ECBOT 30 Year Treasury Bond Future March 2016
Trading Metrics calculated at close of trading on 30-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2015 |
30-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
156-08 |
155-16 |
-0-24 |
-0.5% |
152-04 |
High |
156-17 |
155-30 |
-0-19 |
-0.4% |
155-20 |
Low |
155-20 |
155-11 |
-0-09 |
-0.2% |
152-04 |
Close |
156-16 |
155-30 |
-0-18 |
-0.4% |
154-02 |
Range |
0-29 |
0-19 |
-0-10 |
-34.5% |
3-16 |
ATR |
1-10 |
1-09 |
0-00 |
-0.8% |
0-00 |
Volume |
51 |
0 |
-51 |
-100.0% |
5 |
|
Daily Pivots for day following 30-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157-17 |
157-10 |
156-08 |
|
R3 |
156-30 |
156-23 |
156-03 |
|
R2 |
156-11 |
156-11 |
156-01 |
|
R1 |
156-04 |
156-04 |
156-00 |
156-07 |
PP |
155-24 |
155-24 |
155-24 |
155-25 |
S1 |
155-17 |
155-17 |
155-28 |
155-21 |
S2 |
155-05 |
155-05 |
155-27 |
|
S3 |
154-18 |
154-30 |
155-25 |
|
S4 |
153-31 |
154-11 |
155-20 |
|
|
Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164-14 |
162-24 |
156-00 |
|
R3 |
160-30 |
159-08 |
155-01 |
|
R2 |
157-14 |
157-14 |
154-23 |
|
R1 |
155-24 |
155-24 |
154-12 |
156-19 |
PP |
153-30 |
153-30 |
153-30 |
154-12 |
S1 |
152-08 |
152-08 |
153-24 |
153-03 |
S2 |
150-14 |
150-14 |
153-13 |
|
S3 |
146-30 |
148-24 |
153-03 |
|
S4 |
143-14 |
145-08 |
152-04 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
158-15 |
2.618 |
157-16 |
1.618 |
156-29 |
1.000 |
156-17 |
0.618 |
156-10 |
HIGH |
155-30 |
0.618 |
155-23 |
0.500 |
155-21 |
0.382 |
155-18 |
LOW |
155-11 |
0.618 |
154-31 |
1.000 |
154-24 |
1.618 |
154-12 |
2.618 |
153-25 |
4.250 |
152-26 |
|
|
Fisher Pivots for day following 30-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
155-27 |
155-30 |
PP |
155-24 |
155-30 |
S1 |
155-21 |
155-30 |
|