ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 10-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2016 |
10-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
165-10 |
164-25 |
-0-17 |
-0.3% |
165-17 |
| High |
165-10 |
165-05 |
-0-05 |
-0.1% |
166-21 |
| Low |
164-00 |
163-00 |
-1-00 |
-0.6% |
162-30 |
| Close |
164-06 |
163-23 |
-0-15 |
-0.3% |
163-19 |
| Range |
1-10 |
2-05 |
0-27 |
64.3% |
3-23 |
| ATR |
1-28 |
1-29 |
0-01 |
1.0% |
0-00 |
| Volume |
902 |
1,789 |
887 |
98.3% |
109,784 |
|
| Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170-14 |
169-07 |
164-29 |
|
| R3 |
168-09 |
167-02 |
164-10 |
|
| R2 |
166-04 |
166-04 |
164-04 |
|
| R1 |
164-29 |
164-29 |
163-29 |
164-14 |
| PP |
163-31 |
163-31 |
163-31 |
163-23 |
| S1 |
162-24 |
162-24 |
163-17 |
162-09 |
| S2 |
161-26 |
161-26 |
163-10 |
|
| S3 |
159-21 |
160-19 |
163-04 |
|
| S4 |
157-16 |
158-14 |
162-17 |
|
|
| 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 |
166-04 |
162-30 |
3-06 |
1.9% |
1-29 |
1.2% |
25% |
False |
False |
3,277 |
| 10 |
166-21 |
162-30 |
3-23 |
2.3% |
1-19 |
1.0% |
21% |
False |
False |
39,387 |
| 20 |
170-26 |
162-30 |
7-28 |
4.8% |
1-27 |
1.1% |
10% |
False |
False |
211,616 |
| 40 |
170-26 |
156-23 |
14-03 |
8.6% |
1-29 |
1.2% |
50% |
False |
False |
260,463 |
| 60 |
170-26 |
152-24 |
18-02 |
11.0% |
1-26 |
1.1% |
61% |
False |
False |
240,036 |
| 80 |
170-26 |
151-08 |
19-18 |
11.9% |
1-24 |
1.1% |
64% |
False |
False |
223,036 |
| 100 |
170-26 |
150-03 |
20-23 |
12.7% |
1-21 |
1.0% |
66% |
False |
False |
178,541 |
| 120 |
170-26 |
150-03 |
20-23 |
12.7% |
1-18 |
0.9% |
66% |
False |
False |
148,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
174-10 |
|
2.618 |
170-26 |
|
1.618 |
168-21 |
|
1.000 |
167-10 |
|
0.618 |
166-16 |
|
HIGH |
165-05 |
|
0.618 |
164-11 |
|
0.500 |
164-02 |
|
0.382 |
163-26 |
|
LOW |
163-00 |
|
0.618 |
161-21 |
|
1.000 |
160-27 |
|
1.618 |
159-16 |
|
2.618 |
157-11 |
|
4.250 |
153-27 |
|
|
| Fisher Pivots for day following 10-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164-02 |
164-18 |
| PP |
163-31 |
164-09 |
| S1 |
163-27 |
164-00 |
|