ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 14-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2016 |
14-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
162-13 |
161-06 |
-1-07 |
-0.8% |
162-14 |
| High |
162-26 |
162-02 |
-0-24 |
-0.5% |
164-27 |
| Low |
160-31 |
160-30 |
-0-01 |
0.0% |
160-31 |
| Close |
161-07 |
161-15 |
0-08 |
0.2% |
161-07 |
| Range |
1-27 |
1-04 |
-0-23 |
-39.0% |
3-28 |
| ATR |
1-26 |
1-25 |
-0-02 |
-2.7% |
0-00 |
| Volume |
220,174 |
154,026 |
-66,148 |
-30.0% |
1,216,924 |
|
| Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-28 |
164-09 |
162-03 |
|
| R3 |
163-24 |
163-05 |
161-25 |
|
| R2 |
162-20 |
162-20 |
161-22 |
|
| R1 |
162-01 |
162-01 |
161-18 |
162-10 |
| PP |
161-16 |
161-16 |
161-16 |
161-20 |
| S1 |
160-29 |
160-29 |
161-12 |
161-06 |
| S2 |
160-12 |
160-12 |
161-08 |
|
| S3 |
159-08 |
159-25 |
161-05 |
|
| S4 |
158-04 |
158-21 |
160-27 |
|
|
| 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 |
166-27 |
|
2.618 |
165-00 |
|
1.618 |
163-28 |
|
1.000 |
163-06 |
|
0.618 |
162-24 |
|
HIGH |
162-02 |
|
0.618 |
161-20 |
|
0.500 |
161-16 |
|
0.382 |
161-12 |
|
LOW |
160-30 |
|
0.618 |
160-08 |
|
1.000 |
159-26 |
|
1.618 |
159-04 |
|
2.618 |
158-00 |
|
4.250 |
156-05 |
|
|
| Fisher Pivots for day following 14-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
161-16 |
162-12 |
| PP |
161-16 |
162-03 |
| S1 |
161-15 |
161-25 |
|