ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 11-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2016 |
11-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
164-25 |
163-25 |
-1-00 |
-0.6% |
163-25 |
| High |
165-05 |
164-04 |
-1-01 |
-0.6% |
166-04 |
| Low |
163-00 |
162-11 |
-0-21 |
-0.4% |
162-11 |
| Close |
163-23 |
162-18 |
-1-05 |
-0.7% |
162-18 |
| Range |
2-05 |
1-25 |
-0-12 |
-17.4% |
3-25 |
| ATR |
1-29 |
1-29 |
0-00 |
-0.5% |
0-00 |
| Volume |
1,789 |
829 |
-960 |
-53.7% |
10,012 |
|
| Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-11 |
167-08 |
163-17 |
|
| R3 |
166-18 |
165-15 |
163-02 |
|
| R2 |
164-25 |
164-25 |
162-28 |
|
| R1 |
163-22 |
163-22 |
162-23 |
163-11 |
| PP |
163-00 |
163-00 |
163-00 |
162-27 |
| S1 |
161-29 |
161-29 |
162-13 |
161-18 |
| S2 |
161-07 |
161-07 |
162-08 |
|
| S3 |
159-14 |
160-04 |
162-02 |
|
| S4 |
157-21 |
158-11 |
161-19 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
175-01 |
172-18 |
164-21 |
|
| R3 |
171-08 |
168-25 |
163-19 |
|
| R2 |
167-15 |
167-15 |
163-08 |
|
| R1 |
165-00 |
165-00 |
162-29 |
164-11 |
| PP |
163-22 |
163-22 |
163-22 |
163-11 |
| S1 |
161-07 |
161-07 |
162-07 |
160-18 |
| S2 |
159-29 |
159-29 |
161-28 |
|
| S3 |
156-04 |
157-14 |
161-17 |
|
| S4 |
152-11 |
153-21 |
160-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
166-04 |
162-11 |
3-25 |
2.3% |
1-22 |
1.0% |
6% |
False |
True |
2,002 |
| 10 |
166-21 |
162-11 |
4-10 |
2.7% |
1-24 |
1.1% |
5% |
False |
True |
11,979 |
| 20 |
168-25 |
162-11 |
6-14 |
4.0% |
1-25 |
1.1% |
3% |
False |
True |
183,731 |
| 40 |
170-26 |
156-30 |
13-28 |
8.5% |
1-28 |
1.2% |
41% |
False |
False |
250,642 |
| 60 |
170-26 |
152-24 |
18-02 |
11.1% |
1-26 |
1.1% |
54% |
False |
False |
236,208 |
| 80 |
170-26 |
151-08 |
19-18 |
12.0% |
1-24 |
1.1% |
58% |
False |
False |
223,038 |
| 100 |
170-26 |
150-03 |
20-23 |
12.7% |
1-21 |
1.0% |
60% |
False |
False |
178,546 |
| 120 |
170-26 |
150-03 |
20-23 |
12.7% |
1-18 |
1.0% |
60% |
False |
False |
148,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
171-22 |
|
2.618 |
168-25 |
|
1.618 |
167-00 |
|
1.000 |
165-29 |
|
0.618 |
165-07 |
|
HIGH |
164-04 |
|
0.618 |
163-14 |
|
0.500 |
163-08 |
|
0.382 |
163-01 |
|
LOW |
162-11 |
|
0.618 |
161-08 |
|
1.000 |
160-18 |
|
1.618 |
159-15 |
|
2.618 |
157-22 |
|
4.250 |
154-25 |
|
|
| Fisher Pivots for day following 11-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163-08 |
163-26 |
| PP |
163-00 |
163-13 |
| S1 |
162-25 |
163-00 |
|