ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 12-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2016 |
12-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
156-22 |
155-15 |
-1-07 |
-0.8% |
153-14 |
| High |
157-03 |
157-30 |
0-27 |
0.5% |
156-25 |
| Low |
155-11 |
155-01 |
-0-10 |
-0.2% |
153-09 |
| Close |
155-25 |
157-18 |
1-25 |
1.1% |
156-12 |
| Range |
1-24 |
2-29 |
1-05 |
66.1% |
3-16 |
| ATR |
1-20 |
1-23 |
0-03 |
5.6% |
0-00 |
| Volume |
234,858 |
366,106 |
131,248 |
55.9% |
1,380,599 |
|
| Daily Pivots for day following 12-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-18 |
164-15 |
159-05 |
|
| R3 |
162-21 |
161-18 |
158-12 |
|
| R2 |
159-24 |
159-24 |
158-03 |
|
| R1 |
158-21 |
158-21 |
157-27 |
159-06 |
| PP |
156-27 |
156-27 |
156-27 |
157-04 |
| S1 |
155-24 |
155-24 |
157-09 |
156-10 |
| S2 |
153-30 |
153-30 |
157-01 |
|
| S3 |
151-01 |
152-27 |
156-24 |
|
| S4 |
148-04 |
149-30 |
155-31 |
|
|
| 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 |
157-30 |
153-23 |
4-07 |
2.7% |
2-06 |
1.4% |
91% |
True |
False |
307,657 |
| 10 |
157-30 |
152-24 |
5-06 |
3.3% |
1-27 |
1.2% |
93% |
True |
False |
238,292 |
| 20 |
157-30 |
152-24 |
5-06 |
3.3% |
1-21 |
1.1% |
93% |
True |
False |
199,183 |
| 40 |
157-30 |
151-08 |
6-22 |
4.2% |
1-19 |
1.0% |
94% |
True |
False |
185,610 |
| 60 |
157-30 |
150-03 |
7-27 |
5.0% |
1-16 |
0.9% |
95% |
True |
False |
123,926 |
| 80 |
159-00 |
150-03 |
8-29 |
5.7% |
1-12 |
0.9% |
84% |
False |
False |
92,954 |
| 100 |
159-00 |
150-03 |
8-29 |
5.7% |
1-03 |
0.7% |
84% |
False |
False |
74,363 |
| 120 |
159-00 |
150-03 |
8-29 |
5.7% |
0-29 |
0.6% |
84% |
False |
False |
61,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
170-09 |
|
2.618 |
165-17 |
|
1.618 |
162-20 |
|
1.000 |
160-27 |
|
0.618 |
159-23 |
|
HIGH |
157-30 |
|
0.618 |
156-26 |
|
0.500 |
156-16 |
|
0.382 |
156-05 |
|
LOW |
155-01 |
|
0.618 |
153-08 |
|
1.000 |
152-04 |
|
1.618 |
150-11 |
|
2.618 |
147-14 |
|
4.250 |
142-22 |
|
|
| Fisher Pivots for day following 12-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
157-06 |
157-03 |
| PP |
156-27 |
156-21 |
| S1 |
156-16 |
156-06 |
|