ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 01-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2016 |
01-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
165-17 |
165-31 |
0-14 |
0.3% |
166-17 |
| High |
166-08 |
166-21 |
0-13 |
0.2% |
168-25 |
| Low |
165-15 |
163-15 |
-2-00 |
-1.2% |
164-25 |
| Close |
165-28 |
163-22 |
-2-06 |
-1.3% |
165-20 |
| Range |
0-25 |
3-06 |
2-13 |
308.0% |
4-00 |
| ATR |
1-30 |
2-01 |
0-03 |
4.7% |
0-00 |
| Volume |
56,605 |
21,577 |
-35,028 |
-61.9% |
1,982,819 |
|
| Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174-05 |
172-04 |
165-14 |
|
| R3 |
170-31 |
168-30 |
164-18 |
|
| R2 |
167-25 |
167-25 |
164-09 |
|
| R1 |
165-24 |
165-24 |
163-31 |
165-06 |
| PP |
164-19 |
164-19 |
164-19 |
164-10 |
| S1 |
162-18 |
162-18 |
163-13 |
162-00 |
| S2 |
161-13 |
161-13 |
163-03 |
|
| S3 |
158-07 |
159-12 |
162-26 |
|
| S4 |
155-01 |
156-06 |
161-30 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
178-13 |
176-00 |
167-26 |
|
| R3 |
174-13 |
172-00 |
166-23 |
|
| R2 |
170-13 |
170-13 |
166-11 |
|
| R1 |
168-00 |
168-00 |
166-00 |
167-06 |
| PP |
166-13 |
166-13 |
166-13 |
166-00 |
| S1 |
164-00 |
164-00 |
165-08 |
163-06 |
| S2 |
162-13 |
162-13 |
164-29 |
|
| S3 |
158-13 |
160-00 |
164-17 |
|
| S4 |
154-13 |
156-00 |
163-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
168-25 |
163-15 |
5-10 |
3.2% |
1-21 |
1.0% |
4% |
False |
True |
279,400 |
| 10 |
168-25 |
163-15 |
5-10 |
3.2% |
1-25 |
1.1% |
4% |
False |
True |
295,708 |
| 20 |
170-26 |
160-28 |
9-30 |
6.1% |
2-01 |
1.2% |
28% |
False |
False |
329,871 |
| 40 |
170-26 |
153-09 |
17-17 |
10.7% |
1-31 |
1.2% |
59% |
False |
False |
308,982 |
| 60 |
170-26 |
151-12 |
19-14 |
11.9% |
1-28 |
1.2% |
63% |
False |
False |
272,193 |
| 80 |
170-26 |
150-03 |
20-23 |
12.7% |
1-23 |
1.0% |
66% |
False |
False |
222,632 |
| 100 |
170-26 |
150-03 |
20-23 |
12.7% |
1-20 |
1.0% |
66% |
False |
False |
178,139 |
| 120 |
170-26 |
150-03 |
20-23 |
12.7% |
1-15 |
0.9% |
66% |
False |
False |
148,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
180-06 |
|
2.618 |
175-00 |
|
1.618 |
171-26 |
|
1.000 |
169-27 |
|
0.618 |
168-20 |
|
HIGH |
166-21 |
|
0.618 |
165-14 |
|
0.500 |
165-02 |
|
0.382 |
164-22 |
|
LOW |
163-15 |
|
0.618 |
161-16 |
|
1.000 |
160-09 |
|
1.618 |
158-10 |
|
2.618 |
155-04 |
|
4.250 |
149-30 |
|
|
| Fisher Pivots for day following 01-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
165-02 |
165-02 |
| PP |
164-19 |
164-19 |
| S1 |
164-05 |
164-05 |
|