ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 04-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2015 |
04-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
153-15 |
153-14 |
-0-01 |
0.0% |
155-00 |
| High |
153-30 |
155-14 |
1-16 |
1.0% |
156-03 |
| Low |
153-07 |
153-09 |
0-02 |
0.0% |
152-24 |
| Close |
153-24 |
154-08 |
0-16 |
0.3% |
153-24 |
| Range |
0-23 |
2-05 |
1-14 |
200.0% |
3-11 |
| ATR |
1-15 |
1-17 |
0-02 |
3.3% |
0-00 |
| Volume |
110,289 |
225,386 |
115,097 |
104.4% |
513,014 |
|
| Daily Pivots for day following 04-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-25 |
159-22 |
155-14 |
|
| R3 |
158-20 |
157-17 |
154-27 |
|
| R2 |
156-15 |
156-15 |
154-21 |
|
| R1 |
155-12 |
155-12 |
154-14 |
155-30 |
| PP |
154-10 |
154-10 |
154-10 |
154-19 |
| S1 |
153-07 |
153-07 |
154-02 |
153-24 |
| S2 |
152-05 |
152-05 |
153-27 |
|
| S3 |
150-00 |
151-02 |
153-21 |
|
| S4 |
147-27 |
148-29 |
153-02 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-07 |
162-11 |
155-19 |
|
| R3 |
160-28 |
159-00 |
154-21 |
|
| R2 |
157-17 |
157-17 |
154-12 |
|
| R1 |
155-21 |
155-21 |
154-02 |
154-30 |
| PP |
154-06 |
154-06 |
154-06 |
153-27 |
| S1 |
152-10 |
152-10 |
153-14 |
151-18 |
| S2 |
150-27 |
150-27 |
153-04 |
|
| S3 |
147-16 |
148-31 |
152-27 |
|
| S4 |
144-05 |
145-20 |
151-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
156-03 |
152-24 |
3-11 |
2.2% |
1-17 |
1.0% |
45% |
False |
False |
147,680 |
| 10 |
156-29 |
152-24 |
4-05 |
2.7% |
1-11 |
0.9% |
36% |
False |
False |
136,636 |
| 20 |
157-17 |
151-12 |
6-05 |
4.0% |
1-20 |
1.1% |
47% |
False |
False |
190,647 |
| 40 |
157-17 |
150-03 |
7-14 |
4.8% |
1-15 |
1.0% |
56% |
False |
False |
141,903 |
| 60 |
158-08 |
150-03 |
8-05 |
5.3% |
1-13 |
0.9% |
51% |
False |
False |
94,667 |
| 80 |
159-00 |
150-03 |
8-29 |
5.8% |
1-07 |
0.8% |
47% |
False |
False |
71,001 |
| 100 |
159-00 |
150-03 |
8-29 |
5.8% |
0-31 |
0.6% |
47% |
False |
False |
56,801 |
| 120 |
159-00 |
148-11 |
10-21 |
6.9% |
0-26 |
0.5% |
55% |
False |
False |
47,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-19 |
|
2.618 |
161-03 |
|
1.618 |
158-30 |
|
1.000 |
157-19 |
|
0.618 |
156-25 |
|
HIGH |
155-14 |
|
0.618 |
154-20 |
|
0.500 |
154-12 |
|
0.382 |
154-03 |
|
LOW |
153-09 |
|
0.618 |
151-30 |
|
1.000 |
151-04 |
|
1.618 |
149-25 |
|
2.618 |
147-20 |
|
4.250 |
144-04 |
|
|
| Fisher Pivots for day following 04-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
154-12 |
154-06 |
| PP |
154-10 |
154-05 |
| S1 |
154-09 |
154-03 |
|