ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 28-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2016 |
28-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
158-15 |
158-20 |
0-05 |
0.1% |
157-29 |
| High |
158-21 |
159-03 |
0-14 |
0.3% |
160-02 |
| Low |
157-24 |
158-00 |
0-08 |
0.2% |
156-28 |
| Close |
158-21 |
158-23 |
0-02 |
0.0% |
157-21 |
| Range |
0-29 |
1-03 |
0-06 |
20.7% |
3-06 |
| ATR |
1-08 |
1-07 |
0-00 |
-0.8% |
0-00 |
| Volume |
150 |
981 |
831 |
554.0% |
944 |
|
| Daily Pivots for day following 28-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-28 |
161-13 |
159-10 |
|
| R3 |
160-25 |
160-10 |
159-01 |
|
| R2 |
159-22 |
159-22 |
158-29 |
|
| R1 |
159-07 |
159-07 |
158-26 |
159-15 |
| PP |
158-19 |
158-19 |
158-19 |
158-23 |
| S1 |
158-04 |
158-04 |
158-20 |
158-12 |
| S2 |
157-16 |
157-16 |
158-17 |
|
| S3 |
156-13 |
157-01 |
158-13 |
|
| S4 |
155-10 |
155-30 |
158-04 |
|
|
| 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 |
163-24 |
|
2.618 |
161-31 |
|
1.618 |
160-28 |
|
1.000 |
160-06 |
|
0.618 |
159-25 |
|
HIGH |
159-03 |
|
0.618 |
158-22 |
|
0.500 |
158-18 |
|
0.382 |
158-13 |
|
LOW |
158-00 |
|
0.618 |
157-10 |
|
1.000 |
156-29 |
|
1.618 |
156-07 |
|
2.618 |
155-04 |
|
4.250 |
153-11 |
|
|
| Fisher Pivots for day following 28-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
158-21 |
158-20 |
| PP |
158-19 |
158-17 |
| S1 |
158-18 |
158-14 |
|