ECBOT 30 Year Treasury Bond Future September 2016
Trading Metrics calculated at close of trading on 24-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2016 |
24-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
161-08 |
162-11 |
1-03 |
0.7% |
160-07 |
High |
162-11 |
162-11 |
0-00 |
0.0% |
162-00 |
Low |
161-08 |
161-28 |
0-20 |
0.4% |
160-07 |
Close |
162-11 |
161-28 |
-0-15 |
-0.3% |
161-31 |
Range |
1-03 |
0-15 |
-0-20 |
-57.1% |
1-25 |
ATR |
1-01 |
1-00 |
-0-01 |
-3.9% |
0-00 |
Volume |
6 |
4 |
-2 |
-33.3% |
20 |
|
Daily Pivots for day following 24-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163-14 |
163-04 |
162-04 |
|
R3 |
162-31 |
162-21 |
162-00 |
|
R2 |
162-16 |
162-16 |
161-31 |
|
R1 |
162-06 |
162-06 |
161-29 |
162-04 |
PP |
162-01 |
162-01 |
162-01 |
162-00 |
S1 |
161-23 |
161-23 |
161-27 |
161-20 |
S2 |
161-18 |
161-18 |
161-25 |
|
S3 |
161-03 |
161-08 |
161-24 |
|
S4 |
160-20 |
160-25 |
161-20 |
|
|
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 |
164-11 |
2.618 |
163-18 |
1.618 |
163-03 |
1.000 |
162-26 |
0.618 |
162-20 |
HIGH |
162-11 |
0.618 |
162-05 |
0.500 |
162-04 |
0.382 |
162-02 |
LOW |
161-28 |
0.618 |
161-19 |
1.000 |
161-13 |
1.618 |
161-04 |
2.618 |
160-21 |
4.250 |
159-28 |
|
|
Fisher Pivots for day following 24-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
162-04 |
161-25 |
PP |
162-01 |
161-21 |
S1 |
161-31 |
161-18 |
|