ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 08-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2016 |
08-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
161-00 |
163-06 |
2-06 |
1.4% |
163-09 |
| High |
161-02 |
163-06 |
2-04 |
1.3% |
163-09 |
| Low |
161-00 |
162-22 |
1-22 |
1.0% |
161-00 |
| Close |
161-02 |
162-22 |
1-20 |
1.0% |
161-00 |
| Range |
0-02 |
0-16 |
0-14 |
700.0% |
2-09 |
| ATR |
0-31 |
1-01 |
0-03 |
8.7% |
0-00 |
| Volume |
1 |
2 |
1 |
100.0% |
1 |
|
| Daily Pivots for day following 08-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-11 |
164-01 |
162-31 |
|
| R3 |
163-27 |
163-17 |
162-26 |
|
| R2 |
163-11 |
163-11 |
162-25 |
|
| R1 |
163-01 |
163-01 |
162-23 |
162-30 |
| PP |
162-27 |
162-27 |
162-27 |
162-26 |
| S1 |
162-17 |
162-17 |
162-21 |
162-14 |
| S2 |
162-11 |
162-11 |
162-19 |
|
| S3 |
161-27 |
162-01 |
162-18 |
|
| S4 |
161-11 |
161-17 |
162-13 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-19 |
167-03 |
162-08 |
|
| R3 |
166-10 |
164-26 |
161-20 |
|
| R2 |
164-01 |
164-01 |
161-13 |
|
| R1 |
162-17 |
162-17 |
161-07 |
162-05 |
| PP |
161-24 |
161-24 |
161-24 |
161-18 |
| S1 |
160-08 |
160-08 |
160-25 |
159-27 |
| S2 |
159-15 |
159-15 |
160-19 |
|
| S3 |
157-06 |
157-31 |
160-12 |
|
| S4 |
154-29 |
155-22 |
159-24 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-10 |
|
2.618 |
164-16 |
|
1.618 |
164-00 |
|
1.000 |
163-22 |
|
0.618 |
163-16 |
|
HIGH |
163-06 |
|
0.618 |
163-00 |
|
0.500 |
162-30 |
|
0.382 |
162-28 |
|
LOW |
162-22 |
|
0.618 |
162-12 |
|
1.000 |
162-06 |
|
1.618 |
161-28 |
|
2.618 |
161-12 |
|
4.250 |
160-18 |
|
|
| Fisher Pivots for day following 08-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
162-30 |
162-16 |
| PP |
162-27 |
162-09 |
| S1 |
162-25 |
162-03 |
|