ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 20-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2015 |
20-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
161-30 |
162-16 |
0-18 |
0.3% |
158-02 |
| High |
161-30 |
162-17 |
0-19 |
0.4% |
162-17 |
| Low |
161-10 |
162-09 |
0-31 |
0.6% |
158-02 |
| Close |
161-10 |
162-09 |
0-31 |
0.6% |
162-09 |
| Range |
0-20 |
0-08 |
-0-12 |
-60.0% |
4-15 |
| ATR |
|
|
|
|
|
| Volume |
22 |
1 |
-21 |
-95.5% |
26 |
|
| Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-04 |
162-30 |
162-13 |
|
| R3 |
162-28 |
162-22 |
162-11 |
|
| R2 |
162-20 |
162-20 |
162-10 |
|
| R1 |
162-14 |
162-14 |
162-10 |
162-13 |
| PP |
162-12 |
162-12 |
162-12 |
162-11 |
| S1 |
162-06 |
162-06 |
162-08 |
162-05 |
| S2 |
162-04 |
162-04 |
162-08 |
|
| S3 |
161-28 |
161-30 |
162-07 |
|
| S4 |
161-20 |
161-22 |
162-05 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174-12 |
172-25 |
164-24 |
|
| R3 |
169-29 |
168-10 |
163-16 |
|
| R2 |
165-14 |
165-14 |
163-03 |
|
| R1 |
163-27 |
163-27 |
162-22 |
164-20 |
| PP |
160-31 |
160-31 |
160-31 |
161-11 |
| S1 |
159-12 |
159-12 |
161-28 |
160-06 |
| S2 |
156-16 |
156-16 |
161-15 |
|
| S3 |
152-01 |
154-29 |
161-02 |
|
| S4 |
147-18 |
150-14 |
159-26 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-19 |
|
2.618 |
163-06 |
|
1.618 |
162-30 |
|
1.000 |
162-25 |
|
0.618 |
162-22 |
|
HIGH |
162-17 |
|
0.618 |
162-14 |
|
0.500 |
162-13 |
|
0.382 |
162-12 |
|
LOW |
162-09 |
|
0.618 |
162-04 |
|
1.000 |
162-01 |
|
1.618 |
161-28 |
|
2.618 |
161-20 |
|
4.250 |
161-07 |
|
|
| Fisher Pivots for day following 20-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
162-13 |
162-03 |
| PP |
162-12 |
161-30 |
| S1 |
162-10 |
161-24 |
|