ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 17-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2016 |
17-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
160-24 |
161-16 |
0-24 |
0.5% |
161-00 |
| High |
160-24 |
161-30 |
1-06 |
0.7% |
163-06 |
| Low |
160-08 |
161-10 |
1-02 |
0.7% |
159-31 |
| Close |
160-08 |
161-15 |
1-07 |
0.8% |
159-31 |
| Range |
0-16 |
0-20 |
0-04 |
25.0% |
3-07 |
| ATR |
0-30 |
1-00 |
0-02 |
5.6% |
0-00 |
| Volume |
5 |
5 |
0 |
0.0% |
9 |
|
| Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-14 |
163-03 |
161-26 |
|
| R3 |
162-26 |
162-15 |
161-21 |
|
| R2 |
162-06 |
162-06 |
161-19 |
|
| R1 |
161-27 |
161-27 |
161-17 |
161-23 |
| PP |
161-18 |
161-18 |
161-18 |
161-16 |
| S1 |
161-07 |
161-07 |
161-13 |
161-03 |
| S2 |
160-30 |
160-30 |
161-11 |
|
| S3 |
160-10 |
160-19 |
161-10 |
|
| S4 |
159-22 |
159-31 |
161-04 |
|
|
| 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 |
164-19 |
|
2.618 |
163-18 |
|
1.618 |
162-30 |
|
1.000 |
162-18 |
|
0.618 |
162-10 |
|
HIGH |
161-30 |
|
0.618 |
161-22 |
|
0.500 |
161-20 |
|
0.382 |
161-18 |
|
LOW |
161-10 |
|
0.618 |
160-30 |
|
1.000 |
160-22 |
|
1.618 |
160-10 |
|
2.618 |
159-22 |
|
4.250 |
158-21 |
|
|
| Fisher Pivots for day following 17-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
161-20 |
161-11 |
| PP |
161-18 |
161-07 |
| S1 |
161-17 |
161-03 |
|