ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 24-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2016 |
24-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
166-15 |
167-03 |
0-20 |
0.4% |
166-10 |
| High |
167-14 |
168-25 |
1-11 |
0.8% |
167-04 |
| Low |
164-25 |
166-09 |
1-16 |
0.9% |
163-30 |
| Close |
166-24 |
166-22 |
-0-02 |
0.0% |
166-19 |
| Range |
2-21 |
2-16 |
-0-05 |
-5.9% |
3-06 |
| ATR |
2-01 |
2-02 |
0-01 |
1.7% |
0-00 |
| Volume |
444,435 |
539,441 |
95,006 |
21.4% |
1,230,552 |
|
| Daily Pivots for day following 24-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174-24 |
173-07 |
168-02 |
|
| R3 |
172-08 |
170-23 |
167-12 |
|
| R2 |
169-24 |
169-24 |
167-05 |
|
| R1 |
168-07 |
168-07 |
166-29 |
167-24 |
| PP |
167-08 |
167-08 |
167-08 |
167-00 |
| S1 |
165-23 |
165-23 |
166-15 |
165-08 |
| S2 |
164-24 |
164-24 |
166-07 |
|
| S3 |
162-08 |
163-07 |
166-00 |
|
| S4 |
159-24 |
160-23 |
165-10 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
175-14 |
174-07 |
168-11 |
|
| R3 |
172-08 |
171-01 |
167-15 |
|
| R2 |
169-02 |
169-02 |
167-06 |
|
| R1 |
167-27 |
167-27 |
166-28 |
168-14 |
| PP |
165-28 |
165-28 |
165-28 |
166-06 |
| S1 |
164-21 |
164-21 |
166-10 |
165-08 |
| S2 |
162-22 |
162-22 |
166-00 |
|
| S3 |
159-16 |
161-15 |
165-23 |
|
| S4 |
156-10 |
158-09 |
164-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
168-25 |
164-11 |
4-14 |
2.7% |
1-30 |
1.2% |
53% |
True |
False |
355,542 |
| 10 |
170-26 |
163-30 |
6-28 |
4.1% |
2-06 |
1.3% |
40% |
False |
False |
366,386 |
| 20 |
170-26 |
158-31 |
11-27 |
7.1% |
2-02 |
1.2% |
65% |
False |
False |
338,346 |
| 40 |
170-26 |
152-24 |
18-02 |
10.8% |
1-30 |
1.2% |
77% |
False |
False |
300,368 |
| 60 |
170-26 |
151-12 |
19-14 |
11.7% |
1-28 |
1.1% |
79% |
False |
False |
270,960 |
| 80 |
170-26 |
150-03 |
20-23 |
12.4% |
1-23 |
1.0% |
80% |
False |
False |
211,926 |
| 100 |
170-26 |
150-03 |
20-23 |
12.4% |
1-20 |
1.0% |
80% |
False |
False |
169,564 |
| 120 |
170-26 |
150-03 |
20-23 |
12.4% |
1-13 |
0.8% |
80% |
False |
False |
141,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
179-13 |
|
2.618 |
175-10 |
|
1.618 |
172-26 |
|
1.000 |
171-09 |
|
0.618 |
170-10 |
|
HIGH |
168-25 |
|
0.618 |
167-26 |
|
0.500 |
167-17 |
|
0.382 |
167-08 |
|
LOW |
166-09 |
|
0.618 |
164-24 |
|
1.000 |
163-25 |
|
1.618 |
162-08 |
|
2.618 |
159-24 |
|
4.250 |
155-21 |
|
|
| Fisher Pivots for day following 24-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
167-17 |
166-25 |
| PP |
167-08 |
166-24 |
| S1 |
166-31 |
166-23 |
|