ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 24-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2015 |
24-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
162-16 |
162-29 |
0-13 |
0.3% |
158-02 |
| High |
162-16 |
163-27 |
1-11 |
0.8% |
162-17 |
| Low |
162-10 |
162-29 |
0-19 |
0.4% |
158-02 |
| Close |
162-11 |
163-20 |
1-09 |
0.8% |
162-09 |
| Range |
0-06 |
0-30 |
0-24 |
400.0% |
4-15 |
| ATR |
0-31 |
1-01 |
0-01 |
3.8% |
0-00 |
| Volume |
35 |
11 |
-24 |
-68.6% |
26 |
|
| Daily Pivots for day following 24-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-09 |
165-28 |
164-04 |
|
| R3 |
165-11 |
164-30 |
163-28 |
|
| R2 |
164-13 |
164-13 |
163-26 |
|
| R1 |
164-00 |
164-00 |
163-23 |
164-06 |
| PP |
163-15 |
163-15 |
163-15 |
163-18 |
| S1 |
163-02 |
163-02 |
163-17 |
163-08 |
| S2 |
162-17 |
162-17 |
163-14 |
|
| S3 |
161-19 |
162-04 |
163-12 |
|
| S4 |
160-21 |
161-06 |
163-04 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174-12 |
172-25 |
164-24 |
|
| R3 |
169-29 |
168-10 |
163-16 |
|
| R2 |
165-14 |
165-14 |
163-03 |
|
| R1 |
163-27 |
163-27 |
162-22 |
164-20 |
| PP |
160-31 |
160-31 |
160-31 |
161-11 |
| S1 |
159-12 |
159-12 |
161-28 |
160-06 |
| S2 |
156-16 |
156-16 |
161-15 |
|
| S3 |
152-01 |
154-29 |
161-02 |
|
| S4 |
147-18 |
150-14 |
159-26 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-26 |
|
2.618 |
166-10 |
|
1.618 |
165-12 |
|
1.000 |
164-25 |
|
0.618 |
164-14 |
|
HIGH |
163-27 |
|
0.618 |
163-16 |
|
0.500 |
163-12 |
|
0.382 |
163-08 |
|
LOW |
162-29 |
|
0.618 |
162-10 |
|
1.000 |
161-31 |
|
1.618 |
161-12 |
|
2.618 |
160-14 |
|
4.250 |
158-30 |
|
|
| Fisher Pivots for day following 24-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
163-17 |
163-14 |
| PP |
163-15 |
163-08 |
| S1 |
163-12 |
163-02 |
|