ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 27-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2015 |
27-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
162-16 |
161-23 |
-0-25 |
-0.5% |
162-16 |
| High |
162-16 |
162-30 |
0-14 |
0.3% |
163-27 |
| Low |
160-25 |
161-23 |
0-30 |
0.6% |
160-25 |
| Close |
160-25 |
162-29 |
2-04 |
1.3% |
162-29 |
| Range |
1-23 |
1-07 |
-0-16 |
-29.1% |
3-02 |
| ATR |
1-03 |
1-06 |
0-02 |
6.9% |
0-00 |
| Volume |
15 |
5 |
-10 |
-66.7% |
96 |
|
| Daily Pivots for day following 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-06 |
165-24 |
163-18 |
|
| R3 |
164-31 |
164-17 |
163-08 |
|
| R2 |
163-24 |
163-24 |
163-04 |
|
| R1 |
163-10 |
163-10 |
163-01 |
163-17 |
| PP |
162-17 |
162-17 |
162-17 |
162-20 |
| S1 |
162-03 |
162-03 |
162-25 |
162-10 |
| S2 |
161-10 |
161-10 |
162-22 |
|
| S3 |
160-03 |
160-28 |
162-18 |
|
| S4 |
158-28 |
159-21 |
162-08 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171-22 |
170-12 |
164-19 |
|
| R3 |
168-20 |
167-10 |
163-24 |
|
| R2 |
165-18 |
165-18 |
163-15 |
|
| R1 |
164-08 |
164-08 |
163-06 |
164-29 |
| PP |
162-16 |
162-16 |
162-16 |
162-27 |
| S1 |
161-06 |
161-06 |
162-20 |
161-27 |
| S2 |
159-14 |
159-14 |
162-11 |
|
| S3 |
156-12 |
158-04 |
162-02 |
|
| S4 |
153-10 |
155-02 |
161-07 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168-04 |
|
2.618 |
166-04 |
|
1.618 |
164-29 |
|
1.000 |
164-05 |
|
0.618 |
163-22 |
|
HIGH |
162-30 |
|
0.618 |
162-15 |
|
0.500 |
162-10 |
|
0.382 |
162-06 |
|
LOW |
161-23 |
|
0.618 |
160-31 |
|
1.000 |
160-16 |
|
1.618 |
159-24 |
|
2.618 |
158-17 |
|
4.250 |
156-17 |
|
|
| Fisher Pivots for day following 27-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
162-23 |
162-23 |
| PP |
162-17 |
162-16 |
| S1 |
162-10 |
162-10 |
|