ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 11-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2016 |
11-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
164-26 |
166-15 |
1-21 |
1.0% |
159-29 |
| High |
166-16 |
169-12 |
2-28 |
1.7% |
162-28 |
| Low |
164-00 |
166-15 |
2-15 |
1.5% |
159-05 |
| Close |
165-23 |
167-00 |
1-09 |
0.8% |
161-30 |
| Range |
2-16 |
2-29 |
0-13 |
16.2% |
3-23 |
| ATR |
1-20 |
1-25 |
0-05 |
8.9% |
0-00 |
| Volume |
4,768 |
4,370 |
-398 |
-8.3% |
10,158 |
|
| Daily Pivots for day following 11-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
176-11 |
174-18 |
168-19 |
|
| R3 |
173-14 |
171-21 |
167-26 |
|
| R2 |
170-17 |
170-17 |
167-17 |
|
| R1 |
168-24 |
168-24 |
167-09 |
169-20 |
| PP |
167-20 |
167-20 |
167-20 |
168-02 |
| S1 |
165-27 |
165-27 |
166-23 |
166-24 |
| S2 |
164-23 |
164-23 |
166-15 |
|
| S3 |
161-26 |
162-30 |
166-06 |
|
| S4 |
158-29 |
160-01 |
165-13 |
|
|
| 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 |
181-23 |
|
2.618 |
176-31 |
|
1.618 |
174-02 |
|
1.000 |
172-09 |
|
0.618 |
171-05 |
|
HIGH |
169-12 |
|
0.618 |
168-08 |
|
0.500 |
167-30 |
|
0.382 |
167-19 |
|
LOW |
166-15 |
|
0.618 |
164-22 |
|
1.000 |
163-18 |
|
1.618 |
161-25 |
|
2.618 |
158-28 |
|
4.250 |
154-04 |
|
|
| Fisher Pivots for day following 11-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
167-30 |
166-29 |
| PP |
167-20 |
166-25 |
| S1 |
167-10 |
166-22 |
|