ECBOT 30 Year Treasury Bond Future June 2016
Trading Metrics calculated at close of trading on 18-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2016 |
18-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
162-03 |
162-27 |
0-24 |
0.5% |
161-06 |
High |
163-09 |
163-24 |
0-15 |
0.3% |
163-24 |
Low |
161-23 |
162-23 |
1-00 |
0.6% |
160-30 |
Close |
162-23 |
163-07 |
0-16 |
0.3% |
163-07 |
Range |
1-18 |
1-01 |
-0-17 |
-34.0% |
2-26 |
ATR |
1-23 |
1-21 |
-0-02 |
-2.8% |
0-00 |
Volume |
248,596 |
180,311 |
-68,285 |
-27.5% |
1,016,059 |
|
Daily Pivots for day following 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166-10 |
165-26 |
163-25 |
|
R3 |
165-09 |
164-25 |
163-16 |
|
R2 |
164-08 |
164-08 |
163-13 |
|
R1 |
163-24 |
163-24 |
163-10 |
164-00 |
PP |
163-07 |
163-07 |
163-07 |
163-12 |
S1 |
162-23 |
162-23 |
163-04 |
162-31 |
S2 |
162-06 |
162-06 |
163-01 |
|
S3 |
161-05 |
161-22 |
162-30 |
|
S4 |
160-04 |
160-21 |
162-21 |
|
|
Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
171-02 |
169-31 |
164-24 |
|
R3 |
168-08 |
167-05 |
164-00 |
|
R2 |
165-14 |
165-14 |
163-24 |
|
R1 |
164-11 |
164-11 |
163-15 |
164-28 |
PP |
162-20 |
162-20 |
162-20 |
162-29 |
S1 |
161-17 |
161-17 |
162-31 |
162-02 |
S2 |
159-26 |
159-26 |
162-22 |
|
S3 |
157-00 |
158-23 |
162-14 |
|
S4 |
154-06 |
155-29 |
161-22 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
168-04 |
2.618 |
166-14 |
1.618 |
165-13 |
1.000 |
164-25 |
0.618 |
164-12 |
HIGH |
163-24 |
0.618 |
163-11 |
0.500 |
163-08 |
0.382 |
163-04 |
LOW |
162-23 |
0.618 |
162-03 |
1.000 |
161-22 |
1.618 |
161-02 |
2.618 |
160-01 |
4.250 |
158-11 |
|
|
Fisher Pivots for day following 18-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
163-08 |
162-30 |
PP |
163-07 |
162-22 |
S1 |
163-07 |
162-13 |
|