ECBOT 30 Year Treasury Bond Future March 2016
Trading Metrics calculated at close of trading on 05-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2015 |
05-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
156-09 |
156-00 |
-0-09 |
-0.2% |
155-10 |
High |
159-00 |
157-17 |
-1-15 |
-0.9% |
159-00 |
Low |
156-02 |
155-21 |
-0-13 |
-0.3% |
155-10 |
Close |
157-10 |
155-24 |
-1-18 |
-1.0% |
157-10 |
Range |
2-30 |
1-28 |
-1-02 |
-36.2% |
3-22 |
ATR |
1-13 |
1-14 |
0-01 |
2.4% |
0-00 |
Volume |
35 |
0 |
-35 |
-100.0% |
110 |
|
Daily Pivots for day following 05-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161-30 |
160-23 |
156-25 |
|
R3 |
160-02 |
158-27 |
156-08 |
|
R2 |
158-06 |
158-06 |
156-03 |
|
R1 |
156-31 |
156-31 |
155-30 |
156-21 |
PP |
156-10 |
156-10 |
156-10 |
156-05 |
S1 |
155-03 |
155-03 |
155-18 |
154-25 |
S2 |
154-14 |
154-14 |
155-13 |
|
S3 |
152-18 |
153-07 |
155-08 |
|
S4 |
150-22 |
151-11 |
154-23 |
|
|
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 |
165-16 |
2.618 |
162-14 |
1.618 |
160-18 |
1.000 |
159-13 |
0.618 |
158-22 |
HIGH |
157-17 |
0.618 |
156-26 |
0.500 |
156-19 |
0.382 |
156-12 |
LOW |
155-21 |
0.618 |
154-16 |
1.000 |
153-25 |
1.618 |
152-20 |
2.618 |
150-24 |
4.250 |
147-22 |
|
|
Fisher Pivots for day following 05-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
156-19 |
157-11 |
PP |
156-10 |
156-26 |
S1 |
156-01 |
156-09 |
|