ECBOT 30 Year Treasury Bond Future September 2016
Trading Metrics calculated at close of trading on 23-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2016 |
23-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
161-18 |
161-08 |
-0-10 |
-0.2% |
160-07 |
High |
161-18 |
162-11 |
0-25 |
0.5% |
162-00 |
Low |
160-24 |
161-08 |
0-16 |
0.3% |
160-07 |
Close |
160-24 |
162-11 |
1-19 |
1.0% |
161-31 |
Range |
0-26 |
1-03 |
0-09 |
34.6% |
1-25 |
ATR |
1-00 |
1-01 |
0-01 |
4.3% |
0-00 |
Volume |
5 |
6 |
1 |
20.0% |
20 |
|
Daily Pivots for day following 23-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165-08 |
164-29 |
162-30 |
|
R3 |
164-05 |
163-26 |
162-21 |
|
R2 |
163-02 |
163-02 |
162-17 |
|
R1 |
162-23 |
162-23 |
162-14 |
162-29 |
PP |
161-31 |
161-31 |
161-31 |
162-02 |
S1 |
161-20 |
161-20 |
162-08 |
161-26 |
S2 |
160-28 |
160-28 |
162-05 |
|
S3 |
159-25 |
160-17 |
162-01 |
|
S4 |
158-22 |
159-14 |
161-24 |
|
|
Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166-24 |
166-04 |
162-30 |
|
R3 |
164-31 |
164-11 |
162-15 |
|
R2 |
163-06 |
163-06 |
162-09 |
|
R1 |
162-18 |
162-18 |
162-04 |
162-28 |
PP |
161-13 |
161-13 |
161-13 |
161-18 |
S1 |
160-25 |
160-25 |
161-26 |
161-03 |
S2 |
159-20 |
159-20 |
161-21 |
|
S3 |
157-27 |
159-00 |
161-15 |
|
S4 |
156-02 |
157-07 |
161-00 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
167-00 |
2.618 |
165-07 |
1.618 |
164-04 |
1.000 |
163-14 |
0.618 |
163-01 |
HIGH |
162-11 |
0.618 |
161-30 |
0.500 |
161-26 |
0.382 |
161-21 |
LOW |
161-08 |
0.618 |
160-18 |
1.000 |
160-05 |
1.618 |
159-15 |
2.618 |
158-12 |
4.250 |
156-19 |
|
|
Fisher Pivots for day following 23-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
162-05 |
162-02 |
PP |
161-31 |
161-24 |
S1 |
161-26 |
161-15 |
|