ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 15-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2016 |
15-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
157-05 |
157-04 |
-0-01 |
0.0% |
155-10 |
| High |
157-05 |
158-07 |
1-02 |
0.7% |
158-07 |
| Low |
156-00 |
157-04 |
1-04 |
0.7% |
154-00 |
| Close |
156-03 |
157-23 |
1-20 |
1.0% |
157-23 |
| Range |
1-05 |
1-03 |
-0-02 |
-5.4% |
4-07 |
| ATR |
|
|
|
|
|
| Volume |
51 |
1,060 |
1,009 |
1,978.4% |
1,221 |
|
| Daily Pivots for day following 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-31 |
160-14 |
158-10 |
|
| R3 |
159-28 |
159-11 |
158-01 |
|
| R2 |
158-25 |
158-25 |
157-29 |
|
| R1 |
158-08 |
158-08 |
157-26 |
158-17 |
| PP |
157-22 |
157-22 |
157-22 |
157-26 |
| S1 |
157-05 |
157-05 |
157-20 |
157-14 |
| S2 |
156-19 |
156-19 |
157-17 |
|
| S3 |
155-16 |
156-02 |
157-13 |
|
| S4 |
154-13 |
154-31 |
157-04 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-10 |
167-23 |
160-01 |
|
| R3 |
165-03 |
163-16 |
158-28 |
|
| R2 |
160-28 |
160-28 |
158-16 |
|
| R1 |
159-09 |
159-09 |
158-03 |
160-03 |
| PP |
156-21 |
156-21 |
156-21 |
157-01 |
| S1 |
155-02 |
155-02 |
157-11 |
155-28 |
| S2 |
152-14 |
152-14 |
156-30 |
|
| S3 |
148-07 |
150-27 |
156-18 |
|
| S4 |
144-00 |
146-20 |
155-13 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-28 |
|
2.618 |
161-03 |
|
1.618 |
160-00 |
|
1.000 |
159-10 |
|
0.618 |
158-29 |
|
HIGH |
158-07 |
|
0.618 |
157-26 |
|
0.500 |
157-22 |
|
0.382 |
157-17 |
|
LOW |
157-04 |
|
0.618 |
156-14 |
|
1.000 |
156-01 |
|
1.618 |
155-11 |
|
2.618 |
154-08 |
|
4.250 |
152-15 |
|
|
| Fisher Pivots for day following 15-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
157-23 |
157-14 |
| PP |
157-22 |
157-04 |
| S1 |
157-22 |
156-27 |
|