ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 15-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2016 |
15-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
162-16 |
162-26 |
0-10 |
0.2% |
163-25 |
| High |
163-11 |
163-27 |
0-16 |
0.3% |
166-04 |
| Low |
162-11 |
162-20 |
0-09 |
0.2% |
162-11 |
| Close |
162-26 |
163-01 |
0-07 |
0.1% |
162-18 |
| Range |
1-00 |
1-07 |
0-07 |
21.9% |
3-25 |
| ATR |
1-27 |
1-25 |
-0-01 |
-2.4% |
0-00 |
| Volume |
573 |
2,290 |
1,717 |
299.7% |
10,012 |
|
| Daily Pivots for day following 15-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-26 |
166-05 |
163-22 |
|
| R3 |
165-19 |
164-30 |
163-12 |
|
| R2 |
164-12 |
164-12 |
163-08 |
|
| R1 |
163-23 |
163-23 |
163-05 |
164-02 |
| PP |
163-05 |
163-05 |
163-05 |
163-11 |
| S1 |
162-16 |
162-16 |
162-29 |
162-26 |
| S2 |
161-30 |
161-30 |
162-26 |
|
| S3 |
160-23 |
161-09 |
162-22 |
|
| S4 |
159-16 |
160-02 |
162-12 |
|
|
| 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 |
165-10 |
162-11 |
2-31 |
1.8% |
1-16 |
0.9% |
23% |
False |
False |
1,276 |
| 10 |
166-04 |
162-11 |
3-25 |
2.3% |
1-19 |
1.0% |
18% |
False |
False |
4,447 |
| 20 |
168-25 |
162-11 |
6-14 |
3.9% |
1-22 |
1.0% |
11% |
False |
False |
150,078 |
| 40 |
170-26 |
158-01 |
12-25 |
7.8% |
1-27 |
1.1% |
39% |
False |
False |
233,228 |
| 60 |
170-26 |
152-24 |
18-02 |
11.1% |
1-25 |
1.1% |
57% |
False |
False |
229,630 |
| 80 |
170-26 |
151-12 |
19-14 |
11.9% |
1-24 |
1.1% |
60% |
False |
False |
223,030 |
| 100 |
170-26 |
150-03 |
20-23 |
12.7% |
1-21 |
1.0% |
62% |
False |
False |
178,574 |
| 120 |
170-26 |
150-03 |
20-23 |
12.7% |
1-19 |
1.0% |
62% |
False |
False |
148,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169-01 |
|
2.618 |
167-01 |
|
1.618 |
165-26 |
|
1.000 |
165-02 |
|
0.618 |
164-19 |
|
HIGH |
163-27 |
|
0.618 |
163-12 |
|
0.500 |
163-08 |
|
0.382 |
163-03 |
|
LOW |
162-20 |
|
0.618 |
161-28 |
|
1.000 |
161-13 |
|
1.618 |
160-21 |
|
2.618 |
159-14 |
|
4.250 |
157-14 |
|
|
| Fisher Pivots for day following 15-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163-08 |
163-08 |
| PP |
163-05 |
163-05 |
| S1 |
163-03 |
163-03 |
|