ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 14-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2016 |
14-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
163-25 |
162-16 |
-1-09 |
-0.8% |
163-25 |
| High |
164-04 |
163-11 |
-0-25 |
-0.5% |
166-04 |
| Low |
162-11 |
162-11 |
0-00 |
0.0% |
162-11 |
| Close |
162-18 |
162-26 |
0-08 |
0.2% |
162-18 |
| Range |
1-25 |
1-00 |
-0-25 |
-43.9% |
3-25 |
| ATR |
1-29 |
1-27 |
-0-02 |
-3.4% |
0-00 |
| Volume |
829 |
573 |
-256 |
-30.9% |
10,012 |
|
| Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-27 |
165-10 |
163-12 |
|
| R3 |
164-27 |
164-10 |
163-03 |
|
| R2 |
163-27 |
163-27 |
163-00 |
|
| R1 |
163-10 |
163-10 |
162-29 |
163-18 |
| PP |
162-27 |
162-27 |
162-27 |
162-31 |
| S1 |
162-10 |
162-10 |
162-23 |
162-18 |
| S2 |
161-27 |
161-27 |
162-20 |
|
| S3 |
160-27 |
161-10 |
162-17 |
|
| S4 |
159-27 |
160-10 |
162-08 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
175-01 |
172-18 |
164-21 |
|
| R3 |
171-08 |
168-25 |
163-19 |
|
| R2 |
167-15 |
167-15 |
163-08 |
|
| R1 |
165-00 |
165-00 |
162-29 |
164-11 |
| PP |
163-22 |
163-22 |
163-22 |
163-11 |
| S1 |
161-07 |
161-07 |
162-07 |
160-18 |
| S2 |
159-29 |
159-29 |
161-28 |
|
| S3 |
156-04 |
157-14 |
161-17 |
|
| S4 |
152-11 |
153-21 |
160-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
166-04 |
162-11 |
3-25 |
2.3% |
1-24 |
1.1% |
12% |
False |
True |
1,374 |
| 10 |
166-21 |
162-11 |
4-10 |
2.6% |
1-25 |
1.1% |
11% |
False |
True |
6,376 |
| 20 |
168-25 |
162-11 |
6-14 |
4.0% |
1-22 |
1.0% |
7% |
False |
True |
166,687 |
| 40 |
170-26 |
157-14 |
13-12 |
8.2% |
1-28 |
1.1% |
40% |
False |
False |
242,191 |
| 60 |
170-26 |
152-24 |
18-02 |
11.1% |
1-26 |
1.1% |
56% |
False |
False |
232,928 |
| 80 |
170-26 |
151-08 |
19-18 |
12.0% |
1-24 |
1.1% |
59% |
False |
False |
223,045 |
| 100 |
170-26 |
150-03 |
20-23 |
12.7% |
1-21 |
1.0% |
61% |
False |
False |
178,552 |
| 120 |
170-26 |
150-03 |
20-23 |
12.7% |
1-18 |
1.0% |
61% |
False |
False |
148,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-19 |
|
2.618 |
165-31 |
|
1.618 |
164-31 |
|
1.000 |
164-11 |
|
0.618 |
163-31 |
|
HIGH |
163-11 |
|
0.618 |
162-31 |
|
0.500 |
162-27 |
|
0.382 |
162-23 |
|
LOW |
162-11 |
|
0.618 |
161-23 |
|
1.000 |
161-11 |
|
1.618 |
160-23 |
|
2.618 |
159-23 |
|
4.250 |
158-03 |
|
|
| Fisher Pivots for day following 14-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
162-27 |
163-24 |
| PP |
162-27 |
163-14 |
| S1 |
162-26 |
163-04 |
|