ECBOT 30 Year Treasury Bond Future March 2016
Trading Metrics calculated at close of trading on 16-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2015 |
16-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
151-01 |
150-14 |
-0-19 |
-0.4% |
152-18 |
High |
151-01 |
150-14 |
-0-19 |
-0.4% |
153-14 |
Low |
151-01 |
150-14 |
-0-19 |
-0.4% |
152-13 |
Close |
151-01 |
150-14 |
-0-19 |
-0.4% |
153-14 |
Range |
|
|
|
|
|
ATR |
1-01 |
1-00 |
-0-01 |
-3.0% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150-14 |
150-14 |
150-14 |
|
R3 |
150-14 |
150-14 |
150-14 |
|
R2 |
150-14 |
150-14 |
150-14 |
|
R1 |
150-14 |
150-14 |
150-14 |
150-14 |
PP |
150-14 |
150-14 |
150-14 |
150-14 |
S1 |
150-14 |
150-14 |
150-14 |
150-14 |
S2 |
150-14 |
150-14 |
150-14 |
|
S3 |
150-14 |
150-14 |
150-14 |
|
S4 |
150-14 |
150-14 |
150-14 |
|
|
Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156-06 |
155-27 |
154-00 |
|
R3 |
155-05 |
154-26 |
153-23 |
|
R2 |
154-04 |
154-04 |
153-20 |
|
R1 |
153-25 |
153-25 |
153-17 |
153-30 |
PP |
153-03 |
153-03 |
153-03 |
153-06 |
S1 |
152-24 |
152-24 |
153-11 |
152-30 |
S2 |
152-02 |
152-02 |
153-08 |
|
S3 |
151-01 |
151-23 |
153-05 |
|
S4 |
150-00 |
150-22 |
152-28 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
150-14 |
2.618 |
150-14 |
1.618 |
150-14 |
1.000 |
150-14 |
0.618 |
150-14 |
HIGH |
150-14 |
0.618 |
150-14 |
0.500 |
150-14 |
0.382 |
150-14 |
LOW |
150-14 |
0.618 |
150-14 |
1.000 |
150-14 |
1.618 |
150-14 |
2.618 |
150-14 |
4.250 |
150-14 |
|
|
Fisher Pivots for day following 16-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
150-14 |
152-01 |
PP |
150-14 |
151-16 |
S1 |
150-14 |
150-31 |
|