ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 23-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2016 |
23-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
161-29 |
161-24 |
-0-05 |
-0.1% |
161-06 |
| High |
163-00 |
163-19 |
0-19 |
0.4% |
163-24 |
| Low |
161-21 |
161-17 |
-0-04 |
-0.1% |
160-30 |
| Close |
161-29 |
163-16 |
1-19 |
1.0% |
163-07 |
| Range |
1-11 |
2-02 |
0-23 |
53.5% |
2-26 |
| ATR |
1-21 |
1-21 |
0-01 |
1.8% |
0-00 |
| Volume |
211,622 |
208,911 |
-2,711 |
-1.3% |
1,016,059 |
|
| Daily Pivots for day following 23-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-02 |
168-11 |
164-20 |
|
| R3 |
167-00 |
166-09 |
164-02 |
|
| R2 |
164-30 |
164-30 |
163-28 |
|
| R1 |
164-07 |
164-07 |
163-22 |
164-18 |
| PP |
162-28 |
162-28 |
162-28 |
163-02 |
| S1 |
162-05 |
162-05 |
163-10 |
162-16 |
| S2 |
160-26 |
160-26 |
163-04 |
|
| S3 |
158-24 |
160-03 |
162-30 |
|
| S4 |
156-22 |
158-01 |
162-12 |
|
|
| 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 |
172-12 |
|
2.618 |
169-00 |
|
1.618 |
166-30 |
|
1.000 |
165-21 |
|
0.618 |
164-28 |
|
HIGH |
163-19 |
|
0.618 |
162-26 |
|
0.500 |
162-18 |
|
0.382 |
162-10 |
|
LOW |
161-17 |
|
0.618 |
160-08 |
|
1.000 |
159-15 |
|
1.618 |
158-06 |
|
2.618 |
156-04 |
|
4.250 |
152-24 |
|
|
| Fisher Pivots for day following 23-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163-06 |
163-06 |
| PP |
162-28 |
162-28 |
| S1 |
162-18 |
162-18 |
|