ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 17-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2016 |
17-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
166-10 |
165-25 |
-0-17 |
-0.3% |
163-16 |
| High |
166-16 |
166-12 |
-0-04 |
-0.1% |
170-26 |
| Low |
165-02 |
163-30 |
-1-04 |
-0.7% |
162-28 |
| Close |
165-23 |
164-18 |
-1-05 |
-0.7% |
166-15 |
| Range |
1-14 |
2-14 |
1-00 |
69.6% |
7-30 |
| ATR |
2-02 |
2-03 |
0-01 |
1.3% |
0-00 |
| Volume |
334,470 |
321,814 |
-12,656 |
-3.8% |
1,968,345 |
|
| Daily Pivots for day following 17-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172-09 |
170-27 |
165-29 |
|
| R3 |
169-27 |
168-13 |
165-07 |
|
| R2 |
167-13 |
167-13 |
165-00 |
|
| R1 |
165-31 |
165-31 |
164-25 |
165-15 |
| PP |
164-31 |
164-31 |
164-31 |
164-22 |
| S1 |
163-17 |
163-17 |
164-11 |
163-01 |
| S2 |
162-17 |
162-17 |
164-04 |
|
| S3 |
160-03 |
161-03 |
163-29 |
|
| S4 |
157-21 |
158-21 |
163-07 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
190-17 |
186-14 |
170-27 |
|
| R3 |
182-19 |
178-16 |
168-21 |
|
| R2 |
174-21 |
174-21 |
167-30 |
|
| R1 |
170-18 |
170-18 |
167-06 |
172-20 |
| PP |
166-23 |
166-23 |
166-23 |
167-24 |
| S1 |
162-20 |
162-20 |
165-24 |
164-22 |
| S2 |
158-25 |
158-25 |
165-00 |
|
| S3 |
150-27 |
154-22 |
164-09 |
|
| S4 |
142-29 |
146-24 |
162-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
170-26 |
163-30 |
6-28 |
4.2% |
2-14 |
1.5% |
9% |
False |
True |
377,231 |
| 10 |
170-26 |
161-21 |
9-05 |
5.6% |
2-08 |
1.4% |
32% |
False |
False |
366,764 |
| 20 |
170-26 |
158-06 |
12-20 |
7.7% |
2-01 |
1.2% |
50% |
False |
False |
319,087 |
| 40 |
170-26 |
152-24 |
18-02 |
11.0% |
1-27 |
1.1% |
65% |
False |
False |
271,625 |
| 60 |
170-26 |
151-12 |
19-14 |
11.8% |
1-26 |
1.1% |
68% |
False |
False |
252,711 |
| 80 |
170-26 |
150-03 |
20-23 |
12.6% |
1-21 |
1.0% |
70% |
False |
False |
189,717 |
| 100 |
170-26 |
150-03 |
20-23 |
12.6% |
1-19 |
1.0% |
70% |
False |
False |
151,788 |
| 120 |
170-26 |
150-03 |
20-23 |
12.6% |
1-10 |
0.8% |
70% |
False |
False |
126,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
176-24 |
|
2.618 |
172-24 |
|
1.618 |
170-10 |
|
1.000 |
168-26 |
|
0.618 |
167-28 |
|
HIGH |
166-12 |
|
0.618 |
165-14 |
|
0.500 |
165-05 |
|
0.382 |
164-28 |
|
LOW |
163-30 |
|
0.618 |
162-14 |
|
1.000 |
161-16 |
|
1.618 |
160-00 |
|
2.618 |
157-18 |
|
4.250 |
153-18 |
|
|
| Fisher Pivots for day following 17-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
165-05 |
166-10 |
| PP |
164-31 |
165-23 |
| S1 |
164-24 |
165-04 |
|