ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 29-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2016 |
29-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
162-29 |
163-06 |
0-09 |
0.2% |
163-07 |
| High |
163-23 |
164-24 |
1-01 |
0.6% |
164-10 |
| Low |
162-17 |
163-00 |
0-15 |
0.3% |
161-17 |
| Close |
163-17 |
164-16 |
0-31 |
0.6% |
163-01 |
| Range |
1-06 |
1-24 |
0-18 |
47.4% |
2-25 |
| ATR |
1-21 |
1-21 |
0-00 |
0.5% |
0-00 |
| Volume |
103,993 |
210,009 |
106,016 |
101.9% |
799,667 |
|
| Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-11 |
168-21 |
165-15 |
|
| R3 |
167-19 |
166-29 |
164-31 |
|
| R2 |
165-27 |
165-27 |
164-26 |
|
| R1 |
165-05 |
165-05 |
164-21 |
165-16 |
| PP |
164-03 |
164-03 |
164-03 |
164-08 |
| S1 |
163-13 |
163-13 |
164-11 |
163-24 |
| S2 |
162-11 |
162-11 |
164-06 |
|
| S3 |
160-19 |
161-21 |
164-01 |
|
| S4 |
158-27 |
159-29 |
163-17 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171-10 |
169-30 |
164-18 |
|
| R3 |
168-17 |
167-05 |
163-25 |
|
| R2 |
165-24 |
165-24 |
163-17 |
|
| R1 |
164-12 |
164-12 |
163-09 |
163-22 |
| PP |
162-31 |
162-31 |
162-31 |
162-19 |
| S1 |
161-19 |
161-19 |
162-25 |
160-28 |
| S2 |
160-06 |
160-06 |
162-17 |
|
| S3 |
157-13 |
158-26 |
162-09 |
|
| S4 |
154-20 |
156-01 |
161-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
164-24 |
161-17 |
3-07 |
2.0% |
1-20 |
1.0% |
92% |
True |
False |
185,751 |
| 10 |
164-24 |
161-02 |
3-22 |
2.2% |
1-16 |
0.9% |
93% |
True |
False |
197,570 |
| 20 |
165-10 |
160-30 |
4-12 |
2.7% |
1-21 |
1.0% |
81% |
False |
False |
221,759 |
| 40 |
169-12 |
159-05 |
10-07 |
6.2% |
1-24 |
1.1% |
52% |
False |
False |
145,615 |
| 60 |
169-12 |
151-24 |
17-20 |
10.7% |
1-17 |
0.9% |
72% |
False |
False |
97,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
172-06 |
|
2.618 |
169-11 |
|
1.618 |
167-19 |
|
1.000 |
166-16 |
|
0.618 |
165-27 |
|
HIGH |
164-24 |
|
0.618 |
164-03 |
|
0.500 |
163-28 |
|
0.382 |
163-21 |
|
LOW |
163-00 |
|
0.618 |
161-29 |
|
1.000 |
161-08 |
|
1.618 |
160-05 |
|
2.618 |
158-13 |
|
4.250 |
155-18 |
|
|
| Fisher Pivots for day following 29-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164-09 |
164-07 |
| PP |
164-03 |
163-29 |
| S1 |
163-28 |
163-20 |
|