ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 22-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2016 |
22-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
158-31 |
158-00 |
-0-31 |
-0.6% |
157-29 |
| High |
159-20 |
158-12 |
-1-08 |
-0.8% |
160-02 |
| Low |
157-31 |
156-29 |
-1-02 |
-0.7% |
156-28 |
| Close |
158-06 |
157-21 |
-0-17 |
-0.3% |
157-21 |
| Range |
1-21 |
1-15 |
-0-06 |
-11.3% |
3-06 |
| ATR |
1-10 |
1-10 |
0-00 |
0.9% |
0-00 |
| Volume |
199 |
120 |
-79 |
-39.7% |
944 |
|
| Daily Pivots for day following 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-02 |
161-10 |
158-15 |
|
| R3 |
160-19 |
159-27 |
158-02 |
|
| R2 |
159-04 |
159-04 |
157-30 |
|
| R1 |
158-12 |
158-12 |
157-25 |
158-01 |
| PP |
157-21 |
157-21 |
157-21 |
157-15 |
| S1 |
156-29 |
156-29 |
157-17 |
156-18 |
| S2 |
156-06 |
156-06 |
157-12 |
|
| S3 |
154-23 |
155-14 |
157-08 |
|
| S4 |
153-08 |
153-31 |
156-27 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-24 |
165-29 |
159-13 |
|
| R3 |
164-18 |
162-23 |
158-17 |
|
| R2 |
161-12 |
161-12 |
158-08 |
|
| R1 |
159-17 |
159-17 |
157-30 |
158-28 |
| PP |
158-06 |
158-06 |
158-06 |
157-28 |
| S1 |
156-11 |
156-11 |
157-12 |
155-22 |
| S2 |
155-00 |
155-00 |
157-02 |
|
| S3 |
151-26 |
153-05 |
156-25 |
|
| S4 |
148-20 |
149-31 |
155-29 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-20 |
|
2.618 |
162-07 |
|
1.618 |
160-24 |
|
1.000 |
159-27 |
|
0.618 |
159-09 |
|
HIGH |
158-12 |
|
0.618 |
157-26 |
|
0.500 |
157-21 |
|
0.382 |
157-15 |
|
LOW |
156-29 |
|
0.618 |
156-00 |
|
1.000 |
155-14 |
|
1.618 |
154-17 |
|
2.618 |
153-02 |
|
4.250 |
150-21 |
|
|
| Fisher Pivots for day following 22-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
157-21 |
158-16 |
| PP |
157-21 |
158-07 |
| S1 |
157-21 |
157-30 |
|