ECBOT 30 Year Treasury Bond Future June 2016
Trading Metrics calculated at close of trading on 14-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2016 |
14-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
155-15 |
157-05 |
1-22 |
1.1% |
152-30 |
High |
157-16 |
157-05 |
-0-11 |
-0.2% |
155-00 |
Low |
155-15 |
156-00 |
0-17 |
0.3% |
152-09 |
Close |
157-04 |
156-03 |
-1-01 |
-0.7% |
154-30 |
Range |
2-01 |
1-05 |
-0-28 |
-43.1% |
2-23 |
ATR |
|
|
|
|
|
Volume |
59 |
51 |
-8 |
-13.6% |
92 |
|
Daily Pivots for day following 14-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159-28 |
159-05 |
156-23 |
|
R3 |
158-23 |
158-00 |
156-13 |
|
R2 |
157-18 |
157-18 |
156-10 |
|
R1 |
156-27 |
156-27 |
156-06 |
156-20 |
PP |
156-13 |
156-13 |
156-13 |
156-10 |
S1 |
155-22 |
155-22 |
156-00 |
155-15 |
S2 |
155-08 |
155-08 |
155-28 |
|
S3 |
154-03 |
154-17 |
155-25 |
|
S4 |
152-30 |
153-12 |
155-15 |
|
|
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 |
162-02 |
2.618 |
160-06 |
1.618 |
159-01 |
1.000 |
158-10 |
0.618 |
157-28 |
HIGH |
157-05 |
0.618 |
156-23 |
0.500 |
156-19 |
0.382 |
156-14 |
LOW |
156-00 |
0.618 |
155-09 |
1.000 |
154-27 |
1.618 |
154-04 |
2.618 |
152-31 |
4.250 |
151-03 |
|
|
Fisher Pivots for day following 14-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
156-19 |
155-31 |
PP |
156-13 |
155-28 |
S1 |
156-08 |
155-24 |
|