ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 03-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2016 |
03-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
163-27 |
164-05 |
0-10 |
0.2% |
166-17 |
| High |
164-09 |
165-07 |
0-30 |
0.6% |
168-25 |
| Low |
163-12 |
163-26 |
0-14 |
0.3% |
164-25 |
| Close |
164-00 |
164-26 |
0-26 |
0.5% |
165-20 |
| Range |
0-29 |
1-13 |
0-16 |
55.2% |
4-00 |
| ATR |
1-30 |
1-29 |
-0-01 |
-2.0% |
0-00 |
| Volume |
18,494 |
5,902 |
-12,592 |
-68.1% |
1,982,819 |
|
| Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-27 |
168-07 |
165-19 |
|
| R3 |
167-14 |
166-26 |
165-06 |
|
| R2 |
166-01 |
166-01 |
165-02 |
|
| R1 |
165-13 |
165-13 |
164-30 |
165-23 |
| PP |
164-20 |
164-20 |
164-20 |
164-24 |
| S1 |
164-00 |
164-00 |
164-22 |
164-10 |
| S2 |
163-07 |
163-07 |
164-18 |
|
| S3 |
161-26 |
162-19 |
164-14 |
|
| S4 |
160-13 |
161-06 |
164-01 |
|
|
| 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 |
166-21 |
163-12 |
3-09 |
2.0% |
1-08 |
0.8% |
44% |
False |
False |
75,496 |
| 10 |
168-25 |
163-12 |
5-13 |
3.3% |
1-18 |
0.9% |
27% |
False |
False |
238,588 |
| 20 |
170-26 |
161-21 |
9-05 |
5.6% |
1-29 |
1.2% |
34% |
False |
False |
296,792 |
| 40 |
170-26 |
153-23 |
17-03 |
10.4% |
1-30 |
1.2% |
65% |
False |
False |
298,510 |
| 60 |
170-26 |
152-24 |
18-02 |
11.0% |
1-26 |
1.1% |
67% |
False |
False |
260,408 |
| 80 |
170-26 |
150-03 |
20-23 |
12.6% |
1-23 |
1.0% |
71% |
False |
False |
222,930 |
| 100 |
170-26 |
150-03 |
20-23 |
12.6% |
1-20 |
1.0% |
71% |
False |
False |
178,383 |
| 120 |
170-26 |
150-03 |
20-23 |
12.6% |
1-15 |
0.9% |
71% |
False |
False |
148,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
171-06 |
|
2.618 |
168-29 |
|
1.618 |
167-16 |
|
1.000 |
166-20 |
|
0.618 |
166-03 |
|
HIGH |
165-07 |
|
0.618 |
164-22 |
|
0.500 |
164-16 |
|
0.382 |
164-11 |
|
LOW |
163-26 |
|
0.618 |
162-30 |
|
1.000 |
162-13 |
|
1.618 |
161-17 |
|
2.618 |
160-04 |
|
4.250 |
157-27 |
|
|
| Fisher Pivots for day following 03-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164-23 |
165-00 |
| PP |
164-20 |
164-30 |
| S1 |
164-16 |
164-28 |
|