ECBOT 30 Year Treasury Bond Future June 2016
Trading Metrics calculated at close of trading on 04-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2016 |
04-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
162-06 |
160-31 |
-1-07 |
-0.8% |
157-23 |
High |
162-28 |
161-28 |
-1-00 |
-0.6% |
160-16 |
Low |
161-00 |
160-14 |
-0-18 |
-0.3% |
157-23 |
Close |
161-02 |
161-14 |
0-12 |
0.2% |
159-23 |
Range |
1-28 |
1-14 |
-0-14 |
-23.3% |
2-25 |
ATR |
1-13 |
1-13 |
0-00 |
0.2% |
0-00 |
Volume |
3,604 |
1,992 |
-1,612 |
-44.7% |
3,257 |
|
Daily Pivots for day following 04-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165-18 |
164-30 |
162-07 |
|
R3 |
164-04 |
163-16 |
161-27 |
|
R2 |
162-22 |
162-22 |
161-22 |
|
R1 |
162-02 |
162-02 |
161-18 |
162-12 |
PP |
161-08 |
161-08 |
161-08 |
161-13 |
S1 |
160-20 |
160-20 |
161-10 |
160-30 |
S2 |
159-26 |
159-26 |
161-06 |
|
S3 |
158-12 |
159-06 |
161-01 |
|
S4 |
156-30 |
157-24 |
160-21 |
|
|
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 |
168-00 |
2.618 |
165-20 |
1.618 |
164-06 |
1.000 |
163-10 |
0.618 |
162-24 |
HIGH |
161-28 |
0.618 |
161-10 |
0.500 |
161-05 |
0.382 |
161-00 |
LOW |
160-14 |
0.618 |
159-18 |
1.000 |
159-00 |
1.618 |
158-04 |
2.618 |
156-22 |
4.250 |
154-10 |
|
|
Fisher Pivots for day following 04-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
161-11 |
161-12 |
PP |
161-08 |
161-10 |
S1 |
161-05 |
161-08 |
|