ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 10-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2016 |
10-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
165-22 |
166-08 |
0-18 |
0.3% |
161-08 |
| High |
167-09 |
167-29 |
0-20 |
0.4% |
164-07 |
| Low |
165-08 |
165-08 |
0-00 |
0.0% |
160-15 |
| Close |
166-04 |
167-02 |
0-30 |
0.6% |
163-08 |
| Range |
2-01 |
2-21 |
0-20 |
30.8% |
3-24 |
| ATR |
1-29 |
1-31 |
0-02 |
2.8% |
0-00 |
| Volume |
375,240 |
329,883 |
-45,357 |
-12.1% |
1,557,061 |
|
| Daily Pivots for day following 10-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174-23 |
173-17 |
168-17 |
|
| R3 |
172-02 |
170-28 |
167-25 |
|
| R2 |
169-13 |
169-13 |
167-18 |
|
| R1 |
168-07 |
168-07 |
167-10 |
168-26 |
| PP |
166-24 |
166-24 |
166-24 |
167-01 |
| S1 |
165-18 |
165-18 |
166-26 |
166-05 |
| S2 |
164-03 |
164-03 |
166-18 |
|
| S3 |
161-14 |
162-29 |
166-11 |
|
| S4 |
158-25 |
160-08 |
165-19 |
|
|
| 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 |
167-29 |
161-21 |
6-08 |
3.7% |
2-07 |
1.3% |
87% |
True |
False |
343,980 |
| 10 |
167-29 |
159-04 |
8-25 |
5.3% |
2-02 |
1.2% |
90% |
True |
False |
323,361 |
| 20 |
167-29 |
156-23 |
11-06 |
6.7% |
1-31 |
1.2% |
92% |
True |
False |
309,309 |
| 40 |
167-29 |
152-24 |
15-05 |
9.1% |
1-26 |
1.1% |
94% |
True |
False |
254,246 |
| 60 |
167-29 |
151-08 |
16-21 |
10.0% |
1-23 |
1.0% |
95% |
True |
False |
226,843 |
| 80 |
167-29 |
150-03 |
17-26 |
10.7% |
1-20 |
1.0% |
95% |
True |
False |
170,272 |
| 100 |
167-29 |
150-03 |
17-26 |
10.7% |
1-16 |
0.9% |
95% |
True |
False |
136,225 |
| 120 |
167-29 |
150-03 |
17-26 |
10.7% |
1-08 |
0.7% |
95% |
True |
False |
113,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
179-06 |
|
2.618 |
174-28 |
|
1.618 |
172-07 |
|
1.000 |
170-18 |
|
0.618 |
169-18 |
|
HIGH |
167-29 |
|
0.618 |
166-29 |
|
0.500 |
166-18 |
|
0.382 |
166-08 |
|
LOW |
165-08 |
|
0.618 |
163-19 |
|
1.000 |
162-19 |
|
1.618 |
160-30 |
|
2.618 |
158-09 |
|
4.250 |
153-31 |
|
|
| Fisher Pivots for day following 10-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
166-29 |
166-16 |
| PP |
166-24 |
165-30 |
| S1 |
166-18 |
165-12 |
|