ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 07-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2016 |
07-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
164-25 |
163-25 |
-1-00 |
-0.6% |
165-17 |
| High |
165-29 |
163-25 |
-2-04 |
-1.3% |
166-21 |
| Low |
162-30 |
163-04 |
0-06 |
0.1% |
162-30 |
| Close |
163-19 |
163-21 |
0-02 |
0.0% |
163-19 |
| Range |
2-31 |
0-21 |
-2-10 |
-77.9% |
3-23 |
| ATR |
1-31 |
1-28 |
-0-03 |
-4.8% |
0-00 |
| Volume |
7,206 |
3,713 |
-3,493 |
-48.5% |
109,784 |
|
| Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-16 |
165-07 |
164-01 |
|
| R3 |
164-27 |
164-18 |
163-27 |
|
| R2 |
164-06 |
164-06 |
163-25 |
|
| R1 |
163-29 |
163-29 |
163-23 |
163-23 |
| PP |
163-17 |
163-17 |
163-17 |
163-14 |
| S1 |
163-08 |
163-08 |
163-19 |
163-02 |
| S2 |
162-28 |
162-28 |
163-17 |
|
| S3 |
162-07 |
162-19 |
163-15 |
|
| S4 |
161-18 |
161-30 |
163-09 |
|
|
| 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% |
1-26 |
1.1% |
19% |
False |
False |
11,378 |
| 10 |
168-25 |
162-30 |
5-27 |
3.6% |
1-22 |
1.0% |
12% |
False |
False |
187,675 |
| 20 |
170-26 |
162-28 |
7-30 |
4.9% |
1-30 |
1.2% |
10% |
False |
False |
264,760 |
| 40 |
170-26 |
154-14 |
16-12 |
10.0% |
1-30 |
1.2% |
56% |
False |
False |
283,680 |
| 60 |
170-26 |
152-24 |
18-02 |
11.0% |
1-26 |
1.1% |
60% |
False |
False |
252,395 |
| 80 |
170-26 |
150-16 |
20-10 |
12.4% |
1-23 |
1.0% |
65% |
False |
False |
223,067 |
| 100 |
170-26 |
150-03 |
20-23 |
12.7% |
1-20 |
1.0% |
65% |
False |
False |
178,491 |
| 120 |
170-26 |
150-03 |
20-23 |
12.7% |
1-16 |
0.9% |
65% |
False |
False |
148,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-18 |
|
2.618 |
165-16 |
|
1.618 |
164-27 |
|
1.000 |
164-14 |
|
0.618 |
164-06 |
|
HIGH |
163-25 |
|
0.618 |
163-17 |
|
0.500 |
163-14 |
|
0.382 |
163-12 |
|
LOW |
163-04 |
|
0.618 |
162-23 |
|
1.000 |
162-15 |
|
1.618 |
162-02 |
|
2.618 |
161-13 |
|
4.250 |
160-11 |
|
|
| Fisher Pivots for day following 07-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163-19 |
164-14 |
| PP |
163-17 |
164-05 |
| S1 |
163-14 |
163-29 |
|