ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 08-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2016 |
08-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
163-06 |
163-16 |
0-10 |
0.2% |
161-08 |
| High |
163-22 |
166-04 |
2-14 |
1.5% |
164-07 |
| Low |
162-04 |
162-28 |
0-24 |
0.5% |
160-15 |
| Close |
163-08 |
166-01 |
2-25 |
1.7% |
163-08 |
| Range |
1-18 |
3-08 |
1-22 |
108.0% |
3-24 |
| ATR |
1-25 |
1-29 |
0-03 |
5.8% |
0-00 |
| Volume |
351,374 |
363,230 |
11,856 |
3.4% |
1,557,061 |
|
| Daily Pivots for day following 08-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174-24 |
173-21 |
167-26 |
|
| R3 |
171-16 |
170-13 |
166-30 |
|
| R2 |
168-08 |
168-08 |
166-20 |
|
| R1 |
167-05 |
167-05 |
166-11 |
167-22 |
| PP |
165-00 |
165-00 |
165-00 |
165-09 |
| S1 |
163-29 |
163-29 |
165-23 |
164-14 |
| S2 |
161-24 |
161-24 |
165-14 |
|
| S3 |
158-16 |
160-21 |
165-04 |
|
| S4 |
155-08 |
157-13 |
164-08 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173-29 |
172-10 |
165-10 |
|
| R3 |
170-05 |
168-18 |
164-09 |
|
| R2 |
166-13 |
166-13 |
163-30 |
|
| R1 |
164-26 |
164-26 |
163-19 |
165-20 |
| PP |
162-21 |
162-21 |
162-21 |
163-01 |
| S1 |
161-02 |
161-02 |
162-29 |
161-28 |
| S2 |
158-29 |
158-29 |
162-18 |
|
| S3 |
155-05 |
157-10 |
162-07 |
|
| S4 |
151-13 |
153-18 |
161-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
166-04 |
160-28 |
5-08 |
3.2% |
2-07 |
1.3% |
98% |
True |
False |
340,150 |
| 10 |
166-04 |
158-31 |
7-05 |
4.3% |
1-28 |
1.1% |
99% |
True |
False |
291,763 |
| 20 |
166-04 |
155-01 |
11-03 |
6.7% |
1-31 |
1.2% |
99% |
True |
False |
304,101 |
| 40 |
166-04 |
152-24 |
13-12 |
8.1% |
1-25 |
1.1% |
99% |
True |
False |
248,480 |
| 60 |
166-04 |
150-20 |
15-16 |
9.3% |
1-21 |
1.0% |
99% |
True |
False |
215,215 |
| 80 |
166-04 |
150-03 |
16-01 |
9.7% |
1-19 |
1.0% |
99% |
True |
False |
161,464 |
| 100 |
166-04 |
150-03 |
16-01 |
9.7% |
1-14 |
0.9% |
99% |
True |
False |
129,174 |
| 120 |
166-04 |
150-03 |
16-01 |
9.7% |
1-07 |
0.7% |
99% |
True |
False |
107,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
179-30 |
|
2.618 |
174-20 |
|
1.618 |
171-12 |
|
1.000 |
169-12 |
|
0.618 |
168-04 |
|
HIGH |
166-04 |
|
0.618 |
164-28 |
|
0.500 |
164-16 |
|
0.382 |
164-04 |
|
LOW |
162-28 |
|
0.618 |
160-28 |
|
1.000 |
159-20 |
|
1.618 |
157-20 |
|
2.618 |
154-12 |
|
4.250 |
149-02 |
|
|
| Fisher Pivots for day following 08-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
165-17 |
165-10 |
| PP |
165-00 |
164-19 |
| S1 |
164-16 |
163-28 |
|