ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 16-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2016 |
16-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
167-01 |
164-27 |
-2-06 |
-1.3% |
162-04 |
| High |
167-09 |
165-02 |
-2-07 |
-1.3% |
169-12 |
| Low |
164-26 |
163-24 |
-1-02 |
-0.6% |
161-18 |
| Close |
165-04 |
164-12 |
-0-24 |
-0.5% |
165-04 |
| Range |
2-15 |
1-10 |
-1-05 |
-46.8% |
7-26 |
| ATR |
1-26 |
1-25 |
-0-01 |
-1.8% |
0-00 |
| Volume |
4,543 |
3,765 |
-778 |
-17.1% |
20,024 |
|
| Daily Pivots for day following 16-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-11 |
167-21 |
165-03 |
|
| R3 |
167-01 |
166-11 |
164-24 |
|
| R2 |
165-23 |
165-23 |
164-20 |
|
| R1 |
165-01 |
165-01 |
164-16 |
164-23 |
| PP |
164-13 |
164-13 |
164-13 |
164-08 |
| S1 |
163-23 |
163-23 |
164-08 |
163-13 |
| S2 |
163-03 |
163-03 |
164-04 |
|
| S3 |
161-25 |
162-13 |
164-00 |
|
| S4 |
160-15 |
161-03 |
163-21 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
188-25 |
184-25 |
169-14 |
|
| R3 |
180-31 |
176-31 |
167-09 |
|
| R2 |
173-05 |
173-05 |
166-18 |
|
| R1 |
169-05 |
169-05 |
165-27 |
171-05 |
| PP |
165-11 |
165-11 |
165-11 |
166-12 |
| S1 |
161-11 |
161-11 |
164-13 |
163-11 |
| S2 |
157-17 |
157-17 |
163-22 |
|
| S3 |
149-23 |
153-17 |
162-31 |
|
| S4 |
141-29 |
145-23 |
160-26 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
170-20 |
|
2.618 |
168-16 |
|
1.618 |
167-06 |
|
1.000 |
166-12 |
|
0.618 |
165-28 |
|
HIGH |
165-02 |
|
0.618 |
164-18 |
|
0.500 |
164-13 |
|
0.382 |
164-08 |
|
LOW |
163-24 |
|
0.618 |
162-30 |
|
1.000 |
162-14 |
|
1.618 |
161-20 |
|
2.618 |
160-10 |
|
4.250 |
158-06 |
|
|
| Fisher Pivots for day following 16-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164-13 |
166-18 |
| PP |
164-13 |
165-27 |
| S1 |
164-12 |
165-03 |
|