ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 21-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2016 |
21-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
158-02 |
158-31 |
0-29 |
0.6% |
155-10 |
| High |
160-02 |
159-20 |
-0-14 |
-0.3% |
158-07 |
| Low |
158-02 |
157-31 |
-0-03 |
-0.1% |
154-00 |
| Close |
159-02 |
158-06 |
-0-28 |
-0.6% |
157-23 |
| Range |
2-00 |
1-21 |
-0-11 |
-17.2% |
4-07 |
| ATR |
1-09 |
1-10 |
0-01 |
2.1% |
0-00 |
| Volume |
450 |
199 |
-251 |
-55.8% |
1,221 |
|
| Daily Pivots for day following 21-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-18 |
162-17 |
159-03 |
|
| R3 |
161-29 |
160-28 |
158-21 |
|
| R2 |
160-08 |
160-08 |
158-16 |
|
| R1 |
159-07 |
159-07 |
158-11 |
158-29 |
| PP |
158-19 |
158-19 |
158-19 |
158-14 |
| S1 |
157-18 |
157-18 |
158-01 |
157-08 |
| S2 |
156-30 |
156-30 |
157-28 |
|
| S3 |
155-09 |
155-29 |
157-23 |
|
| S4 |
153-20 |
154-08 |
157-09 |
|
|
| 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 |
166-21 |
|
2.618 |
163-31 |
|
1.618 |
162-10 |
|
1.000 |
161-09 |
|
0.618 |
160-21 |
|
HIGH |
159-20 |
|
0.618 |
159-00 |
|
0.500 |
158-26 |
|
0.382 |
158-19 |
|
LOW |
157-31 |
|
0.618 |
156-30 |
|
1.000 |
156-10 |
|
1.618 |
155-09 |
|
2.618 |
153-20 |
|
4.250 |
150-30 |
|
|
| Fisher Pivots for day following 21-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
158-26 |
158-15 |
| PP |
158-19 |
158-12 |
| S1 |
158-13 |
158-09 |
|