ECBOT 30 Year Treasury Bond Future June 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 |
163-31 |
163-11 |
-0-20 |
-0.4% |
164-07 |
High |
164-01 |
163-27 |
-0-06 |
-0.1% |
165-10 |
Low |
162-17 |
161-19 |
-0-30 |
-0.6% |
161-20 |
Close |
162-27 |
162-12 |
-0-15 |
-0.3% |
162-08 |
Range |
1-16 |
2-08 |
0-24 |
50.0% |
3-22 |
ATR |
1-25 |
1-26 |
0-01 |
1.9% |
0-00 |
Volume |
226,839 |
342,438 |
115,599 |
51.0% |
1,355,318 |
|
Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169-11 |
168-04 |
163-20 |
|
R3 |
167-03 |
165-28 |
163-00 |
|
R2 |
164-27 |
164-27 |
162-25 |
|
R1 |
163-20 |
163-20 |
162-19 |
163-04 |
PP |
162-19 |
162-19 |
162-19 |
162-11 |
S1 |
161-12 |
161-12 |
162-05 |
160-28 |
S2 |
160-11 |
160-11 |
161-31 |
|
S3 |
158-03 |
159-04 |
161-24 |
|
S4 |
155-27 |
156-28 |
161-04 |
|
|
Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
174-04 |
171-28 |
164-09 |
|
R3 |
170-14 |
168-06 |
163-08 |
|
R2 |
166-24 |
166-24 |
162-30 |
|
R1 |
164-16 |
164-16 |
162-19 |
163-25 |
PP |
163-02 |
163-02 |
163-02 |
162-22 |
S1 |
160-26 |
160-26 |
161-29 |
160-03 |
S2 |
159-12 |
159-12 |
161-18 |
|
S3 |
155-22 |
157-04 |
161-08 |
|
S4 |
152-00 |
153-14 |
160-07 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
173-13 |
2.618 |
169-23 |
1.618 |
167-15 |
1.000 |
166-03 |
0.618 |
165-07 |
HIGH |
163-27 |
0.618 |
162-31 |
0.500 |
162-23 |
0.382 |
162-15 |
LOW |
161-19 |
0.618 |
160-07 |
1.000 |
159-11 |
1.618 |
157-31 |
2.618 |
155-23 |
4.250 |
152-01 |
|
|
Fisher Pivots for day following 10-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
162-23 |
163-07 |
PP |
162-19 |
162-30 |
S1 |
162-16 |
162-21 |
|