ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 04-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2016 |
04-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
164-05 |
164-25 |
0-20 |
0.4% |
165-17 |
| High |
165-07 |
165-29 |
0-22 |
0.4% |
166-21 |
| Low |
163-26 |
162-30 |
-0-28 |
-0.5% |
162-30 |
| Close |
164-26 |
163-19 |
-1-07 |
-0.7% |
163-19 |
| Range |
1-13 |
2-31 |
1-18 |
111.1% |
3-23 |
| ATR |
1-29 |
1-31 |
0-02 |
4.0% |
0-00 |
| Volume |
5,902 |
7,206 |
1,304 |
22.1% |
109,784 |
|
| Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173-02 |
171-09 |
165-07 |
|
| R3 |
170-03 |
168-10 |
164-13 |
|
| R2 |
167-04 |
167-04 |
164-04 |
|
| R1 |
165-11 |
165-11 |
163-28 |
164-24 |
| PP |
164-05 |
164-05 |
164-05 |
163-27 |
| S1 |
162-12 |
162-12 |
163-10 |
161-25 |
| S2 |
161-06 |
161-06 |
163-02 |
|
| S3 |
158-07 |
159-13 |
162-25 |
|
| S4 |
155-08 |
156-14 |
161-31 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
175-18 |
173-09 |
165-20 |
|
| R3 |
171-27 |
169-18 |
164-20 |
|
| R2 |
168-04 |
168-04 |
164-09 |
|
| R1 |
165-27 |
165-27 |
163-30 |
165-04 |
| PP |
164-13 |
164-13 |
164-13 |
164-01 |
| S1 |
162-04 |
162-04 |
163-08 |
161-13 |
| S2 |
160-22 |
160-22 |
162-29 |
|
| S3 |
156-31 |
158-13 |
162-18 |
|
| S4 |
153-08 |
154-22 |
161-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
166-21 |
162-30 |
3-23 |
2.3% |
1-27 |
1.1% |
18% |
False |
True |
21,956 |
| 10 |
168-25 |
162-30 |
5-27 |
3.6% |
1-23 |
1.0% |
11% |
False |
True |
209,260 |
| 20 |
170-26 |
162-04 |
8-22 |
5.3% |
2-00 |
1.2% |
17% |
False |
False |
282,143 |
| 40 |
170-26 |
154-14 |
16-12 |
10.0% |
1-31 |
1.2% |
56% |
False |
False |
291,969 |
| 60 |
170-26 |
152-24 |
18-02 |
11.0% |
1-26 |
1.1% |
60% |
False |
False |
256,531 |
| 80 |
170-26 |
150-03 |
20-23 |
12.7% |
1-23 |
1.0% |
65% |
False |
False |
223,020 |
| 100 |
170-26 |
150-03 |
20-23 |
12.7% |
1-20 |
1.0% |
65% |
False |
False |
178,454 |
| 120 |
170-26 |
150-03 |
20-23 |
12.7% |
1-16 |
0.9% |
65% |
False |
False |
148,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
178-17 |
|
2.618 |
173-22 |
|
1.618 |
170-23 |
|
1.000 |
168-28 |
|
0.618 |
167-24 |
|
HIGH |
165-29 |
|
0.618 |
164-25 |
|
0.500 |
164-14 |
|
0.382 |
164-02 |
|
LOW |
162-30 |
|
0.618 |
161-03 |
|
1.000 |
159-31 |
|
1.618 |
158-04 |
|
2.618 |
155-05 |
|
4.250 |
150-10 |
|
|
| Fisher Pivots for day following 04-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164-14 |
164-14 |
| PP |
164-05 |
164-05 |
| S1 |
163-28 |
163-28 |
|