ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 24-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2016 |
24-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
165-04 |
165-25 |
0-21 |
0.4% |
164-27 |
| High |
166-04 |
167-15 |
1-11 |
0.8% |
165-24 |
| Low |
163-14 |
164-30 |
1-16 |
0.9% |
162-19 |
| Close |
165-13 |
165-11 |
-0-02 |
0.0% |
165-08 |
| Range |
2-22 |
2-17 |
-0-05 |
-5.8% |
3-05 |
| ATR |
1-26 |
1-28 |
0-02 |
2.8% |
0-00 |
| Volume |
166,857 |
294,667 |
127,810 |
76.6% |
21,463 |
|
| Daily Pivots for day following 24-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173-16 |
171-31 |
166-24 |
|
| R3 |
170-31 |
169-14 |
166-01 |
|
| R2 |
168-14 |
168-14 |
165-26 |
|
| R1 |
166-29 |
166-29 |
165-18 |
166-13 |
| PP |
165-29 |
165-29 |
165-29 |
165-22 |
| S1 |
164-12 |
164-12 |
165-04 |
163-28 |
| S2 |
163-12 |
163-12 |
164-28 |
|
| S3 |
160-27 |
161-27 |
164-21 |
|
| S4 |
158-10 |
159-10 |
163-30 |
|
|
| 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 |
178-07 |
|
2.618 |
174-03 |
|
1.618 |
171-18 |
|
1.000 |
170-00 |
|
0.618 |
169-01 |
|
HIGH |
167-15 |
|
0.618 |
166-16 |
|
0.500 |
166-06 |
|
0.382 |
165-29 |
|
LOW |
164-30 |
|
0.618 |
163-12 |
|
1.000 |
162-13 |
|
1.618 |
160-27 |
|
2.618 |
158-10 |
|
4.250 |
154-06 |
|
|
| Fisher Pivots for day following 24-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
166-06 |
165-14 |
| PP |
165-29 |
165-13 |
| S1 |
165-20 |
165-12 |
|