ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 08-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2016 |
08-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
161-30 |
162-04 |
0-06 |
0.1% |
159-29 |
| High |
162-13 |
164-24 |
2-11 |
1.4% |
162-28 |
| Low |
160-26 |
161-18 |
0-24 |
0.5% |
159-05 |
| Close |
161-30 |
164-22 |
2-24 |
1.7% |
161-30 |
| Range |
1-19 |
3-06 |
1-19 |
100.0% |
3-23 |
| ATR |
1-13 |
1-17 |
0-04 |
8.9% |
0-00 |
| Volume |
1,346 |
3,476 |
2,130 |
158.2% |
10,158 |
|
| Daily Pivots for day following 08-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173-07 |
172-05 |
166-14 |
|
| R3 |
170-01 |
168-31 |
165-18 |
|
| R2 |
166-27 |
166-27 |
165-09 |
|
| R1 |
165-25 |
165-25 |
164-31 |
166-10 |
| PP |
163-21 |
163-21 |
163-21 |
163-30 |
| S1 |
162-19 |
162-19 |
164-13 |
163-04 |
| S2 |
160-15 |
160-15 |
164-03 |
|
| S3 |
157-09 |
159-13 |
163-26 |
|
| S4 |
154-03 |
156-07 |
162-30 |
|
|
| 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 |
178-10 |
|
2.618 |
173-03 |
|
1.618 |
169-29 |
|
1.000 |
167-30 |
|
0.618 |
166-23 |
|
HIGH |
164-24 |
|
0.618 |
163-17 |
|
0.500 |
163-05 |
|
0.382 |
162-25 |
|
LOW |
161-18 |
|
0.618 |
159-19 |
|
1.000 |
158-12 |
|
1.618 |
156-13 |
|
2.618 |
153-07 |
|
4.250 |
148-00 |
|
|
| Fisher Pivots for day following 08-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164-06 |
164-00 |
| PP |
163-21 |
163-09 |
| S1 |
163-05 |
162-19 |
|