ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 09-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2016 |
09-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
162-04 |
164-15 |
2-11 |
1.4% |
159-29 |
| High |
164-24 |
165-27 |
1-03 |
0.7% |
162-28 |
| Low |
161-18 |
163-31 |
2-13 |
1.5% |
159-05 |
| Close |
164-22 |
164-25 |
0-03 |
0.1% |
161-30 |
| Range |
3-06 |
1-28 |
-1-10 |
-41.2% |
3-23 |
| ATR |
1-17 |
1-18 |
0-01 |
1.5% |
0-00 |
| Volume |
3,476 |
2,867 |
-609 |
-17.5% |
10,158 |
|
| Daily Pivots for day following 09-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170-16 |
169-16 |
165-26 |
|
| R3 |
168-20 |
167-20 |
165-10 |
|
| R2 |
166-24 |
166-24 |
165-04 |
|
| R1 |
165-24 |
165-24 |
164-31 |
166-08 |
| PP |
164-28 |
164-28 |
164-28 |
165-04 |
| S1 |
163-28 |
163-28 |
164-20 |
164-12 |
| S2 |
163-00 |
163-00 |
164-14 |
|
| S3 |
161-04 |
162-00 |
164-09 |
|
| S4 |
159-08 |
160-04 |
163-24 |
|
|
| 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 |
173-26 |
|
2.618 |
170-24 |
|
1.618 |
168-28 |
|
1.000 |
167-23 |
|
0.618 |
167-00 |
|
HIGH |
165-27 |
|
0.618 |
165-04 |
|
0.500 |
164-29 |
|
0.382 |
164-22 |
|
LOW |
163-31 |
|
0.618 |
162-26 |
|
1.000 |
162-03 |
|
1.618 |
160-30 |
|
2.618 |
159-02 |
|
4.250 |
156-00 |
|
|
| Fisher Pivots for day following 09-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164-29 |
164-10 |
| PP |
164-28 |
163-26 |
| S1 |
164-26 |
163-11 |
|