ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 03-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2016 |
03-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
162-17 |
162-27 |
0-10 |
0.2% |
165-07 |
| High |
162-30 |
163-28 |
0-30 |
0.6% |
167-15 |
| Low |
162-01 |
162-13 |
0-12 |
0.2% |
163-14 |
| Close |
162-21 |
163-15 |
0-26 |
0.5% |
164-09 |
| Range |
0-29 |
1-15 |
0-18 |
62.1% |
4-01 |
| ATR |
1-26 |
1-25 |
-0-01 |
-1.3% |
0-00 |
| Volume |
265,193 |
221,957 |
-43,236 |
-16.3% |
1,070,985 |
|
| Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-21 |
167-01 |
164-09 |
|
| R3 |
166-06 |
165-18 |
163-28 |
|
| R2 |
164-23 |
164-23 |
163-24 |
|
| R1 |
164-03 |
164-03 |
163-19 |
164-13 |
| PP |
163-08 |
163-08 |
163-08 |
163-13 |
| S1 |
162-20 |
162-20 |
163-11 |
162-30 |
| S2 |
161-25 |
161-25 |
163-06 |
|
| S3 |
160-10 |
161-05 |
163-02 |
|
| S4 |
158-27 |
159-22 |
162-21 |
|
|
| 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 |
170-04 |
|
2.618 |
167-23 |
|
1.618 |
166-08 |
|
1.000 |
165-11 |
|
0.618 |
164-25 |
|
HIGH |
163-28 |
|
0.618 |
163-10 |
|
0.500 |
163-04 |
|
0.382 |
162-31 |
|
LOW |
162-13 |
|
0.618 |
161-16 |
|
1.000 |
160-30 |
|
1.618 |
160-01 |
|
2.618 |
158-18 |
|
4.250 |
156-05 |
|
|
| Fisher Pivots for day following 03-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163-12 |
163-22 |
| PP |
163-08 |
163-19 |
| S1 |
163-04 |
163-17 |
|