ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 22-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2016 |
22-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
160-15 |
159-12 |
-1-03 |
-0.7% |
159-07 |
| High |
161-04 |
159-27 |
-1-09 |
-0.8% |
161-18 |
| Low |
159-09 |
158-06 |
-1-03 |
-0.7% |
158-01 |
| Close |
159-18 |
159-01 |
-0-17 |
-0.3% |
159-01 |
| Range |
1-27 |
1-21 |
-0-06 |
-10.2% |
3-17 |
| ATR |
1-28 |
1-27 |
0-00 |
-0.8% |
0-00 |
| Volume |
361,166 |
270,137 |
-91,029 |
-25.2% |
1,282,454 |
|
| Daily Pivots for day following 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-00 |
163-05 |
159-30 |
|
| R3 |
162-11 |
161-16 |
159-16 |
|
| R2 |
160-22 |
160-22 |
159-11 |
|
| R1 |
159-27 |
159-27 |
159-06 |
159-14 |
| PP |
159-01 |
159-01 |
159-01 |
158-26 |
| S1 |
158-06 |
158-06 |
158-28 |
157-25 |
| S2 |
157-12 |
157-12 |
158-23 |
|
| S3 |
155-23 |
156-17 |
158-18 |
|
| S4 |
154-02 |
154-28 |
158-04 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170-04 |
168-04 |
160-31 |
|
| R3 |
166-19 |
164-19 |
160-00 |
|
| R2 |
163-02 |
163-02 |
159-22 |
|
| R1 |
161-02 |
161-02 |
159-11 |
160-10 |
| PP |
159-17 |
159-17 |
159-17 |
159-05 |
| S1 |
157-17 |
157-17 |
158-23 |
156-24 |
| S2 |
156-00 |
156-00 |
158-12 |
|
| S3 |
152-15 |
154-00 |
158-02 |
|
| S4 |
148-30 |
150-15 |
157-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
161-18 |
157-14 |
4-04 |
2.6% |
2-01 |
1.3% |
39% |
False |
False |
328,657 |
| 10 |
161-18 |
154-14 |
7-04 |
4.5% |
2-05 |
1.3% |
64% |
False |
False |
330,970 |
| 20 |
161-18 |
152-24 |
8-26 |
5.5% |
1-26 |
1.1% |
71% |
False |
False |
253,067 |
| 40 |
161-18 |
151-12 |
10-06 |
6.4% |
1-24 |
1.1% |
75% |
False |
False |
238,596 |
| 60 |
161-18 |
150-03 |
11-15 |
7.2% |
1-19 |
1.0% |
78% |
False |
False |
163,506 |
| 80 |
161-18 |
150-03 |
11-15 |
7.2% |
1-17 |
1.0% |
78% |
False |
False |
122,648 |
| 100 |
161-18 |
150-03 |
11-15 |
7.2% |
1-08 |
0.8% |
78% |
False |
False |
98,118 |
| 120 |
161-18 |
150-03 |
11-15 |
7.2% |
1-01 |
0.7% |
78% |
False |
False |
81,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-28 |
|
2.618 |
164-06 |
|
1.618 |
162-17 |
|
1.000 |
161-16 |
|
0.618 |
160-28 |
|
HIGH |
159-27 |
|
0.618 |
159-07 |
|
0.500 |
159-00 |
|
0.382 |
158-26 |
|
LOW |
158-06 |
|
0.618 |
157-05 |
|
1.000 |
156-17 |
|
1.618 |
155-16 |
|
2.618 |
153-27 |
|
4.250 |
151-05 |
|
|
| Fisher Pivots for day following 22-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
159-01 |
159-28 |
| PP |
159-01 |
159-19 |
| S1 |
159-00 |
159-10 |
|