ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 17-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2016 |
17-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
161-13 |
162-03 |
0-22 |
0.4% |
162-14 |
| High |
162-07 |
163-09 |
1-02 |
0.7% |
164-27 |
| Low |
161-02 |
161-23 |
0-21 |
0.4% |
160-31 |
| Close |
161-16 |
162-23 |
1-07 |
0.8% |
161-07 |
| Range |
1-05 |
1-18 |
0-13 |
35.1% |
3-28 |
| ATR |
1-22 |
1-23 |
0-00 |
0.3% |
0-00 |
| Volume |
257,020 |
248,596 |
-8,424 |
-3.3% |
1,216,924 |
|
| Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-08 |
166-18 |
163-18 |
|
| R3 |
165-22 |
165-00 |
163-05 |
|
| R2 |
164-04 |
164-04 |
163-00 |
|
| R1 |
163-14 |
163-14 |
162-28 |
163-25 |
| PP |
162-18 |
162-18 |
162-18 |
162-24 |
| S1 |
161-28 |
161-28 |
162-18 |
162-07 |
| S2 |
161-00 |
161-00 |
162-14 |
|
| S3 |
159-14 |
160-10 |
162-09 |
|
| S4 |
157-28 |
158-24 |
161-28 |
|
|
| 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 |
169-30 |
|
2.618 |
167-12 |
|
1.618 |
165-26 |
|
1.000 |
164-27 |
|
0.618 |
164-08 |
|
HIGH |
163-09 |
|
0.618 |
162-22 |
|
0.500 |
162-16 |
|
0.382 |
162-10 |
|
LOW |
161-23 |
|
0.618 |
160-24 |
|
1.000 |
160-05 |
|
1.618 |
159-06 |
|
2.618 |
157-20 |
|
4.250 |
155-02 |
|
|
| Fisher Pivots for day following 17-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
162-21 |
162-17 |
| PP |
162-18 |
162-11 |
| S1 |
162-16 |
162-06 |
|