ECBOT 30 Year Treasury Bond Future March 2016
Trading Metrics calculated at close of trading on 18-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2015 |
18-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
151-24 |
154-12 |
2-20 |
1.7% |
153-19 |
High |
151-24 |
154-12 |
2-20 |
1.7% |
154-12 |
Low |
151-24 |
154-12 |
2-20 |
1.7% |
150-14 |
Close |
151-24 |
154-12 |
2-20 |
1.7% |
154-12 |
Range |
|
|
|
|
|
ATR |
1-01 |
1-04 |
0-04 |
11.2% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154-12 |
154-12 |
154-12 |
|
R3 |
154-12 |
154-12 |
154-12 |
|
R2 |
154-12 |
154-12 |
154-12 |
|
R1 |
154-12 |
154-12 |
154-12 |
154-12 |
PP |
154-12 |
154-12 |
154-12 |
154-12 |
S1 |
154-12 |
154-12 |
154-12 |
154-12 |
S2 |
154-12 |
154-12 |
154-12 |
|
S3 |
154-12 |
154-12 |
154-12 |
|
S4 |
154-12 |
154-12 |
154-12 |
|
|
Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164-28 |
163-18 |
156-17 |
|
R3 |
160-30 |
159-20 |
155-15 |
|
R2 |
157-00 |
157-00 |
155-03 |
|
R1 |
155-22 |
155-22 |
154-24 |
156-11 |
PP |
153-02 |
153-02 |
153-02 |
153-12 |
S1 |
151-24 |
151-24 |
154-00 |
152-13 |
S2 |
149-04 |
149-04 |
153-21 |
|
S3 |
145-06 |
147-26 |
153-09 |
|
S4 |
141-08 |
143-28 |
152-07 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
154-12 |
2.618 |
154-12 |
1.618 |
154-12 |
1.000 |
154-12 |
0.618 |
154-12 |
HIGH |
154-12 |
0.618 |
154-12 |
0.500 |
154-12 |
0.382 |
154-12 |
LOW |
154-12 |
0.618 |
154-12 |
1.000 |
154-12 |
1.618 |
154-12 |
2.618 |
154-12 |
4.250 |
154-12 |
|
|
Fisher Pivots for day following 18-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
154-12 |
153-23 |
PP |
154-12 |
153-02 |
S1 |
154-12 |
152-13 |
|