ECBOT 30 Year Treasury Bond Future March 2016
Trading Metrics calculated at close of trading on 12-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2015 |
12-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
155-07 |
156-00 |
0-25 |
0.5% |
156-00 |
High |
155-21 |
156-15 |
0-26 |
0.5% |
157-17 |
Low |
154-13 |
155-12 |
0-31 |
0.6% |
154-13 |
Close |
155-16 |
156-13 |
0-29 |
0.6% |
155-16 |
Range |
1-08 |
1-03 |
-0-05 |
-12.5% |
3-04 |
ATR |
1-13 |
1-13 |
-0-01 |
-1.6% |
0-00 |
Volume |
122 |
4 |
-118 |
-96.7% |
129 |
|
Daily Pivots for day following 12-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159-12 |
158-31 |
157-00 |
|
R3 |
158-09 |
157-28 |
156-23 |
|
R2 |
157-06 |
157-06 |
156-19 |
|
R1 |
156-25 |
156-25 |
156-16 |
157-00 |
PP |
156-03 |
156-03 |
156-03 |
156-06 |
S1 |
155-22 |
155-22 |
156-10 |
155-29 |
S2 |
155-00 |
155-00 |
156-07 |
|
S3 |
153-29 |
154-19 |
156-03 |
|
S4 |
152-26 |
153-16 |
155-26 |
|
|
Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165-06 |
163-15 |
157-07 |
|
R3 |
162-02 |
160-11 |
156-12 |
|
R2 |
158-30 |
158-30 |
156-02 |
|
R1 |
157-07 |
157-07 |
155-25 |
156-17 |
PP |
155-26 |
155-26 |
155-26 |
155-15 |
S1 |
154-03 |
154-03 |
155-07 |
153-13 |
S2 |
152-22 |
152-22 |
154-30 |
|
S3 |
149-18 |
150-31 |
154-20 |
|
S4 |
146-14 |
147-27 |
153-25 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
161-04 |
2.618 |
159-11 |
1.618 |
158-08 |
1.000 |
157-18 |
0.618 |
157-05 |
HIGH |
156-15 |
0.618 |
156-02 |
0.500 |
155-30 |
0.382 |
155-25 |
LOW |
155-12 |
0.618 |
154-22 |
1.000 |
154-09 |
1.618 |
153-19 |
2.618 |
152-16 |
4.250 |
150-23 |
|
|
Fisher Pivots for day following 12-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
156-08 |
156-04 |
PP |
156-03 |
155-28 |
S1 |
155-30 |
155-19 |
|