ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 16-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2016 |
16-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
162-26 |
163-00 |
0-06 |
0.1% |
163-25 |
| High |
163-27 |
163-17 |
-0-10 |
-0.2% |
166-04 |
| Low |
162-20 |
162-15 |
-0-05 |
-0.1% |
162-11 |
| Close |
163-01 |
162-27 |
-0-06 |
-0.1% |
162-18 |
| Range |
1-07 |
1-02 |
-0-05 |
-12.8% |
3-25 |
| ATR |
1-25 |
1-23 |
-0-02 |
-2.9% |
0-00 |
| Volume |
2,290 |
6,707 |
4,417 |
192.9% |
10,012 |
|
| Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-04 |
165-18 |
163-14 |
|
| R3 |
165-02 |
164-16 |
163-04 |
|
| R2 |
164-00 |
164-00 |
163-01 |
|
| R1 |
163-14 |
163-14 |
162-30 |
163-06 |
| PP |
162-30 |
162-30 |
162-30 |
162-26 |
| S1 |
162-12 |
162-12 |
162-24 |
162-04 |
| S2 |
161-28 |
161-28 |
162-21 |
|
| S3 |
160-26 |
161-10 |
162-18 |
|
| S4 |
159-24 |
160-08 |
162-08 |
|
|
| 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 |
165-05 |
162-11 |
2-26 |
1.7% |
1-14 |
0.9% |
18% |
False |
False |
2,437 |
| 10 |
166-04 |
162-11 |
3-25 |
2.3% |
1-19 |
1.0% |
13% |
False |
False |
3,269 |
| 20 |
168-25 |
162-11 |
6-14 |
4.0% |
1-20 |
1.0% |
8% |
False |
False |
134,322 |
| 40 |
170-26 |
158-06 |
12-20 |
7.8% |
1-26 |
1.1% |
37% |
False |
False |
226,705 |
| 60 |
170-26 |
152-24 |
18-02 |
11.1% |
1-25 |
1.1% |
56% |
False |
False |
225,857 |
| 80 |
170-26 |
151-12 |
19-14 |
11.9% |
1-24 |
1.1% |
59% |
False |
False |
223,114 |
| 100 |
170-26 |
150-03 |
20-23 |
12.7% |
1-21 |
1.0% |
62% |
False |
False |
178,638 |
| 120 |
170-26 |
150-03 |
20-23 |
12.7% |
1-19 |
1.0% |
62% |
False |
False |
148,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168-02 |
|
2.618 |
166-10 |
|
1.618 |
165-08 |
|
1.000 |
164-19 |
|
0.618 |
164-06 |
|
HIGH |
163-17 |
|
0.618 |
163-04 |
|
0.500 |
163-00 |
|
0.382 |
162-28 |
|
LOW |
162-15 |
|
0.618 |
161-26 |
|
1.000 |
161-13 |
|
1.618 |
160-24 |
|
2.618 |
159-22 |
|
4.250 |
157-30 |
|
|
| Fisher Pivots for day following 16-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163-00 |
163-03 |
| PP |
162-30 |
163-00 |
| S1 |
162-29 |
162-30 |
|