ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 18-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2016 |
18-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
164-15 |
163-07 |
-1-08 |
-0.8% |
162-04 |
| High |
165-00 |
165-07 |
0-07 |
0.1% |
169-12 |
| Low |
162-19 |
163-01 |
0-14 |
0.3% |
161-18 |
| Close |
163-07 |
164-24 |
1-17 |
0.9% |
165-04 |
| Range |
2-13 |
2-06 |
-0-07 |
-9.1% |
7-26 |
| ATR |
1-27 |
1-28 |
0-01 |
1.4% |
0-00 |
| Volume |
3,797 |
6,637 |
2,840 |
74.8% |
20,024 |
|
| Daily Pivots for day following 18-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170-29 |
170-00 |
165-30 |
|
| R3 |
168-23 |
167-26 |
165-11 |
|
| R2 |
166-17 |
166-17 |
165-05 |
|
| R1 |
165-20 |
165-20 |
164-30 |
166-03 |
| PP |
164-11 |
164-11 |
164-11 |
164-18 |
| S1 |
163-14 |
163-14 |
164-18 |
163-29 |
| S2 |
162-05 |
162-05 |
164-11 |
|
| S3 |
159-31 |
161-08 |
164-05 |
|
| S4 |
157-25 |
159-02 |
163-18 |
|
|
| 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 |
174-17 |
|
2.618 |
170-30 |
|
1.618 |
168-24 |
|
1.000 |
167-13 |
|
0.618 |
166-18 |
|
HIGH |
165-07 |
|
0.618 |
164-12 |
|
0.500 |
164-04 |
|
0.382 |
163-28 |
|
LOW |
163-01 |
|
0.618 |
161-22 |
|
1.000 |
160-27 |
|
1.618 |
159-16 |
|
2.618 |
157-10 |
|
4.250 |
153-24 |
|
|
| Fisher Pivots for day following 18-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164-17 |
164-15 |
| PP |
164-11 |
164-06 |
| S1 |
164-04 |
163-29 |
|