ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 20-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2016 |
20-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
159-07 |
158-28 |
-0-11 |
-0.2% |
156-22 |
| High |
159-22 |
161-18 |
1-28 |
1.2% |
159-24 |
| Low |
158-01 |
158-26 |
0-25 |
0.5% |
155-01 |
| Close |
159-12 |
160-14 |
1-02 |
0.7% |
159-04 |
| Range |
1-21 |
2-24 |
1-03 |
66.0% |
4-23 |
| ATR |
1-26 |
1-28 |
0-02 |
3.8% |
0-00 |
| Volume |
267,632 |
383,519 |
115,887 |
43.3% |
1,694,048 |
|
| Daily Pivots for day following 20-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-17 |
167-07 |
161-30 |
|
| R3 |
165-25 |
164-15 |
161-06 |
|
| R2 |
163-01 |
163-01 |
160-30 |
|
| R1 |
161-23 |
161-23 |
160-22 |
162-12 |
| PP |
160-09 |
160-09 |
160-09 |
160-19 |
| S1 |
158-31 |
158-31 |
160-06 |
159-20 |
| S2 |
157-17 |
157-17 |
159-30 |
|
| S3 |
154-25 |
156-07 |
159-22 |
|
| S4 |
152-01 |
153-15 |
158-30 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172-04 |
170-11 |
161-23 |
|
| R3 |
167-13 |
165-20 |
160-14 |
|
| R2 |
162-22 |
162-22 |
160-00 |
|
| R1 |
160-29 |
160-29 |
159-18 |
161-26 |
| PP |
157-31 |
157-31 |
157-31 |
158-13 |
| S1 |
156-06 |
156-06 |
158-22 |
157-02 |
| S2 |
153-08 |
153-08 |
158-08 |
|
| S3 |
148-17 |
151-15 |
157-26 |
|
| S4 |
143-26 |
146-24 |
156-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
161-18 |
156-23 |
4-27 |
3.0% |
2-06 |
1.4% |
77% |
True |
False |
348,847 |
| 10 |
161-18 |
153-23 |
7-27 |
4.9% |
2-06 |
1.4% |
86% |
True |
False |
328,252 |
| 20 |
161-18 |
152-24 |
8-26 |
5.5% |
1-25 |
1.1% |
87% |
True |
False |
234,400 |
| 40 |
161-18 |
151-12 |
10-06 |
6.3% |
1-23 |
1.1% |
89% |
True |
False |
228,712 |
| 60 |
161-18 |
150-03 |
11-15 |
7.1% |
1-19 |
1.0% |
90% |
True |
False |
152,985 |
| 80 |
161-18 |
150-03 |
11-15 |
7.1% |
1-16 |
0.9% |
90% |
True |
False |
114,757 |
| 100 |
161-18 |
150-03 |
11-15 |
7.1% |
1-07 |
0.8% |
90% |
True |
False |
91,805 |
| 120 |
161-18 |
150-03 |
11-15 |
7.1% |
1-00 |
0.6% |
90% |
True |
False |
76,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
173-08 |
|
2.618 |
168-24 |
|
1.618 |
166-00 |
|
1.000 |
164-10 |
|
0.618 |
163-08 |
|
HIGH |
161-18 |
|
0.618 |
160-16 |
|
0.500 |
160-06 |
|
0.382 |
159-28 |
|
LOW |
158-26 |
|
0.618 |
157-04 |
|
1.000 |
156-02 |
|
1.618 |
154-12 |
|
2.618 |
151-20 |
|
4.250 |
147-04 |
|
|
| Fisher Pivots for day following 20-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
160-11 |
160-04 |
| PP |
160-09 |
159-26 |
| S1 |
160-06 |
159-16 |
|