ECBOT 30 Year Treasury Bond Future September 2016
Trading Metrics calculated at close of trading on 30-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2016 |
30-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
163-08 |
162-16 |
-0-24 |
-0.5% |
161-00 |
High |
163-19 |
162-16 |
-1-03 |
-0.7% |
162-11 |
Low |
163-04 |
162-07 |
-0-29 |
-0.6% |
160-18 |
Close |
163-11 |
162-07 |
-1-04 |
-0.7% |
161-28 |
Range |
0-15 |
0-09 |
-0-06 |
-40.0% |
1-25 |
ATR |
0-31 |
1-00 |
0-00 |
1.0% |
0-00 |
Volume |
17 |
2 |
-15 |
-88.2% |
16 |
|
Daily Pivots for day following 30-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163-05 |
162-31 |
162-12 |
|
R3 |
162-28 |
162-22 |
162-09 |
|
R2 |
162-19 |
162-19 |
162-09 |
|
R1 |
162-13 |
162-13 |
162-08 |
162-12 |
PP |
162-10 |
162-10 |
162-10 |
162-09 |
S1 |
162-04 |
162-04 |
162-06 |
162-03 |
S2 |
162-01 |
162-01 |
162-05 |
|
S3 |
161-24 |
161-27 |
162-05 |
|
S4 |
161-15 |
161-18 |
162-02 |
|
|
Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166-30 |
166-06 |
162-27 |
|
R3 |
165-05 |
164-13 |
162-12 |
|
R2 |
163-12 |
163-12 |
162-06 |
|
R1 |
162-20 |
162-20 |
162-01 |
163-00 |
PP |
161-19 |
161-19 |
161-19 |
161-25 |
S1 |
160-27 |
160-27 |
161-23 |
161-07 |
S2 |
159-26 |
159-26 |
161-18 |
|
S3 |
158-01 |
159-02 |
161-12 |
|
S4 |
156-08 |
157-09 |
160-29 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
163-22 |
2.618 |
163-08 |
1.618 |
162-31 |
1.000 |
162-25 |
0.618 |
162-22 |
HIGH |
162-16 |
0.618 |
162-13 |
0.500 |
162-12 |
0.382 |
162-10 |
LOW |
162-07 |
0.618 |
162-01 |
1.000 |
161-30 |
1.618 |
161-24 |
2.618 |
161-15 |
4.250 |
161-01 |
|
|
Fisher Pivots for day following 30-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
162-12 |
162-29 |
PP |
162-10 |
162-22 |
S1 |
162-09 |
162-14 |
|