ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 10-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2016 |
10-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
164-15 |
164-26 |
0-11 |
0.2% |
159-29 |
| High |
165-27 |
166-16 |
0-21 |
0.4% |
162-28 |
| Low |
163-31 |
164-00 |
0-01 |
0.0% |
159-05 |
| Close |
164-25 |
165-23 |
0-30 |
0.6% |
161-30 |
| Range |
1-28 |
2-16 |
0-20 |
33.3% |
3-23 |
| ATR |
1-18 |
1-20 |
0-02 |
4.3% |
0-00 |
| Volume |
2,867 |
4,768 |
1,901 |
66.3% |
10,158 |
|
| Daily Pivots for day following 10-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172-29 |
171-26 |
167-03 |
|
| R3 |
170-13 |
169-10 |
166-13 |
|
| R2 |
167-29 |
167-29 |
166-06 |
|
| R1 |
166-26 |
166-26 |
165-30 |
167-12 |
| PP |
165-13 |
165-13 |
165-13 |
165-22 |
| S1 |
164-10 |
164-10 |
165-16 |
164-28 |
| S2 |
162-29 |
162-29 |
165-08 |
|
| S3 |
160-13 |
161-26 |
165-01 |
|
| S4 |
157-29 |
159-10 |
164-11 |
|
|
| 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 |
177-04 |
|
2.618 |
173-01 |
|
1.618 |
170-17 |
|
1.000 |
169-00 |
|
0.618 |
168-01 |
|
HIGH |
166-16 |
|
0.618 |
165-17 |
|
0.500 |
165-08 |
|
0.382 |
164-31 |
|
LOW |
164-00 |
|
0.618 |
162-15 |
|
1.000 |
161-16 |
|
1.618 |
159-31 |
|
2.618 |
157-15 |
|
4.250 |
153-12 |
|
|
| Fisher Pivots for day following 10-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
165-18 |
165-05 |
| PP |
165-13 |
164-19 |
| S1 |
165-08 |
164-01 |
|