |
151-27 |
156-00 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-07 |
161-10 |
156-14 |
|
| R3 |
159-16 |
158-19 |
155-22 |
|
| R2 |
156-25 |
156-25 |
155-14 |
|
| R1 |
155-28 |
155-28 |
155-06 |
156-10 |
| PP |
154-02 |
154-02 |
154-02 |
154-10 |
| S1 |
153-05 |
153-05 |
154-22 |
153-20 |
| S2 |
151-11 |
151-11 |
154-14 |
|
| S3 |
148-20 |
150-14 |
154-06 |
|
| S4 |
145-29 |
147-23 |
153-14 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-04 |
|
2.618 |
162-26 |
|
1.618 |
160-25 |
|
1.000 |
159-17 |
|
0.618 |
158-24 |
|
HIGH |
157-16 |
|
0.618 |
156-23 |
|
0.500 |
156-16 |
|
0.382 |
156-08 |
|
LOW |
155-15 |
|
0.618 |
154-07 |
|
1.000 |
153-14 |
|
1.618 |
152-06 |
|
2.618 |
150-05 |
|
4.250 |
146-27 |
|
|
| Fisher Pivots for day following 13-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
156-29 |
156-21 |
| PP |
156-22 |
156-07 |
| S1 |
156-16 |
155-24 |
|