ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 21-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2016 |
21-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
158-28 |
160-15 |
1-19 |
1.0% |
156-22 |
| High |
161-18 |
161-04 |
-0-14 |
-0.3% |
159-24 |
| Low |
158-26 |
159-09 |
0-15 |
0.3% |
155-01 |
| Close |
160-14 |
159-18 |
-0-28 |
-0.5% |
159-04 |
| Range |
2-24 |
1-27 |
-0-29 |
-33.0% |
4-23 |
| ATR |
1-28 |
1-28 |
0-00 |
-0.1% |
0-00 |
| Volume |
383,519 |
361,166 |
-22,353 |
-5.8% |
1,694,048 |
|
| Daily Pivots for day following 21-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-17 |
164-12 |
160-18 |
|
| R3 |
163-22 |
162-17 |
160-02 |
|
| R2 |
161-27 |
161-27 |
159-29 |
|
| R1 |
160-22 |
160-22 |
159-23 |
160-11 |
| PP |
160-00 |
160-00 |
160-00 |
159-26 |
| S1 |
158-27 |
158-27 |
159-13 |
158-16 |
| S2 |
158-05 |
158-05 |
159-07 |
|
| S3 |
156-10 |
157-00 |
159-02 |
|
| S4 |
154-15 |
155-05 |
158-18 |
|
|
| 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 |
156-30 |
4-20 |
2.9% |
2-03 |
1.3% |
57% |
False |
False |
342,345 |
| 10 |
161-18 |
154-14 |
7-04 |
4.5% |
2-06 |
1.4% |
72% |
False |
False |
337,484 |
| 20 |
161-18 |
152-24 |
8-26 |
5.5% |
1-26 |
1.1% |
77% |
False |
False |
245,661 |
| 40 |
161-18 |
151-12 |
10-06 |
6.4% |
1-24 |
1.1% |
80% |
False |
False |
236,133 |
| 60 |
161-18 |
150-03 |
11-15 |
7.2% |
1-18 |
1.0% |
83% |
False |
False |
159,004 |
| 80 |
161-18 |
150-03 |
11-15 |
7.2% |
1-16 |
0.9% |
83% |
False |
False |
119,271 |
| 100 |
161-18 |
150-03 |
11-15 |
7.2% |
1-07 |
0.8% |
83% |
False |
False |
95,417 |
| 120 |
161-18 |
150-03 |
11-15 |
7.2% |
1-01 |
0.6% |
83% |
False |
False |
79,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168-31 |
|
2.618 |
165-30 |
|
1.618 |
164-03 |
|
1.000 |
162-31 |
|
0.618 |
162-08 |
|
HIGH |
161-04 |
|
0.618 |
160-13 |
|
0.500 |
160-06 |
|
0.382 |
160-00 |
|
LOW |
159-09 |
|
0.618 |
158-05 |
|
1.000 |
157-14 |
|
1.618 |
156-10 |
|
2.618 |
154-15 |
|
4.250 |
151-14 |
|
|
| Fisher Pivots for day following 21-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
160-06 |
159-26 |
| PP |
160-00 |
159-23 |
| S1 |
159-25 |
159-20 |
|