ECBOT 30 Year Treasury Bond Future June 2016
Trading Metrics calculated at close of trading on 11-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2016 |
11-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
163-11 |
162-13 |
-0-30 |
-0.6% |
162-14 |
High |
163-27 |
162-26 |
-1-01 |
-0.6% |
164-27 |
Low |
161-19 |
160-31 |
-0-20 |
-0.4% |
160-31 |
Close |
162-12 |
161-07 |
-1-05 |
-0.7% |
161-07 |
Range |
2-08 |
1-27 |
-0-13 |
-18.1% |
3-28 |
ATR |
1-26 |
1-26 |
0-00 |
0.1% |
0-00 |
Volume |
342,438 |
220,174 |
-122,264 |
-35.7% |
1,216,924 |
|
Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167-06 |
166-02 |
162-07 |
|
R3 |
165-11 |
164-07 |
161-23 |
|
R2 |
163-16 |
163-16 |
161-18 |
|
R1 |
162-12 |
162-12 |
161-12 |
162-00 |
PP |
161-21 |
161-21 |
161-21 |
161-16 |
S1 |
160-17 |
160-17 |
161-02 |
160-06 |
S2 |
159-26 |
159-26 |
160-28 |
|
S3 |
157-31 |
158-22 |
160-23 |
|
S4 |
156-04 |
156-27 |
160-07 |
|
|
Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
173-31 |
171-15 |
163-11 |
|
R3 |
170-03 |
167-19 |
162-09 |
|
R2 |
166-07 |
166-07 |
161-30 |
|
R1 |
163-23 |
163-23 |
161-18 |
163-01 |
PP |
162-11 |
162-11 |
162-11 |
162-00 |
S1 |
159-27 |
159-27 |
160-28 |
159-05 |
S2 |
158-15 |
158-15 |
160-16 |
|
S3 |
154-19 |
155-31 |
160-05 |
|
S4 |
150-23 |
152-03 |
159-03 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
170-21 |
2.618 |
167-20 |
1.618 |
165-25 |
1.000 |
164-21 |
0.618 |
163-30 |
HIGH |
162-26 |
0.618 |
162-03 |
0.500 |
161-28 |
0.382 |
161-22 |
LOW |
160-31 |
0.618 |
159-27 |
1.000 |
159-04 |
1.618 |
158-00 |
2.618 |
156-05 |
4.250 |
153-04 |
|
|
Fisher Pivots for day following 11-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
161-28 |
162-16 |
PP |
161-21 |
162-02 |
S1 |
161-14 |
161-21 |
|