ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 29-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2016 |
29-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
158-20 |
158-23 |
0-03 |
0.1% |
157-23 |
| High |
159-03 |
160-16 |
1-13 |
0.9% |
160-16 |
| Low |
158-00 |
158-23 |
0-23 |
0.5% |
157-23 |
| Close |
158-23 |
159-23 |
1-00 |
0.6% |
159-23 |
| Range |
1-03 |
1-25 |
0-22 |
62.8% |
2-25 |
| ATR |
1-07 |
1-08 |
0-01 |
3.2% |
0-00 |
| Volume |
981 |
1,798 |
817 |
83.3% |
3,257 |
|
| Daily Pivots for day following 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-00 |
164-04 |
160-22 |
|
| R3 |
163-07 |
162-11 |
160-07 |
|
| R2 |
161-14 |
161-14 |
160-01 |
|
| R1 |
160-18 |
160-18 |
159-28 |
161-00 |
| PP |
159-21 |
159-21 |
159-21 |
159-28 |
| S1 |
158-25 |
158-25 |
159-18 |
159-07 |
| S2 |
157-28 |
157-28 |
159-13 |
|
| S3 |
156-03 |
157-00 |
159-07 |
|
| S4 |
154-10 |
155-07 |
158-24 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-21 |
166-15 |
161-08 |
|
| R3 |
164-28 |
163-22 |
160-15 |
|
| R2 |
162-03 |
162-03 |
160-07 |
|
| R1 |
160-29 |
160-29 |
159-31 |
161-16 |
| PP |
159-10 |
159-10 |
159-10 |
159-20 |
| S1 |
158-04 |
158-04 |
159-15 |
158-23 |
| S2 |
156-17 |
156-17 |
159-07 |
|
| S3 |
153-24 |
155-11 |
158-31 |
|
| S4 |
150-31 |
152-18 |
158-06 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168-02 |
|
2.618 |
165-05 |
|
1.618 |
163-12 |
|
1.000 |
162-09 |
|
0.618 |
161-19 |
|
HIGH |
160-16 |
|
0.618 |
159-26 |
|
0.500 |
159-20 |
|
0.382 |
159-13 |
|
LOW |
158-23 |
|
0.618 |
157-20 |
|
1.000 |
156-30 |
|
1.618 |
155-27 |
|
2.618 |
154-02 |
|
4.250 |
151-05 |
|
|
| Fisher Pivots for day following 29-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
159-22 |
159-17 |
| PP |
159-21 |
159-10 |
| S1 |
159-20 |
159-04 |
|