ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 01-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2015 |
01-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
162-13 |
163-07 |
0-26 |
0.5% |
162-16 |
| High |
162-13 |
164-25 |
2-12 |
1.5% |
163-27 |
| Low |
162-13 |
163-07 |
0-26 |
0.5% |
160-25 |
| Close |
162-13 |
164-10 |
1-29 |
1.2% |
162-29 |
| Range |
0-00 |
1-18 |
1-18 |
|
3-02 |
| ATR |
1-03 |
1-06 |
0-03 |
8.2% |
0-00 |
| Volume |
11 |
22 |
11 |
100.0% |
96 |
|
| Daily Pivots for day following 01-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-25 |
168-04 |
165-06 |
|
| R3 |
167-07 |
166-18 |
164-24 |
|
| R2 |
165-21 |
165-21 |
164-19 |
|
| R1 |
165-00 |
165-00 |
164-15 |
165-10 |
| PP |
164-03 |
164-03 |
164-03 |
164-09 |
| S1 |
163-14 |
163-14 |
164-05 |
163-24 |
| S2 |
162-17 |
162-17 |
164-01 |
|
| S3 |
160-31 |
161-28 |
163-28 |
|
| S4 |
159-13 |
160-10 |
163-14 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171-22 |
170-12 |
164-19 |
|
| R3 |
168-20 |
167-10 |
163-24 |
|
| R2 |
165-18 |
165-18 |
163-15 |
|
| R1 |
164-08 |
164-08 |
163-06 |
164-29 |
| PP |
162-16 |
162-16 |
162-16 |
162-27 |
| S1 |
161-06 |
161-06 |
162-20 |
161-27 |
| S2 |
159-14 |
159-14 |
162-11 |
|
| S3 |
156-12 |
158-04 |
162-02 |
|
| S4 |
153-10 |
155-02 |
161-07 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
171-14 |
|
2.618 |
168-28 |
|
1.618 |
167-10 |
|
1.000 |
166-11 |
|
0.618 |
165-24 |
|
HIGH |
164-25 |
|
0.618 |
164-06 |
|
0.500 |
164-00 |
|
0.382 |
163-26 |
|
LOW |
163-07 |
|
0.618 |
162-08 |
|
1.000 |
161-21 |
|
1.618 |
160-22 |
|
2.618 |
159-04 |
|
4.250 |
156-18 |
|
|
| Fisher Pivots for day following 01-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
164-07 |
164-00 |
| PP |
164-03 |
163-22 |
| S1 |
164-00 |
163-12 |
|