ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 17-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2016 |
17-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
163-00 |
163-10 |
0-10 |
0.2% |
163-25 |
| High |
163-17 |
164-14 |
0-29 |
0.6% |
166-04 |
| Low |
162-15 |
163-06 |
0-23 |
0.4% |
162-11 |
| Close |
162-27 |
164-02 |
1-07 |
0.7% |
162-18 |
| Range |
1-02 |
1-08 |
0-06 |
17.6% |
3-25 |
| ATR |
1-23 |
1-23 |
0-00 |
-0.6% |
0-00 |
| Volume |
6,707 |
945 |
-5,762 |
-85.9% |
10,012 |
|
| Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-21 |
167-03 |
164-24 |
|
| R3 |
166-13 |
165-27 |
164-13 |
|
| R2 |
165-05 |
165-05 |
164-09 |
|
| R1 |
164-19 |
164-19 |
164-06 |
164-28 |
| PP |
163-29 |
163-29 |
163-29 |
164-01 |
| S1 |
163-11 |
163-11 |
163-30 |
163-20 |
| S2 |
162-21 |
162-21 |
163-27 |
|
| S3 |
161-13 |
162-03 |
163-23 |
|
| S4 |
160-05 |
160-27 |
163-12 |
|
|
| 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 |
164-14 |
162-11 |
2-03 |
1.3% |
1-08 |
0.8% |
82% |
True |
False |
2,268 |
| 10 |
166-04 |
162-11 |
3-25 |
2.3% |
1-19 |
1.0% |
45% |
False |
False |
2,773 |
| 20 |
168-25 |
162-11 |
6-14 |
3.9% |
1-18 |
1.0% |
27% |
False |
False |
120,681 |
| 40 |
170-26 |
158-06 |
12-20 |
7.7% |
1-25 |
1.1% |
47% |
False |
False |
217,140 |
| 60 |
170-26 |
152-24 |
18-02 |
11.0% |
1-25 |
1.1% |
63% |
False |
False |
222,894 |
| 80 |
170-26 |
151-12 |
19-14 |
11.8% |
1-24 |
1.1% |
65% |
False |
False |
222,926 |
| 100 |
170-26 |
150-03 |
20-23 |
12.6% |
1-21 |
1.0% |
67% |
False |
False |
178,647 |
| 120 |
170-26 |
150-03 |
20-23 |
12.6% |
1-19 |
1.0% |
67% |
False |
False |
148,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169-24 |
|
2.618 |
167-23 |
|
1.618 |
166-15 |
|
1.000 |
165-22 |
|
0.618 |
165-07 |
|
HIGH |
164-14 |
|
0.618 |
163-31 |
|
0.500 |
163-26 |
|
0.382 |
163-21 |
|
LOW |
163-06 |
|
0.618 |
162-13 |
|
1.000 |
161-30 |
|
1.618 |
161-05 |
|
2.618 |
159-29 |
|
4.250 |
157-28 |
|
|
| Fisher Pivots for day following 17-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163-31 |
163-28 |
| PP |
163-29 |
163-21 |
| S1 |
163-26 |
163-14 |
|