ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 30-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2015 |
30-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
161-23 |
162-20 |
0-29 |
0.6% |
162-16 |
| High |
162-30 |
162-20 |
-0-10 |
-0.2% |
163-27 |
| Low |
161-23 |
161-31 |
0-08 |
0.2% |
160-25 |
| Close |
162-29 |
161-31 |
-0-30 |
-0.6% |
162-29 |
| Range |
1-07 |
0-21 |
-0-18 |
-46.2% |
3-02 |
| ATR |
1-06 |
1-05 |
-0-01 |
-1.4% |
0-00 |
| Volume |
5 |
52 |
47 |
940.0% |
96 |
|
| Daily Pivots for day following 30-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-05 |
163-23 |
162-11 |
|
| R3 |
163-16 |
163-02 |
162-05 |
|
| R2 |
162-27 |
162-27 |
162-03 |
|
| R1 |
162-13 |
162-13 |
162-01 |
162-10 |
| PP |
162-06 |
162-06 |
162-06 |
162-04 |
| S1 |
161-24 |
161-24 |
161-29 |
161-20 |
| S2 |
161-17 |
161-17 |
161-27 |
|
| S3 |
160-28 |
161-03 |
161-25 |
|
| S4 |
160-07 |
160-14 |
161-19 |
|
|
| 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 |
165-13 |
|
2.618 |
164-11 |
|
1.618 |
163-22 |
|
1.000 |
163-09 |
|
0.618 |
163-01 |
|
HIGH |
162-20 |
|
0.618 |
162-12 |
|
0.500 |
162-10 |
|
0.382 |
162-07 |
|
LOW |
161-31 |
|
0.618 |
161-18 |
|
1.000 |
161-10 |
|
1.618 |
160-29 |
|
2.618 |
160-08 |
|
4.250 |
159-06 |
|
|
| Fisher Pivots for day following 30-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
162-10 |
161-30 |
| PP |
162-06 |
161-29 |
| S1 |
162-02 |
161-28 |
|