ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 02-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2016 |
02-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
164-19 |
162-17 |
-2-02 |
-1.3% |
165-07 |
| High |
165-10 |
162-30 |
-2-12 |
-1.4% |
167-15 |
| Low |
162-04 |
162-01 |
-0-03 |
-0.1% |
163-14 |
| Close |
162-11 |
162-21 |
0-10 |
0.2% |
164-09 |
| Range |
3-06 |
0-29 |
-2-09 |
-71.6% |
4-01 |
| ATR |
1-28 |
1-26 |
-0-02 |
-3.7% |
0-00 |
| Volume |
304,576 |
265,193 |
-39,383 |
-12.9% |
1,070,985 |
|
| Daily Pivots for day following 02-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-08 |
164-28 |
163-05 |
|
| R3 |
164-11 |
163-31 |
162-29 |
|
| R2 |
163-14 |
163-14 |
162-26 |
|
| R1 |
163-02 |
163-02 |
162-24 |
163-08 |
| PP |
162-17 |
162-17 |
162-17 |
162-20 |
| S1 |
162-05 |
162-05 |
162-18 |
162-11 |
| S2 |
161-20 |
161-20 |
162-16 |
|
| S3 |
160-23 |
161-08 |
162-13 |
|
| S4 |
159-26 |
160-11 |
162-05 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
177-05 |
174-24 |
166-16 |
|
| R3 |
173-04 |
170-23 |
165-12 |
|
| R2 |
169-03 |
169-03 |
165-01 |
|
| R1 |
166-22 |
166-22 |
164-21 |
165-28 |
| PP |
165-02 |
165-02 |
165-02 |
164-21 |
| S1 |
162-21 |
162-21 |
163-29 |
161-27 |
| S2 |
161-01 |
161-01 |
163-17 |
|
| S3 |
157-00 |
158-20 |
163-06 |
|
| S4 |
152-31 |
154-19 |
162-02 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-25 |
|
2.618 |
165-10 |
|
1.618 |
164-13 |
|
1.000 |
163-27 |
|
0.618 |
163-16 |
|
HIGH |
162-30 |
|
0.618 |
162-19 |
|
0.500 |
162-16 |
|
0.382 |
162-12 |
|
LOW |
162-01 |
|
0.618 |
161-15 |
|
1.000 |
161-04 |
|
1.618 |
160-18 |
|
2.618 |
159-21 |
|
4.250 |
158-06 |
|
|
| Fisher Pivots for day following 02-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
162-19 |
163-22 |
| PP |
162-17 |
163-11 |
| S1 |
162-16 |
163-00 |
|