ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 27-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2016 |
27-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
159-03 |
158-15 |
-0-20 |
-0.4% |
157-29 |
| High |
159-03 |
158-21 |
-0-14 |
-0.3% |
160-02 |
| Low |
158-10 |
157-24 |
-0-18 |
-0.4% |
156-28 |
| Close |
158-26 |
158-21 |
-0-05 |
-0.1% |
157-21 |
| Range |
0-25 |
0-29 |
0-04 |
16.0% |
3-06 |
| ATR |
1-08 |
1-08 |
0-00 |
-1.1% |
0-00 |
| Volume |
294 |
150 |
-144 |
-49.0% |
944 |
|
| Daily Pivots for day following 27-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-02 |
160-25 |
159-05 |
|
| R3 |
160-05 |
159-28 |
158-29 |
|
| R2 |
159-08 |
159-08 |
158-26 |
|
| R1 |
158-31 |
158-31 |
158-24 |
159-04 |
| PP |
158-11 |
158-11 |
158-11 |
158-14 |
| S1 |
158-02 |
158-02 |
158-18 |
158-07 |
| S2 |
157-14 |
157-14 |
158-16 |
|
| S3 |
156-17 |
157-05 |
158-13 |
|
| S4 |
155-20 |
156-08 |
158-05 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-24 |
165-29 |
159-13 |
|
| R3 |
164-18 |
162-23 |
158-17 |
|
| R2 |
161-12 |
161-12 |
158-08 |
|
| R1 |
159-17 |
159-17 |
157-30 |
158-28 |
| PP |
158-06 |
158-06 |
158-06 |
157-28 |
| S1 |
156-11 |
156-11 |
157-12 |
155-22 |
| S2 |
155-00 |
155-00 |
157-02 |
|
| S3 |
151-26 |
153-05 |
156-25 |
|
| S4 |
148-20 |
149-31 |
155-29 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-16 |
|
2.618 |
161-01 |
|
1.618 |
160-04 |
|
1.000 |
159-18 |
|
0.618 |
159-07 |
|
HIGH |
158-21 |
|
0.618 |
158-10 |
|
0.500 |
158-07 |
|
0.382 |
158-03 |
|
LOW |
157-24 |
|
0.618 |
157-06 |
|
1.000 |
156-27 |
|
1.618 |
156-09 |
|
2.618 |
155-12 |
|
4.250 |
153-29 |
|
|
| Fisher Pivots for day following 27-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
158-16 |
158-18 |
| PP |
158-11 |
158-16 |
| S1 |
158-07 |
158-13 |
|