ECBOT 30 Year Treasury Bond Future September 2016
Trading Metrics calculated at close of trading on 15-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2016 |
15-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
160-07 |
161-04 |
0-29 |
0.6% |
161-00 |
High |
160-07 |
161-04 |
0-29 |
0.6% |
163-06 |
Low |
160-07 |
160-10 |
0-03 |
0.1% |
159-31 |
Close |
160-07 |
160-14 |
0-07 |
0.1% |
159-31 |
Range |
0-00 |
0-26 |
0-26 |
|
3-07 |
ATR |
1-00 |
0-31 |
0-00 |
-0.6% |
0-00 |
Volume |
0 |
5 |
5 |
|
9 |
|
Daily Pivots for day following 15-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163-02 |
162-18 |
160-28 |
|
R3 |
162-08 |
161-24 |
160-21 |
|
R2 |
161-14 |
161-14 |
160-19 |
|
R1 |
160-30 |
160-30 |
160-16 |
160-25 |
PP |
160-20 |
160-20 |
160-20 |
160-18 |
S1 |
160-04 |
160-04 |
160-12 |
159-31 |
S2 |
159-26 |
159-26 |
160-09 |
|
S3 |
159-00 |
159-10 |
160-07 |
|
S4 |
158-06 |
158-16 |
160-00 |
|
|
Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
170-22 |
168-18 |
161-24 |
|
R3 |
167-15 |
165-11 |
160-27 |
|
R2 |
164-08 |
164-08 |
160-18 |
|
R1 |
162-04 |
162-04 |
160-08 |
161-19 |
PP |
161-01 |
161-01 |
161-01 |
160-25 |
S1 |
158-29 |
158-29 |
159-22 |
158-12 |
S2 |
157-26 |
157-26 |
159-12 |
|
S3 |
154-19 |
155-22 |
159-03 |
|
S4 |
151-12 |
152-15 |
158-06 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
164-18 |
2.618 |
163-08 |
1.618 |
162-14 |
1.000 |
161-30 |
0.618 |
161-20 |
HIGH |
161-04 |
0.618 |
160-26 |
0.500 |
160-23 |
0.382 |
160-20 |
LOW |
160-10 |
0.618 |
159-26 |
1.000 |
159-16 |
1.618 |
159-00 |
2.618 |
158-06 |
4.250 |
156-28 |
|
|
Fisher Pivots for day following 15-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
160-23 |
160-18 |
PP |
160-20 |
160-16 |
S1 |
160-17 |
160-15 |
|