ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 19-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2016 |
19-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
157-04 |
157-29 |
0-25 |
0.5% |
155-10 |
| High |
158-07 |
158-03 |
-0-04 |
-0.1% |
158-07 |
| Low |
157-04 |
156-28 |
-0-08 |
-0.2% |
154-00 |
| Close |
157-23 |
158-00 |
0-09 |
0.2% |
157-23 |
| Range |
1-03 |
1-07 |
0-04 |
11.4% |
4-07 |
| ATR |
0-00 |
1-07 |
1-07 |
|
0-00 |
| Volume |
1,060 |
175 |
-885 |
-83.5% |
1,221 |
|
| Daily Pivots for day following 19-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-10 |
160-28 |
158-21 |
|
| R3 |
160-03 |
159-21 |
158-11 |
|
| R2 |
158-28 |
158-28 |
158-07 |
|
| R1 |
158-14 |
158-14 |
158-04 |
158-21 |
| PP |
157-21 |
157-21 |
157-21 |
157-25 |
| S1 |
157-07 |
157-07 |
157-28 |
157-14 |
| S2 |
156-14 |
156-14 |
157-25 |
|
| S3 |
155-07 |
156-00 |
157-21 |
|
| S4 |
154-00 |
154-25 |
157-11 |
|
|
| 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 |
163-09 |
|
2.618 |
161-09 |
|
1.618 |
160-02 |
|
1.000 |
159-10 |
|
0.618 |
158-27 |
|
HIGH |
158-03 |
|
0.618 |
157-20 |
|
0.500 |
157-16 |
|
0.382 |
157-11 |
|
LOW |
156-28 |
|
0.618 |
156-04 |
|
1.000 |
155-21 |
|
1.618 |
154-29 |
|
2.618 |
153-22 |
|
4.250 |
151-22 |
|
|
| Fisher Pivots for day following 19-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
157-27 |
157-23 |
| PP |
157-21 |
157-13 |
| S1 |
157-16 |
157-04 |
|