ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 09-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2016 |
09-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
162-10 |
163-31 |
1-21 |
1.0% |
164-07 |
| High |
164-27 |
164-01 |
-0-26 |
-0.5% |
165-10 |
| Low |
162-06 |
162-17 |
0-11 |
0.2% |
161-20 |
| Close |
163-30 |
162-27 |
-1-03 |
-0.7% |
162-08 |
| Range |
2-21 |
1-16 |
-1-05 |
-43.5% |
3-22 |
| ATR |
1-26 |
1-25 |
-0-01 |
-1.2% |
0-00 |
| Volume |
258,964 |
226,839 |
-32,125 |
-12.4% |
1,355,318 |
|
| Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-20 |
166-24 |
163-21 |
|
| R3 |
166-04 |
165-08 |
163-08 |
|
| R2 |
164-20 |
164-20 |
163-04 |
|
| R1 |
163-24 |
163-24 |
162-31 |
163-14 |
| PP |
163-04 |
163-04 |
163-04 |
163-00 |
| S1 |
162-08 |
162-08 |
162-23 |
161-30 |
| S2 |
161-20 |
161-20 |
162-18 |
|
| S3 |
160-04 |
160-24 |
162-14 |
|
| S4 |
158-20 |
159-08 |
162-01 |
|
|
| 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 |
170-13 |
|
2.618 |
167-31 |
|
1.618 |
166-15 |
|
1.000 |
165-17 |
|
0.618 |
164-31 |
|
HIGH |
164-01 |
|
0.618 |
163-15 |
|
0.500 |
163-09 |
|
0.382 |
163-03 |
|
LOW |
162-17 |
|
0.618 |
161-19 |
|
1.000 |
161-01 |
|
1.618 |
160-03 |
|
2.618 |
158-19 |
|
4.250 |
156-05 |
|
|
| Fisher Pivots for day following 09-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163-09 |
163-08 |
| PP |
163-04 |
163-04 |
| S1 |
163-00 |
163-00 |
|