ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 02-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2016 |
02-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
165-31 |
163-27 |
-2-04 |
-1.3% |
166-17 |
| High |
166-21 |
164-09 |
-2-12 |
-1.4% |
168-25 |
| Low |
163-15 |
163-12 |
-0-03 |
-0.1% |
164-25 |
| Close |
163-22 |
164-00 |
0-10 |
0.2% |
165-20 |
| Range |
3-06 |
0-29 |
-2-09 |
-71.6% |
4-00 |
| ATR |
2-01 |
1-30 |
-0-03 |
-3.9% |
0-00 |
| Volume |
21,577 |
18,494 |
-3,083 |
-14.3% |
1,982,819 |
|
| Daily Pivots for day following 02-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-19 |
166-07 |
164-16 |
|
| R3 |
165-22 |
165-10 |
164-08 |
|
| R2 |
164-25 |
164-25 |
164-05 |
|
| R1 |
164-13 |
164-13 |
164-03 |
164-19 |
| PP |
163-28 |
163-28 |
163-28 |
164-00 |
| S1 |
163-16 |
163-16 |
163-29 |
163-22 |
| S2 |
162-31 |
162-31 |
163-27 |
|
| S3 |
162-02 |
162-19 |
163-24 |
|
| S4 |
161-05 |
161-22 |
163-16 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
178-13 |
176-00 |
167-26 |
|
| R3 |
174-13 |
172-00 |
166-23 |
|
| R2 |
170-13 |
170-13 |
166-11 |
|
| R1 |
168-00 |
168-00 |
166-00 |
167-06 |
| PP |
166-13 |
166-13 |
166-13 |
166-00 |
| S1 |
164-00 |
164-00 |
165-08 |
163-06 |
| S2 |
162-13 |
162-13 |
164-29 |
|
| S3 |
158-13 |
160-00 |
164-17 |
|
| S4 |
154-13 |
156-00 |
163-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
167-31 |
163-12 |
4-19 |
2.8% |
1-11 |
0.8% |
14% |
False |
True |
175,210 |
| 10 |
168-25 |
163-12 |
5-13 |
3.3% |
1-20 |
1.0% |
12% |
False |
True |
265,376 |
| 20 |
170-26 |
161-21 |
9-05 |
5.6% |
1-30 |
1.2% |
26% |
False |
False |
316,070 |
| 40 |
170-26 |
153-17 |
17-09 |
10.5% |
1-30 |
1.2% |
61% |
False |
False |
303,810 |
| 60 |
170-26 |
151-12 |
19-14 |
11.9% |
1-27 |
1.1% |
65% |
False |
False |
266,089 |
| 80 |
170-26 |
150-03 |
20-23 |
12.6% |
1-23 |
1.0% |
67% |
False |
False |
222,856 |
| 100 |
170-26 |
150-03 |
20-23 |
12.6% |
1-20 |
1.0% |
67% |
False |
False |
178,324 |
| 120 |
170-26 |
150-03 |
20-23 |
12.6% |
1-15 |
0.9% |
67% |
False |
False |
148,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168-04 |
|
2.618 |
166-21 |
|
1.618 |
165-24 |
|
1.000 |
165-06 |
|
0.618 |
164-27 |
|
HIGH |
164-09 |
|
0.618 |
163-30 |
|
0.500 |
163-26 |
|
0.382 |
163-23 |
|
LOW |
163-12 |
|
0.618 |
162-26 |
|
1.000 |
162-15 |
|
1.618 |
161-29 |
|
2.618 |
161-00 |
|
4.250 |
159-17 |
|
|
| Fisher Pivots for day following 02-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163-30 |
165-00 |
| PP |
163-28 |
164-22 |
| S1 |
163-26 |
164-11 |
|