ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 01-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2016 |
01-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
158-23 |
159-29 |
1-06 |
0.7% |
157-23 |
| High |
160-16 |
160-06 |
-0-10 |
-0.2% |
160-16 |
| Low |
158-23 |
159-05 |
0-14 |
0.3% |
157-23 |
| Close |
159-23 |
159-06 |
-0-17 |
-0.3% |
159-23 |
| Range |
1-25 |
1-01 |
-0-24 |
-42.1% |
2-25 |
| ATR |
1-08 |
1-08 |
-0-01 |
-1.3% |
0-00 |
| Volume |
1,798 |
1,710 |
-88 |
-4.9% |
3,257 |
|
| Daily Pivots for day following 01-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-19 |
161-30 |
159-24 |
|
| R3 |
161-18 |
160-29 |
159-15 |
|
| R2 |
160-17 |
160-17 |
159-12 |
|
| R1 |
159-28 |
159-28 |
159-09 |
159-22 |
| PP |
159-16 |
159-16 |
159-16 |
159-14 |
| S1 |
158-27 |
158-27 |
159-03 |
158-21 |
| S2 |
158-15 |
158-15 |
159-00 |
|
| S3 |
157-14 |
157-26 |
158-29 |
|
| S4 |
156-13 |
156-25 |
158-20 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-21 |
166-15 |
161-08 |
|
| R3 |
164-28 |
163-22 |
160-15 |
|
| R2 |
162-03 |
162-03 |
160-07 |
|
| R1 |
160-29 |
160-29 |
159-31 |
161-16 |
| PP |
159-10 |
159-10 |
159-10 |
159-20 |
| S1 |
158-04 |
158-04 |
159-15 |
158-23 |
| S2 |
156-17 |
156-17 |
159-07 |
|
| S3 |
153-24 |
155-11 |
158-31 |
|
| S4 |
150-31 |
152-18 |
158-06 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-18 |
|
2.618 |
162-28 |
|
1.618 |
161-27 |
|
1.000 |
161-07 |
|
0.618 |
160-26 |
|
HIGH |
160-06 |
|
0.618 |
159-25 |
|
0.500 |
159-22 |
|
0.382 |
159-18 |
|
LOW |
159-05 |
|
0.618 |
158-17 |
|
1.000 |
158-04 |
|
1.618 |
157-16 |
|
2.618 |
156-15 |
|
4.250 |
154-25 |
|
|
| Fisher Pivots for day following 01-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
159-22 |
159-08 |
| PP |
159-16 |
159-07 |
| S1 |
159-11 |
159-07 |
|