ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 21-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2016 |
21-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
164-07 |
164-19 |
0-12 |
0.2% |
162-16 |
| High |
165-00 |
164-19 |
-0-13 |
-0.2% |
165-00 |
| Low |
164-03 |
163-04 |
-0-31 |
-0.6% |
162-11 |
| Close |
164-18 |
163-17 |
-1-01 |
-0.6% |
164-18 |
| Range |
0-29 |
1-15 |
0-18 |
62.1% |
2-21 |
| ATR |
1-21 |
1-21 |
0-00 |
-0.9% |
0-00 |
| Volume |
2,485 |
423 |
-2,062 |
-83.0% |
13,000 |
|
| Daily Pivots for day following 21-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-05 |
167-10 |
164-11 |
|
| R3 |
166-22 |
165-27 |
163-30 |
|
| R2 |
165-07 |
165-07 |
163-26 |
|
| R1 |
164-12 |
164-12 |
163-21 |
164-02 |
| PP |
163-24 |
163-24 |
163-24 |
163-19 |
| S1 |
162-29 |
162-29 |
163-13 |
162-19 |
| S2 |
162-09 |
162-09 |
163-08 |
|
| S3 |
160-26 |
161-14 |
163-04 |
|
| S4 |
159-11 |
159-31 |
162-23 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171-30 |
170-29 |
166-01 |
|
| R3 |
169-09 |
168-08 |
165-09 |
|
| R2 |
166-20 |
166-20 |
165-02 |
|
| R1 |
165-19 |
165-19 |
164-26 |
166-04 |
| PP |
163-31 |
163-31 |
163-31 |
164-07 |
| S1 |
162-30 |
162-30 |
164-10 |
163-14 |
| S2 |
161-10 |
161-10 |
164-02 |
|
| S3 |
158-21 |
160-09 |
163-27 |
|
| S4 |
156-00 |
157-20 |
163-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
165-00 |
162-15 |
2-17 |
1.5% |
1-06 |
0.7% |
42% |
False |
False |
2,570 |
| 10 |
166-04 |
162-11 |
3-25 |
2.3% |
1-15 |
0.9% |
31% |
False |
False |
1,972 |
| 20 |
168-25 |
162-11 |
6-14 |
3.9% |
1-18 |
1.0% |
18% |
False |
False |
94,823 |
| 40 |
170-26 |
158-24 |
12-02 |
7.4% |
1-24 |
1.1% |
40% |
False |
False |
201,430 |
| 60 |
170-26 |
152-24 |
18-02 |
11.0% |
1-25 |
1.1% |
60% |
False |
False |
218,643 |
| 80 |
170-26 |
151-12 |
19-14 |
11.9% |
1-24 |
1.1% |
63% |
False |
False |
220,013 |
| 100 |
170-26 |
150-03 |
20-23 |
12.7% |
1-21 |
1.0% |
65% |
False |
False |
178,676 |
| 120 |
170-26 |
150-03 |
20-23 |
12.7% |
1-19 |
1.0% |
65% |
False |
False |
148,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
170-27 |
|
2.618 |
168-14 |
|
1.618 |
166-31 |
|
1.000 |
166-02 |
|
0.618 |
165-16 |
|
HIGH |
164-19 |
|
0.618 |
164-01 |
|
0.500 |
163-28 |
|
0.382 |
163-22 |
|
LOW |
163-04 |
|
0.618 |
162-07 |
|
1.000 |
161-21 |
|
1.618 |
160-24 |
|
2.618 |
159-09 |
|
4.250 |
156-28 |
|
|
| Fisher Pivots for day following 21-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163-28 |
164-02 |
| PP |
163-24 |
163-28 |
| S1 |
163-20 |
163-23 |
|