ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 07-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2016 |
07-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
163-12 |
162-14 |
-0-30 |
-0.6% |
164-07 |
| High |
163-28 |
162-15 |
-1-13 |
-0.9% |
165-10 |
| Low |
161-20 |
161-22 |
0-02 |
0.0% |
161-20 |
| Close |
162-08 |
162-10 |
0-02 |
0.0% |
162-08 |
| Range |
2-08 |
0-25 |
-1-15 |
-65.3% |
3-22 |
| ATR |
1-26 |
1-24 |
-0-02 |
-4.1% |
0-00 |
| Volume |
296,818 |
168,509 |
-128,309 |
-43.2% |
1,355,318 |
|
| Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-16 |
164-06 |
162-24 |
|
| R3 |
163-23 |
163-13 |
162-17 |
|
| R2 |
162-30 |
162-30 |
162-15 |
|
| R1 |
162-20 |
162-20 |
162-12 |
162-12 |
| PP |
162-05 |
162-05 |
162-05 |
162-01 |
| S1 |
161-27 |
161-27 |
162-08 |
161-20 |
| S2 |
161-12 |
161-12 |
162-05 |
|
| S3 |
160-19 |
161-02 |
162-03 |
|
| S4 |
159-26 |
160-09 |
161-28 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174-04 |
171-28 |
164-09 |
|
| R3 |
170-14 |
168-06 |
163-08 |
|
| R2 |
166-24 |
166-24 |
162-30 |
|
| R1 |
164-16 |
164-16 |
162-19 |
163-25 |
| PP |
163-02 |
163-02 |
163-02 |
162-22 |
| S1 |
160-26 |
160-26 |
161-29 |
160-03 |
| S2 |
159-12 |
159-12 |
161-18 |
|
| S3 |
155-22 |
157-04 |
161-08 |
|
| S4 |
152-00 |
153-14 |
160-07 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-25 |
|
2.618 |
164-16 |
|
1.618 |
163-23 |
|
1.000 |
163-08 |
|
0.618 |
162-30 |
|
HIGH |
162-15 |
|
0.618 |
162-05 |
|
0.500 |
162-02 |
|
0.382 |
162-00 |
|
LOW |
161-22 |
|
0.618 |
161-07 |
|
1.000 |
160-29 |
|
1.618 |
160-14 |
|
2.618 |
159-21 |
|
4.250 |
158-12 |
|
|
| Fisher Pivots for day following 07-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
162-08 |
162-24 |
| PP |
162-05 |
162-19 |
| S1 |
162-02 |
162-15 |
|