ECBOT 30 Year Treasury Bond Future March 2016
Trading Metrics calculated at close of trading on 22-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2015 |
22-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
152-04 |
154-05 |
2-01 |
1.3% |
153-19 |
High |
152-04 |
154-12 |
2-08 |
1.5% |
154-12 |
Low |
152-04 |
154-05 |
2-01 |
1.3% |
150-14 |
Close |
152-04 |
154-12 |
2-08 |
1.5% |
154-12 |
Range |
0-00 |
0-07 |
0-07 |
|
3-30 |
ATR |
1-07 |
1-09 |
0-02 |
6.1% |
0-00 |
Volume |
0 |
1 |
1 |
|
0 |
|
Daily Pivots for day following 22-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154-31 |
154-28 |
154-16 |
|
R3 |
154-24 |
154-21 |
154-14 |
|
R2 |
154-17 |
154-17 |
154-13 |
|
R1 |
154-14 |
154-14 |
154-13 |
154-15 |
PP |
154-10 |
154-10 |
154-10 |
154-10 |
S1 |
154-07 |
154-07 |
154-11 |
154-09 |
S2 |
154-03 |
154-03 |
154-11 |
|
S3 |
153-28 |
154-00 |
154-10 |
|
S4 |
153-21 |
153-25 |
154-08 |
|
|
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 |
155-10 |
2.618 |
154-30 |
1.618 |
154-23 |
1.000 |
154-19 |
0.618 |
154-16 |
HIGH |
154-12 |
0.618 |
154-09 |
0.500 |
154-09 |
0.382 |
154-08 |
LOW |
154-05 |
0.618 |
154-01 |
1.000 |
153-30 |
1.618 |
153-26 |
2.618 |
153-19 |
4.250 |
153-07 |
|
|
Fisher Pivots for day following 22-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
154-11 |
154-00 |
PP |
154-10 |
153-20 |
S1 |
154-09 |
153-08 |
|