ECBOT 30 Year Treasury Bond Future March 2016
Trading Metrics calculated at close of trading on 09-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2016 |
09-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
163-20 |
165-10 |
1-22 |
1.0% |
165-17 |
High |
166-04 |
165-10 |
-0-26 |
-0.5% |
166-21 |
Low |
163-20 |
164-00 |
0-12 |
0.2% |
162-30 |
Close |
165-09 |
164-06 |
-1-03 |
-0.7% |
163-19 |
Range |
2-16 |
1-10 |
-1-06 |
-47.5% |
3-23 |
ATR |
1-30 |
1-28 |
-0-01 |
-2.3% |
0-00 |
Volume |
2,779 |
902 |
-1,877 |
-67.5% |
109,784 |
|
Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168-14 |
167-20 |
164-29 |
|
R3 |
167-04 |
166-10 |
164-18 |
|
R2 |
165-26 |
165-26 |
164-14 |
|
R1 |
165-00 |
165-00 |
164-10 |
164-24 |
PP |
164-16 |
164-16 |
164-16 |
164-12 |
S1 |
163-22 |
163-22 |
164-02 |
163-14 |
S2 |
163-06 |
163-06 |
163-30 |
|
S3 |
161-28 |
162-12 |
163-26 |
|
S4 |
160-18 |
161-02 |
163-15 |
|
|
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% |
1-25 |
1.1% |
39% |
False |
False |
4,100 |
10 |
167-31 |
162-30 |
5-01 |
3.1% |
1-18 |
0.9% |
25% |
False |
False |
89,655 |
20 |
170-26 |
162-30 |
7-28 |
4.8% |
1-28 |
1.1% |
16% |
False |
False |
228,021 |
40 |
170-26 |
155-01 |
15-25 |
9.6% |
1-29 |
1.2% |
58% |
False |
False |
269,571 |
60 |
170-26 |
152-24 |
18-02 |
11.0% |
1-26 |
1.1% |
63% |
False |
False |
244,449 |
80 |
170-26 |
150-20 |
20-06 |
12.3% |
1-24 |
1.1% |
67% |
False |
False |
223,107 |
100 |
170-26 |
150-03 |
20-23 |
12.6% |
1-21 |
1.0% |
68% |
False |
False |
178,523 |
120 |
170-26 |
150-03 |
20-23 |
12.6% |
1-17 |
0.9% |
68% |
False |
False |
148,775 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
170-28 |
2.618 |
168-24 |
1.618 |
167-14 |
1.000 |
166-20 |
0.618 |
166-04 |
HIGH |
165-10 |
0.618 |
164-26 |
0.500 |
164-21 |
0.382 |
164-16 |
LOW |
164-00 |
0.618 |
163-06 |
1.000 |
162-22 |
1.618 |
161-28 |
2.618 |
160-18 |
4.250 |
158-14 |
|
|
Fisher Pivots for day following 09-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
164-21 |
164-20 |
PP |
164-16 |
164-15 |
S1 |
164-11 |
164-11 |
|