ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 27-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2016 |
27-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
160-02 |
160-05 |
0-03 |
0.1% |
159-07 |
| High |
160-28 |
160-14 |
-0-14 |
-0.3% |
161-18 |
| Low |
159-15 |
158-31 |
-0-16 |
-0.3% |
158-01 |
| Close |
160-05 |
160-00 |
-0-05 |
-0.1% |
159-01 |
| Range |
1-13 |
1-15 |
0-02 |
4.4% |
3-17 |
| ATR |
1-25 |
1-24 |
-0-01 |
-1.3% |
0-00 |
| Volume |
189,809 |
199,337 |
9,528 |
5.0% |
1,282,454 |
|
| Daily Pivots for day following 27-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-07 |
163-18 |
160-26 |
|
| R3 |
162-24 |
162-03 |
160-13 |
|
| R2 |
161-09 |
161-09 |
160-09 |
|
| R1 |
160-20 |
160-20 |
160-04 |
160-07 |
| PP |
159-26 |
159-26 |
159-26 |
159-19 |
| S1 |
159-05 |
159-05 |
159-28 |
158-24 |
| S2 |
158-11 |
158-11 |
159-23 |
|
| S3 |
156-28 |
157-22 |
159-19 |
|
| S4 |
155-13 |
156-07 |
159-06 |
|
|
| 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 |
161-04 |
158-06 |
2-30 |
1.8% |
1-17 |
1.0% |
62% |
False |
False |
241,670 |
| 10 |
161-18 |
156-23 |
4-27 |
3.0% |
1-28 |
1.2% |
68% |
False |
False |
295,258 |
| 20 |
161-18 |
152-24 |
8-26 |
5.5% |
1-27 |
1.2% |
82% |
False |
False |
266,775 |
| 40 |
161-18 |
151-12 |
10-06 |
6.4% |
1-26 |
1.1% |
85% |
False |
False |
240,066 |
| 60 |
161-18 |
150-03 |
11-15 |
7.2% |
1-19 |
1.0% |
86% |
False |
False |
173,109 |
| 80 |
161-18 |
150-03 |
11-15 |
7.2% |
1-17 |
1.0% |
86% |
False |
False |
129,860 |
| 100 |
161-18 |
150-03 |
11-15 |
7.2% |
1-09 |
0.8% |
86% |
False |
False |
103,889 |
| 120 |
161-18 |
150-03 |
11-15 |
7.2% |
1-02 |
0.7% |
86% |
False |
False |
86,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-22 |
|
2.618 |
164-09 |
|
1.618 |
162-26 |
|
1.000 |
161-29 |
|
0.618 |
161-11 |
|
HIGH |
160-14 |
|
0.618 |
159-28 |
|
0.500 |
159-22 |
|
0.382 |
159-17 |
|
LOW |
158-31 |
|
0.618 |
158-02 |
|
1.000 |
157-16 |
|
1.618 |
156-19 |
|
2.618 |
155-04 |
|
4.250 |
152-23 |
|
|
| Fisher Pivots for day following 27-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
159-29 |
159-30 |
| PP |
159-26 |
159-28 |
| S1 |
159-22 |
159-26 |
|