ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 03-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2016 |
03-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
160-29 |
163-14 |
2-17 |
1.6% |
158-30 |
| High |
163-17 |
164-07 |
0-22 |
0.4% |
161-27 |
| Low |
160-28 |
162-05 |
1-09 |
0.8% |
158-24 |
| Close |
163-01 |
162-12 |
-0-21 |
-0.4% |
161-01 |
| Range |
2-21 |
2-02 |
-0-19 |
-22.4% |
3-03 |
| ATR |
1-26 |
1-27 |
0-01 |
1.0% |
0-00 |
| Volume |
294,507 |
391,465 |
96,958 |
32.9% |
1,185,243 |
|
| Daily Pivots for day following 03-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-03 |
167-26 |
163-16 |
|
| R3 |
167-01 |
165-24 |
162-30 |
|
| R2 |
164-31 |
164-31 |
162-24 |
|
| R1 |
163-22 |
163-22 |
162-18 |
163-10 |
| PP |
162-29 |
162-29 |
162-29 |
162-23 |
| S1 |
161-20 |
161-20 |
162-06 |
161-08 |
| S2 |
160-27 |
160-27 |
162-00 |
|
| S3 |
158-25 |
159-18 |
161-26 |
|
| S4 |
156-23 |
157-16 |
161-08 |
|
|
| 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 |
164-07 |
159-04 |
5-03 |
3.1% |
1-28 |
1.2% |
64% |
True |
False |
302,741 |
| 10 |
164-07 |
158-06 |
6-01 |
3.7% |
1-23 |
1.1% |
69% |
True |
False |
272,205 |
| 20 |
164-07 |
153-23 |
10-16 |
6.5% |
1-30 |
1.2% |
82% |
True |
False |
300,228 |
| 40 |
164-07 |
152-24 |
11-15 |
7.1% |
1-24 |
1.1% |
84% |
True |
False |
242,217 |
| 60 |
164-07 |
150-03 |
14-04 |
8.7% |
1-20 |
1.0% |
87% |
True |
False |
198,310 |
| 80 |
164-07 |
150-03 |
14-04 |
8.7% |
1-17 |
0.9% |
87% |
True |
False |
148,781 |
| 100 |
164-07 |
150-03 |
14-04 |
8.7% |
1-12 |
0.9% |
87% |
True |
False |
119,026 |
| 120 |
164-07 |
150-03 |
14-04 |
8.7% |
1-05 |
0.7% |
87% |
True |
False |
99,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
173-00 |
|
2.618 |
169-20 |
|
1.618 |
167-18 |
|
1.000 |
166-09 |
|
0.618 |
165-16 |
|
HIGH |
164-07 |
|
0.618 |
163-14 |
|
0.500 |
163-06 |
|
0.382 |
162-30 |
|
LOW |
162-05 |
|
0.618 |
160-28 |
|
1.000 |
160-03 |
|
1.618 |
158-26 |
|
2.618 |
156-24 |
|
4.250 |
153-12 |
|
|
| Fisher Pivots for day following 03-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163-06 |
162-12 |
| PP |
162-29 |
162-11 |
| S1 |
162-21 |
162-11 |
|