ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 18-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2016 |
18-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
163-10 |
164-07 |
0-29 |
0.6% |
162-16 |
| High |
164-14 |
165-00 |
0-18 |
0.3% |
165-00 |
| Low |
163-06 |
164-03 |
0-29 |
0.6% |
162-11 |
| Close |
164-02 |
164-18 |
0-16 |
0.3% |
164-18 |
| Range |
1-08 |
0-29 |
-0-11 |
-27.5% |
2-21 |
| ATR |
1-23 |
1-21 |
-0-02 |
-3.3% |
0-00 |
| Volume |
945 |
2,485 |
1,540 |
163.0% |
13,000 |
|
| Daily Pivots for day following 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-09 |
166-26 |
165-02 |
|
| R3 |
166-12 |
165-29 |
164-26 |
|
| R2 |
165-15 |
165-15 |
164-23 |
|
| R1 |
165-00 |
165-00 |
164-21 |
165-08 |
| PP |
164-18 |
164-18 |
164-18 |
164-21 |
| S1 |
164-03 |
164-03 |
164-15 |
164-10 |
| S2 |
163-21 |
163-21 |
164-13 |
|
| S3 |
162-24 |
163-06 |
164-10 |
|
| S4 |
161-27 |
162-09 |
164-02 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171-30 |
170-29 |
166-01 |
|
| R3 |
169-09 |
168-08 |
165-09 |
|
| R2 |
166-20 |
166-20 |
165-02 |
|
| R1 |
165-19 |
165-19 |
164-26 |
166-04 |
| PP |
163-31 |
163-31 |
163-31 |
164-07 |
| S1 |
162-30 |
162-30 |
164-10 |
163-14 |
| S2 |
161-10 |
161-10 |
164-02 |
|
| S3 |
158-21 |
160-09 |
163-27 |
|
| S4 |
156-00 |
157-20 |
163-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
165-00 |
162-11 |
2-21 |
1.6% |
1-03 |
0.7% |
84% |
True |
False |
2,600 |
| 10 |
166-04 |
162-11 |
3-25 |
2.3% |
1-12 |
0.8% |
59% |
False |
False |
2,301 |
| 20 |
168-25 |
162-11 |
6-14 |
3.9% |
1-17 |
0.9% |
34% |
False |
False |
105,780 |
| 40 |
170-26 |
158-06 |
12-20 |
7.7% |
1-24 |
1.1% |
50% |
False |
False |
208,173 |
| 60 |
170-26 |
152-24 |
18-02 |
11.0% |
1-25 |
1.1% |
65% |
False |
False |
220,669 |
| 80 |
170-26 |
151-12 |
19-14 |
11.8% |
1-24 |
1.1% |
68% |
False |
False |
222,153 |
| 100 |
170-26 |
150-03 |
20-23 |
12.6% |
1-21 |
1.0% |
70% |
False |
False |
178,672 |
| 120 |
170-26 |
150-03 |
20-23 |
12.6% |
1-19 |
1.0% |
70% |
False |
False |
148,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168-27 |
|
2.618 |
167-12 |
|
1.618 |
166-15 |
|
1.000 |
165-29 |
|
0.618 |
165-18 |
|
HIGH |
165-00 |
|
0.618 |
164-21 |
|
0.500 |
164-18 |
|
0.382 |
164-14 |
|
LOW |
164-03 |
|
0.618 |
163-17 |
|
1.000 |
163-06 |
|
1.618 |
162-20 |
|
2.618 |
161-23 |
|
4.250 |
160-08 |
|
|
| Fisher Pivots for day following 18-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164-18 |
164-09 |
| PP |
164-18 |
164-00 |
| S1 |
164-18 |
163-24 |
|