ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 08-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2016 |
08-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
155-17 |
155-30 |
0-13 |
0.3% |
153-14 |
| High |
156-25 |
156-24 |
-0-01 |
0.0% |
156-25 |
| Low |
154-27 |
154-14 |
-0-13 |
-0.3% |
153-09 |
| Close |
156-00 |
156-12 |
0-12 |
0.2% |
156-12 |
| Range |
1-30 |
2-10 |
0-12 |
19.4% |
3-16 |
| ATR |
1-18 |
1-20 |
0-02 |
3.4% |
0-00 |
| Volume |
335,270 |
333,206 |
-2,064 |
-0.6% |
1,380,599 |
|
| Daily Pivots for day following 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-25 |
161-29 |
157-21 |
|
| R3 |
160-15 |
159-19 |
157-00 |
|
| R2 |
158-05 |
158-05 |
156-26 |
|
| R1 |
157-09 |
157-09 |
156-19 |
157-23 |
| PP |
155-27 |
155-27 |
155-27 |
156-02 |
| S1 |
154-31 |
154-31 |
156-05 |
155-13 |
| S2 |
153-17 |
153-17 |
155-30 |
|
| S3 |
151-07 |
152-21 |
155-24 |
|
| S4 |
148-29 |
150-11 |
155-03 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-31 |
164-22 |
158-10 |
|
| R3 |
162-15 |
161-06 |
157-11 |
|
| R2 |
158-31 |
158-31 |
157-01 |
|
| R1 |
157-22 |
157-22 |
156-22 |
158-10 |
| PP |
155-15 |
155-15 |
155-15 |
155-26 |
| S1 |
154-06 |
154-06 |
156-02 |
154-26 |
| S2 |
151-31 |
151-31 |
155-23 |
|
| S3 |
148-15 |
150-22 |
155-13 |
|
| S4 |
144-31 |
147-06 |
154-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
156-25 |
153-09 |
3-16 |
2.2% |
1-29 |
1.2% |
88% |
False |
False |
276,119 |
| 10 |
156-25 |
152-24 |
4-01 |
2.6% |
1-19 |
1.0% |
90% |
False |
False |
194,414 |
| 20 |
157-17 |
152-24 |
4-25 |
3.1% |
1-19 |
1.0% |
76% |
False |
False |
192,859 |
| 40 |
157-17 |
150-20 |
6-29 |
4.4% |
1-17 |
1.0% |
83% |
False |
False |
170,771 |
| 60 |
158-08 |
150-03 |
8-05 |
5.2% |
1-15 |
0.9% |
77% |
False |
False |
113,918 |
| 80 |
159-00 |
150-03 |
8-29 |
5.7% |
1-10 |
0.8% |
71% |
False |
False |
85,442 |
| 100 |
159-00 |
150-03 |
8-29 |
5.7% |
1-02 |
0.7% |
71% |
False |
False |
68,353 |
| 120 |
159-00 |
149-26 |
9-06 |
5.9% |
0-28 |
0.6% |
71% |
False |
False |
56,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-18 |
|
2.618 |
162-26 |
|
1.618 |
160-16 |
|
1.000 |
159-02 |
|
0.618 |
158-06 |
|
HIGH |
156-24 |
|
0.618 |
155-28 |
|
0.500 |
155-19 |
|
0.382 |
155-10 |
|
LOW |
154-14 |
|
0.618 |
153-00 |
|
1.000 |
152-04 |
|
1.618 |
150-22 |
|
2.618 |
148-12 |
|
4.250 |
144-20 |
|
|
| Fisher Pivots for day following 08-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
156-04 |
156-00 |
| PP |
155-27 |
155-20 |
| S1 |
155-19 |
155-08 |
|