ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 11-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2016 |
11-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
155-30 |
156-22 |
0-24 |
0.5% |
153-14 |
| High |
156-24 |
157-03 |
0-11 |
0.2% |
156-25 |
| Low |
154-14 |
155-11 |
0-29 |
0.6% |
153-09 |
| Close |
156-12 |
155-25 |
-0-19 |
-0.4% |
156-12 |
| Range |
2-10 |
1-24 |
-0-18 |
-24.3% |
3-16 |
| ATR |
1-20 |
1-20 |
0-00 |
0.6% |
0-00 |
| Volume |
333,206 |
234,858 |
-98,348 |
-29.5% |
1,380,599 |
|
| Daily Pivots for day following 11-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-10 |
160-10 |
156-24 |
|
| R3 |
159-18 |
158-18 |
156-08 |
|
| R2 |
157-26 |
157-26 |
156-03 |
|
| R1 |
156-26 |
156-26 |
155-30 |
156-14 |
| PP |
156-02 |
156-02 |
156-02 |
155-28 |
| S1 |
155-02 |
155-02 |
155-20 |
154-22 |
| S2 |
154-10 |
154-10 |
155-15 |
|
| S3 |
152-18 |
153-10 |
155-10 |
|
| S4 |
150-26 |
151-18 |
154-26 |
|
|
| 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 |
157-03 |
153-17 |
3-18 |
2.3% |
1-26 |
1.2% |
63% |
True |
False |
278,014 |
| 10 |
157-03 |
152-24 |
4-11 |
2.8% |
1-22 |
1.1% |
70% |
True |
False |
212,847 |
| 20 |
157-17 |
152-24 |
4-25 |
3.1% |
1-20 |
1.1% |
63% |
False |
False |
194,207 |
| 40 |
157-17 |
150-20 |
6-29 |
4.4% |
1-18 |
1.0% |
75% |
False |
False |
176,643 |
| 60 |
158-07 |
150-03 |
8-04 |
5.2% |
1-15 |
0.9% |
70% |
False |
False |
117,824 |
| 80 |
159-00 |
150-03 |
8-29 |
5.7% |
1-11 |
0.9% |
64% |
False |
False |
88,377 |
| 100 |
159-00 |
150-03 |
8-29 |
5.7% |
1-02 |
0.7% |
64% |
False |
False |
70,702 |
| 120 |
159-00 |
150-03 |
8-29 |
5.7% |
0-29 |
0.6% |
64% |
False |
False |
58,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-17 |
|
2.618 |
161-22 |
|
1.618 |
159-30 |
|
1.000 |
158-27 |
|
0.618 |
158-06 |
|
HIGH |
157-03 |
|
0.618 |
156-14 |
|
0.500 |
156-07 |
|
0.382 |
156-00 |
|
LOW |
155-11 |
|
0.618 |
154-08 |
|
1.000 |
153-19 |
|
1.618 |
152-16 |
|
2.618 |
150-24 |
|
4.250 |
147-29 |
|
|
| Fisher Pivots for day following 11-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
156-07 |
155-25 |
| PP |
156-02 |
155-25 |
| S1 |
155-30 |
155-24 |
|