ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 21-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2016 |
21-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
162-27 |
163-07 |
0-12 |
0.2% |
161-06 |
| High |
163-24 |
163-12 |
-0-12 |
-0.2% |
163-24 |
| Low |
162-23 |
161-20 |
-1-03 |
-0.7% |
160-30 |
| Close |
163-07 |
161-23 |
-1-16 |
-0.9% |
163-07 |
| Range |
1-01 |
1-24 |
0-23 |
69.7% |
2-26 |
| ATR |
1-21 |
1-21 |
0-00 |
0.4% |
0-00 |
| Volume |
180,311 |
184,913 |
4,602 |
2.6% |
1,016,059 |
|
| Daily Pivots for day following 21-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-16 |
166-11 |
162-22 |
|
| R3 |
165-24 |
164-19 |
162-06 |
|
| R2 |
164-00 |
164-00 |
162-01 |
|
| R1 |
162-27 |
162-27 |
161-28 |
162-18 |
| PP |
162-08 |
162-08 |
162-08 |
162-03 |
| S1 |
161-03 |
161-03 |
161-18 |
160-26 |
| S2 |
160-16 |
160-16 |
161-13 |
|
| S3 |
158-24 |
159-11 |
161-08 |
|
| S4 |
157-00 |
157-19 |
160-24 |
|
|
| 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 |
170-26 |
|
2.618 |
167-31 |
|
1.618 |
166-07 |
|
1.000 |
165-04 |
|
0.618 |
164-15 |
|
HIGH |
163-12 |
|
0.618 |
162-23 |
|
0.500 |
162-16 |
|
0.382 |
162-09 |
|
LOW |
161-20 |
|
0.618 |
160-17 |
|
1.000 |
159-28 |
|
1.618 |
158-25 |
|
2.618 |
157-01 |
|
4.250 |
154-06 |
|
|
| Fisher Pivots for day following 21-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
162-16 |
162-22 |
| PP |
162-08 |
162-12 |
| S1 |
161-31 |
162-01 |
|