ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 29-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2016 |
29-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
159-28 |
160-06 |
0-10 |
0.2% |
158-30 |
| High |
160-21 |
161-27 |
1-06 |
0.7% |
161-27 |
| Low |
159-04 |
159-29 |
0-25 |
0.5% |
158-24 |
| Close |
160-02 |
161-01 |
0-31 |
0.6% |
161-01 |
| Range |
1-17 |
1-30 |
0-13 |
26.5% |
3-03 |
| ATR |
1-24 |
1-24 |
0-00 |
0.8% |
0-00 |
| Volume |
280,679 |
327,517 |
46,838 |
16.7% |
1,185,243 |
|
| Daily Pivots for day following 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-24 |
165-26 |
162-03 |
|
| R3 |
164-26 |
163-28 |
161-18 |
|
| R2 |
162-28 |
162-28 |
161-12 |
|
| R1 |
161-30 |
161-30 |
161-07 |
162-13 |
| PP |
160-30 |
160-30 |
160-30 |
161-05 |
| S1 |
160-00 |
160-00 |
160-27 |
160-15 |
| S2 |
159-00 |
159-00 |
160-22 |
|
| S3 |
157-02 |
158-02 |
160-16 |
|
| S4 |
155-04 |
156-04 |
159-31 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-26 |
168-17 |
162-23 |
|
| R3 |
166-23 |
165-14 |
161-28 |
|
| R2 |
163-20 |
163-20 |
161-19 |
|
| R1 |
162-11 |
162-11 |
161-10 |
163-00 |
| PP |
160-17 |
160-17 |
160-17 |
160-28 |
| S1 |
159-08 |
159-08 |
160-24 |
159-28 |
| S2 |
157-14 |
157-14 |
160-15 |
|
| S3 |
154-11 |
156-05 |
160-06 |
|
| S4 |
151-08 |
153-02 |
159-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
161-27 |
158-24 |
3-03 |
1.9% |
1-17 |
1.0% |
74% |
True |
False |
237,048 |
| 10 |
161-27 |
157-14 |
4-13 |
2.7% |
1-25 |
1.1% |
82% |
True |
False |
282,853 |
| 20 |
161-27 |
153-07 |
8-20 |
5.4% |
1-27 |
1.1% |
91% |
True |
False |
282,631 |
| 40 |
161-27 |
151-12 |
10-15 |
6.5% |
1-26 |
1.1% |
92% |
True |
False |
243,548 |
| 60 |
161-27 |
150-03 |
11-24 |
7.3% |
1-19 |
1.0% |
93% |
True |
False |
183,226 |
| 80 |
161-27 |
150-03 |
11-24 |
7.3% |
1-17 |
0.9% |
93% |
True |
False |
137,462 |
| 100 |
161-27 |
150-03 |
11-24 |
7.3% |
1-10 |
0.8% |
93% |
True |
False |
109,971 |
| 120 |
161-27 |
150-03 |
11-24 |
7.3% |
1-03 |
0.7% |
93% |
True |
False |
91,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
170-02 |
|
2.618 |
166-29 |
|
1.618 |
164-31 |
|
1.000 |
163-25 |
|
0.618 |
163-01 |
|
HIGH |
161-27 |
|
0.618 |
161-03 |
|
0.500 |
160-28 |
|
0.382 |
160-21 |
|
LOW |
159-29 |
|
0.618 |
158-23 |
|
1.000 |
157-31 |
|
1.618 |
156-25 |
|
2.618 |
154-27 |
|
4.250 |
151-22 |
|
|
| Fisher Pivots for day following 29-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
160-31 |
160-26 |
| PP |
160-30 |
160-20 |
| S1 |
160-28 |
160-13 |
|