ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 03-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2016 |
03-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
159-20 |
162-06 |
2-18 |
1.6% |
157-23 |
| High |
162-01 |
162-28 |
0-27 |
0.5% |
160-16 |
| Low |
159-20 |
161-00 |
1-12 |
0.9% |
157-23 |
| Close |
161-23 |
161-02 |
-0-21 |
-0.4% |
159-23 |
| Range |
2-13 |
1-28 |
-0-17 |
-22.1% |
2-25 |
| ATR |
1-12 |
1-13 |
0-01 |
2.7% |
0-00 |
| Volume |
1,506 |
3,604 |
2,098 |
139.3% |
3,257 |
|
| Daily Pivots for day following 03-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-09 |
166-01 |
162-03 |
|
| R3 |
165-13 |
164-05 |
161-18 |
|
| R2 |
163-17 |
163-17 |
161-13 |
|
| R1 |
162-09 |
162-09 |
161-08 |
161-31 |
| PP |
161-21 |
161-21 |
161-21 |
161-16 |
| S1 |
160-13 |
160-13 |
160-28 |
160-03 |
| S2 |
159-25 |
159-25 |
160-23 |
|
| S3 |
157-29 |
158-17 |
160-18 |
|
| S4 |
156-01 |
156-21 |
160-01 |
|
|
| 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 |
170-27 |
|
2.618 |
167-25 |
|
1.618 |
165-29 |
|
1.000 |
164-24 |
|
0.618 |
164-01 |
|
HIGH |
162-28 |
|
0.618 |
162-05 |
|
0.500 |
161-30 |
|
0.382 |
161-23 |
|
LOW |
161-00 |
|
0.618 |
159-27 |
|
1.000 |
159-04 |
|
1.618 |
157-31 |
|
2.618 |
156-03 |
|
4.250 |
153-01 |
|
|
| Fisher Pivots for day following 03-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
161-30 |
161-02 |
| PP |
161-21 |
161-01 |
| S1 |
161-11 |
161-01 |
|