ECBOT 30 Year Treasury Bond Future March 2016
Trading Metrics calculated at close of trading on 04-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2015 |
04-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
153-03 |
154-14 |
1-11 |
0.9% |
153-08 |
High |
153-03 |
154-14 |
1-11 |
0.9% |
154-14 |
Low |
153-03 |
154-14 |
1-11 |
0.9% |
152-20 |
Close |
153-03 |
154-14 |
1-11 |
0.9% |
154-14 |
Range |
|
|
|
|
|
ATR |
0-29 |
0-30 |
0-01 |
3.6% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154-14 |
154-14 |
154-14 |
|
R3 |
154-14 |
154-14 |
154-14 |
|
R2 |
154-14 |
154-14 |
154-14 |
|
R1 |
154-14 |
154-14 |
154-14 |
154-14 |
PP |
154-14 |
154-14 |
154-14 |
154-14 |
S1 |
154-14 |
154-14 |
154-14 |
154-14 |
S2 |
154-14 |
154-14 |
154-14 |
|
S3 |
154-14 |
154-14 |
154-14 |
|
S4 |
154-14 |
154-14 |
154-14 |
|
|
Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159-09 |
158-21 |
155-14 |
|
R3 |
157-15 |
156-27 |
154-30 |
|
R2 |
155-21 |
155-21 |
154-25 |
|
R1 |
155-01 |
155-01 |
154-19 |
155-11 |
PP |
153-27 |
153-27 |
153-27 |
154-00 |
S1 |
153-07 |
153-07 |
154-09 |
153-17 |
S2 |
152-01 |
152-01 |
154-03 |
|
S3 |
150-07 |
151-13 |
153-30 |
|
S4 |
148-13 |
149-19 |
153-14 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
154-14 |
2.618 |
154-14 |
1.618 |
154-14 |
1.000 |
154-14 |
0.618 |
154-14 |
HIGH |
154-14 |
0.618 |
154-14 |
0.500 |
154-14 |
0.382 |
154-14 |
LOW |
154-14 |
0.618 |
154-14 |
1.000 |
154-14 |
1.618 |
154-14 |
2.618 |
154-14 |
4.250 |
154-14 |
|
|
Fisher Pivots for day following 04-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
154-14 |
154-04 |
PP |
154-14 |
153-27 |
S1 |
154-14 |
153-17 |
|