ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 02-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2016 |
02-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
159-29 |
159-20 |
-0-09 |
-0.2% |
157-23 |
| High |
160-06 |
162-01 |
1-27 |
1.2% |
160-16 |
| Low |
159-05 |
159-20 |
0-15 |
0.3% |
157-23 |
| Close |
159-06 |
161-23 |
2-17 |
1.6% |
159-23 |
| Range |
1-01 |
2-13 |
1-12 |
133.3% |
2-25 |
| ATR |
1-08 |
1-12 |
0-04 |
9.1% |
0-00 |
| Volume |
1,710 |
1,506 |
-204 |
-11.9% |
3,257 |
|
| Daily Pivots for day following 02-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-11 |
167-14 |
163-01 |
|
| R3 |
165-30 |
165-01 |
162-12 |
|
| R2 |
163-17 |
163-17 |
162-05 |
|
| R1 |
162-20 |
162-20 |
161-30 |
163-03 |
| PP |
161-04 |
161-04 |
161-04 |
161-11 |
| S1 |
160-07 |
160-07 |
161-16 |
160-22 |
| S2 |
158-23 |
158-23 |
161-09 |
|
| S3 |
156-10 |
157-26 |
161-02 |
|
| S4 |
153-29 |
155-13 |
160-13 |
|
|
| 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 |
172-08 |
|
2.618 |
168-11 |
|
1.618 |
165-30 |
|
1.000 |
164-14 |
|
0.618 |
163-17 |
|
HIGH |
162-01 |
|
0.618 |
161-04 |
|
0.500 |
160-27 |
|
0.382 |
160-17 |
|
LOW |
159-20 |
|
0.618 |
158-04 |
|
1.000 |
157-07 |
|
1.618 |
155-23 |
|
2.618 |
153-10 |
|
4.250 |
149-13 |
|
|
| Fisher Pivots for day following 02-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
161-14 |
161-09 |
| PP |
161-04 |
160-26 |
| S1 |
160-27 |
160-12 |
|