ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 17-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2016 |
17-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
164-27 |
164-15 |
-0-12 |
-0.2% |
162-04 |
| High |
165-02 |
165-00 |
-0-02 |
0.0% |
169-12 |
| Low |
163-24 |
162-19 |
-1-05 |
-0.7% |
161-18 |
| Close |
164-12 |
163-07 |
-1-05 |
-0.7% |
165-04 |
| Range |
1-10 |
2-13 |
1-03 |
83.3% |
7-26 |
| ATR |
1-25 |
1-27 |
0-01 |
2.4% |
0-00 |
| Volume |
3,765 |
3,797 |
32 |
0.8% |
20,024 |
|
| Daily Pivots for day following 17-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170-26 |
169-14 |
164-17 |
|
| R3 |
168-13 |
167-01 |
163-28 |
|
| R2 |
166-00 |
166-00 |
163-21 |
|
| R1 |
164-20 |
164-20 |
163-14 |
164-04 |
| PP |
163-19 |
163-19 |
163-19 |
163-11 |
| S1 |
162-07 |
162-07 |
163-00 |
161-23 |
| S2 |
161-06 |
161-06 |
162-25 |
|
| S3 |
158-25 |
159-26 |
162-18 |
|
| S4 |
156-12 |
157-13 |
161-29 |
|
|
| 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 |
175-07 |
|
2.618 |
171-10 |
|
1.618 |
168-29 |
|
1.000 |
167-13 |
|
0.618 |
166-16 |
|
HIGH |
165-00 |
|
0.618 |
164-03 |
|
0.500 |
163-26 |
|
0.382 |
163-16 |
|
LOW |
162-19 |
|
0.618 |
161-03 |
|
1.000 |
160-06 |
|
1.618 |
158-22 |
|
2.618 |
156-09 |
|
4.250 |
152-12 |
|
|
| Fisher Pivots for day following 17-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163-26 |
164-30 |
| PP |
163-19 |
164-12 |
| S1 |
163-13 |
163-25 |
|