ECBOT 30 Year Treasury Bond Future June 2016
Trading Metrics calculated at close of trading on 29-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2016 |
29-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
165-18 |
164-07 |
-1-11 |
-0.8% |
165-07 |
High |
164-09 |
164-29 |
0-20 |
0.4% |
167-15 |
Low |
164-09 |
164-05 |
-0-04 |
-0.1% |
163-14 |
Close |
164-09 |
164-17 |
0-08 |
0.2% |
164-09 |
Range |
0-00 |
0-24 |
0-24 |
|
4-01 |
ATR |
1-27 |
1-25 |
-0-03 |
-4.3% |
0-00 |
Volume |
227,337 |
266,774 |
39,437 |
17.3% |
1,070,985 |
|
Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166-25 |
166-13 |
164-30 |
|
R3 |
166-01 |
165-21 |
164-24 |
|
R2 |
165-09 |
165-09 |
164-21 |
|
R1 |
164-29 |
164-29 |
164-19 |
165-03 |
PP |
164-17 |
164-17 |
164-17 |
164-20 |
S1 |
164-05 |
164-05 |
164-15 |
164-11 |
S2 |
163-25 |
163-25 |
164-13 |
|
S3 |
163-01 |
163-13 |
164-10 |
|
S4 |
162-09 |
162-21 |
164-04 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
177-05 |
174-24 |
166-16 |
|
R3 |
173-04 |
170-23 |
165-12 |
|
R2 |
169-03 |
169-03 |
165-01 |
|
R1 |
166-22 |
166-22 |
164-21 |
165-28 |
PP |
165-02 |
165-02 |
165-02 |
164-21 |
S1 |
162-21 |
162-21 |
163-29 |
161-27 |
S2 |
161-01 |
161-01 |
163-17 |
|
S3 |
157-00 |
158-20 |
163-06 |
|
S4 |
152-31 |
154-19 |
162-02 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
168-03 |
2.618 |
166-28 |
1.618 |
166-04 |
1.000 |
165-21 |
0.618 |
165-12 |
HIGH |
164-29 |
0.618 |
164-20 |
0.500 |
164-17 |
0.382 |
164-14 |
LOW |
164-05 |
0.618 |
163-22 |
1.000 |
163-13 |
1.618 |
162-30 |
2.618 |
162-06 |
4.250 |
160-31 |
|
|
Fisher Pivots for day following 29-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
164-17 |
165-12 |
PP |
164-17 |
165-03 |
S1 |
164-17 |
164-26 |
|