ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 05-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2016 |
05-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
160-31 |
161-30 |
0-31 |
0.6% |
159-29 |
| High |
161-28 |
162-13 |
0-17 |
0.3% |
162-28 |
| Low |
160-14 |
160-26 |
0-12 |
0.2% |
159-05 |
| Close |
161-14 |
161-30 |
0-16 |
0.3% |
161-30 |
| Range |
1-14 |
1-19 |
0-05 |
10.9% |
3-23 |
| ATR |
1-13 |
1-13 |
0-00 |
1.0% |
0-00 |
| Volume |
1,992 |
1,346 |
-646 |
-32.4% |
10,158 |
|
| Daily Pivots for day following 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-16 |
165-26 |
162-26 |
|
| R3 |
164-29 |
164-07 |
162-12 |
|
| R2 |
163-10 |
163-10 |
162-07 |
|
| R1 |
162-20 |
162-20 |
162-03 |
162-24 |
| PP |
161-23 |
161-23 |
161-23 |
161-25 |
| S1 |
161-01 |
161-01 |
161-25 |
161-04 |
| S2 |
160-04 |
160-04 |
161-21 |
|
| S3 |
158-17 |
159-14 |
161-16 |
|
| S4 |
156-30 |
157-27 |
161-02 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172-15 |
170-30 |
163-31 |
|
| R3 |
168-24 |
167-07 |
162-31 |
|
| R2 |
165-01 |
165-01 |
162-20 |
|
| R1 |
163-16 |
163-16 |
162-09 |
164-08 |
| PP |
161-10 |
161-10 |
161-10 |
161-23 |
| S1 |
159-25 |
159-25 |
161-19 |
160-18 |
| S2 |
157-19 |
157-19 |
161-08 |
|
| S3 |
153-28 |
156-02 |
160-29 |
|
| S4 |
150-05 |
152-11 |
159-29 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169-06 |
|
2.618 |
166-19 |
|
1.618 |
165-00 |
|
1.000 |
164-00 |
|
0.618 |
163-13 |
|
HIGH |
162-13 |
|
0.618 |
161-26 |
|
0.500 |
161-20 |
|
0.382 |
161-13 |
|
LOW |
160-26 |
|
0.618 |
159-26 |
|
1.000 |
159-07 |
|
1.618 |
158-07 |
|
2.618 |
156-20 |
|
4.250 |
154-01 |
|
|
| Fisher Pivots for day following 05-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
161-27 |
161-27 |
| PP |
161-23 |
161-24 |
| S1 |
161-20 |
161-21 |
|