ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 26-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2015 |
26-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
163-27 |
162-16 |
-1-11 |
-0.8% |
158-02 |
| High |
163-27 |
162-16 |
-1-11 |
-0.8% |
162-17 |
| Low |
162-27 |
160-25 |
-2-02 |
-1.3% |
158-02 |
| Close |
162-29 |
160-25 |
-2-04 |
-1.3% |
162-09 |
| Range |
1-00 |
1-23 |
0-23 |
71.9% |
4-15 |
| ATR |
1-01 |
1-03 |
0-03 |
7.8% |
0-00 |
| Volume |
30 |
15 |
-15 |
-50.0% |
26 |
|
| Daily Pivots for day following 26-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-16 |
165-12 |
161-23 |
|
| R3 |
164-25 |
163-21 |
161-08 |
|
| R2 |
163-02 |
163-02 |
161-03 |
|
| R1 |
161-30 |
161-30 |
160-30 |
161-20 |
| PP |
161-11 |
161-11 |
161-11 |
161-07 |
| S1 |
160-07 |
160-07 |
160-20 |
159-30 |
| S2 |
159-20 |
159-20 |
160-15 |
|
| S3 |
157-29 |
158-16 |
160-10 |
|
| S4 |
156-06 |
156-25 |
159-27 |
|
|
| 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 |
169-26 |
|
2.618 |
167-00 |
|
1.618 |
165-09 |
|
1.000 |
164-07 |
|
0.618 |
163-18 |
|
HIGH |
162-16 |
|
0.618 |
161-27 |
|
0.500 |
161-20 |
|
0.382 |
161-14 |
|
LOW |
160-25 |
|
0.618 |
159-23 |
|
1.000 |
159-02 |
|
1.618 |
158-00 |
|
2.618 |
156-09 |
|
4.250 |
153-15 |
|
|
| Fisher Pivots for day following 26-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
161-20 |
162-10 |
| PP |
161-11 |
161-26 |
| S1 |
161-02 |
161-09 |
|