ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 08-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2016 |
08-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
163-25 |
163-20 |
-0-05 |
-0.1% |
165-17 |
| High |
163-25 |
166-04 |
2-11 |
1.4% |
166-21 |
| Low |
163-04 |
163-20 |
0-16 |
0.3% |
162-30 |
| Close |
163-21 |
165-09 |
1-20 |
1.0% |
163-19 |
| Range |
0-21 |
2-16 |
1-27 |
281.0% |
3-23 |
| ATR |
1-28 |
1-30 |
0-01 |
2.3% |
0-00 |
| Volume |
3,713 |
2,779 |
-934 |
-25.2% |
109,784 |
|
| Daily Pivots for day following 08-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172-16 |
171-13 |
166-21 |
|
| R3 |
170-00 |
168-29 |
165-31 |
|
| R2 |
167-16 |
167-16 |
165-24 |
|
| R1 |
166-13 |
166-13 |
165-16 |
166-30 |
| PP |
165-00 |
165-00 |
165-00 |
165-09 |
| S1 |
163-29 |
163-29 |
165-02 |
164-14 |
| S2 |
162-16 |
162-16 |
164-26 |
|
| S3 |
160-00 |
161-13 |
164-19 |
|
| S4 |
157-16 |
158-29 |
163-29 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
175-18 |
173-09 |
165-20 |
|
| R3 |
171-27 |
169-18 |
164-20 |
|
| R2 |
168-04 |
168-04 |
164-09 |
|
| R1 |
165-27 |
165-27 |
163-30 |
165-04 |
| PP |
164-13 |
164-13 |
164-13 |
164-01 |
| S1 |
162-04 |
162-04 |
163-08 |
161-13 |
| S2 |
160-22 |
160-22 |
162-29 |
|
| S3 |
156-31 |
158-13 |
162-18 |
|
| S4 |
153-08 |
154-22 |
161-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
166-04 |
162-30 |
3-06 |
1.9% |
1-22 |
1.0% |
74% |
True |
False |
7,618 |
| 10 |
168-25 |
162-30 |
5-27 |
3.5% |
1-22 |
1.0% |
40% |
False |
False |
143,509 |
| 20 |
170-26 |
162-30 |
7-28 |
4.8% |
1-29 |
1.2% |
30% |
False |
False |
246,738 |
| 40 |
170-26 |
155-01 |
15-25 |
9.5% |
1-30 |
1.2% |
65% |
False |
False |
275,419 |
| 60 |
170-26 |
152-24 |
18-02 |
10.9% |
1-26 |
1.1% |
69% |
False |
False |
247,899 |
| 80 |
170-26 |
150-20 |
20-06 |
12.2% |
1-23 |
1.0% |
73% |
False |
False |
223,095 |
| 100 |
170-26 |
150-03 |
20-23 |
12.5% |
1-21 |
1.0% |
73% |
False |
False |
178,519 |
| 120 |
170-26 |
150-03 |
20-23 |
12.5% |
1-17 |
0.9% |
73% |
False |
False |
148,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
176-24 |
|
2.618 |
172-21 |
|
1.618 |
170-05 |
|
1.000 |
168-20 |
|
0.618 |
167-21 |
|
HIGH |
166-04 |
|
0.618 |
165-05 |
|
0.500 |
164-28 |
|
0.382 |
164-19 |
|
LOW |
163-20 |
|
0.618 |
162-03 |
|
1.000 |
161-04 |
|
1.618 |
159-19 |
|
2.618 |
157-03 |
|
4.250 |
153-00 |
|
|
| Fisher Pivots for day following 08-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
165-05 |
165-01 |
| PP |
165-00 |
164-25 |
| S1 |
164-28 |
164-17 |
|