ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 19-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2016 |
19-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
163-07 |
165-04 |
1-29 |
1.2% |
164-27 |
| High |
165-07 |
165-24 |
0-17 |
0.3% |
165-24 |
| Low |
163-01 |
164-12 |
1-11 |
0.8% |
162-19 |
| Close |
164-24 |
165-08 |
0-16 |
0.3% |
165-08 |
| Range |
2-06 |
1-12 |
-0-26 |
-37.1% |
3-05 |
| ATR |
1-28 |
1-26 |
-0-01 |
-1.9% |
0-00 |
| Volume |
6,637 |
7,264 |
627 |
9.4% |
21,463 |
|
| Daily Pivots for day following 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-08 |
168-20 |
166-00 |
|
| R3 |
167-28 |
167-08 |
165-20 |
|
| R2 |
166-16 |
166-16 |
165-16 |
|
| R1 |
165-28 |
165-28 |
165-12 |
166-06 |
| PP |
165-04 |
165-04 |
165-04 |
165-09 |
| S1 |
164-16 |
164-16 |
165-04 |
164-26 |
| S2 |
163-24 |
163-24 |
165-00 |
|
| S3 |
162-12 |
163-04 |
164-28 |
|
| S4 |
161-00 |
161-24 |
164-16 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174-00 |
172-25 |
167-00 |
|
| R3 |
170-27 |
169-20 |
166-04 |
|
| R2 |
167-22 |
167-22 |
165-27 |
|
| R1 |
166-15 |
166-15 |
165-17 |
167-02 |
| PP |
164-17 |
164-17 |
164-17 |
164-27 |
| S1 |
163-10 |
163-10 |
164-31 |
163-30 |
| S2 |
161-12 |
161-12 |
164-21 |
|
| S3 |
158-07 |
160-05 |
164-12 |
|
| S4 |
155-02 |
157-00 |
163-16 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
171-19 |
|
2.618 |
169-11 |
|
1.618 |
167-31 |
|
1.000 |
167-04 |
|
0.618 |
166-19 |
|
HIGH |
165-24 |
|
0.618 |
165-07 |
|
0.500 |
165-02 |
|
0.382 |
164-29 |
|
LOW |
164-12 |
|
0.618 |
163-17 |
|
1.000 |
163-00 |
|
1.618 |
162-05 |
|
2.618 |
160-25 |
|
4.250 |
158-17 |
|
|
| Fisher Pivots for day following 19-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
165-06 |
164-29 |
| PP |
165-04 |
164-17 |
| S1 |
165-02 |
164-06 |
|