ECBOT 30 Year Treasury Bond Future March 2016
Trading Metrics calculated at close of trading on 02-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2015 |
02-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
156-14 |
156-09 |
-0-05 |
-0.1% |
155-10 |
High |
156-26 |
159-00 |
2-06 |
1.4% |
159-00 |
Low |
155-21 |
156-02 |
0-13 |
0.3% |
155-10 |
Close |
156-13 |
157-10 |
0-29 |
0.6% |
157-10 |
Range |
1-05 |
2-30 |
1-25 |
154.1% |
3-22 |
ATR |
1-09 |
1-13 |
0-04 |
9.2% |
0-00 |
Volume |
11 |
35 |
24 |
218.2% |
110 |
|
Daily Pivots for day following 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166-09 |
164-23 |
158-30 |
|
R3 |
163-11 |
161-25 |
158-04 |
|
R2 |
160-13 |
160-13 |
157-27 |
|
R1 |
158-27 |
158-27 |
157-19 |
159-20 |
PP |
157-15 |
157-15 |
157-15 |
157-27 |
S1 |
155-29 |
155-29 |
157-01 |
156-22 |
S2 |
154-17 |
154-17 |
156-25 |
|
S3 |
151-19 |
152-31 |
156-16 |
|
S4 |
148-21 |
150-01 |
155-22 |
|
|
Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168-09 |
166-15 |
159-11 |
|
R3 |
164-19 |
162-25 |
158-10 |
|
R2 |
160-29 |
160-29 |
158-00 |
|
R1 |
159-03 |
159-03 |
157-21 |
160-00 |
PP |
157-07 |
157-07 |
157-07 |
157-21 |
S1 |
155-13 |
155-13 |
156-31 |
156-10 |
S2 |
153-17 |
153-17 |
156-20 |
|
S3 |
149-27 |
151-23 |
156-10 |
|
S4 |
146-05 |
148-01 |
155-09 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
171-16 |
2.618 |
166-22 |
1.618 |
163-24 |
1.000 |
161-30 |
0.618 |
160-26 |
HIGH |
159-00 |
0.618 |
157-28 |
0.500 |
157-17 |
0.382 |
157-06 |
LOW |
156-02 |
0.618 |
154-08 |
1.000 |
153-04 |
1.618 |
151-10 |
2.618 |
148-12 |
4.250 |
143-18 |
|
|
Fisher Pivots for day following 02-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
157-17 |
157-09 |
PP |
157-15 |
157-07 |
S1 |
157-12 |
157-06 |
|