ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 30-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2016 |
30-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
163-06 |
164-19 |
1-13 |
0.9% |
163-07 |
| High |
164-24 |
164-21 |
-0-03 |
-0.1% |
164-10 |
| Low |
163-00 |
162-23 |
-0-09 |
-0.2% |
161-17 |
| Close |
164-16 |
163-15 |
-1-01 |
-0.6% |
163-01 |
| Range |
1-24 |
1-30 |
0-06 |
10.7% |
2-25 |
| ATR |
1-21 |
1-22 |
0-01 |
1.2% |
0-00 |
| Volume |
210,009 |
251,908 |
41,899 |
20.0% |
799,667 |
|
| Daily Pivots for day following 30-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-14 |
168-12 |
164-17 |
|
| R3 |
167-16 |
166-14 |
164-00 |
|
| R2 |
165-18 |
165-18 |
163-26 |
|
| R1 |
164-16 |
164-16 |
163-21 |
164-02 |
| PP |
163-20 |
163-20 |
163-20 |
163-12 |
| S1 |
162-18 |
162-18 |
163-09 |
162-04 |
| S2 |
161-22 |
161-22 |
163-04 |
|
| S3 |
159-24 |
160-20 |
162-30 |
|
| S4 |
157-26 |
158-22 |
162-13 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171-10 |
169-30 |
164-18 |
|
| R3 |
168-17 |
167-05 |
163-25 |
|
| R2 |
165-24 |
165-24 |
163-17 |
|
| R1 |
164-12 |
164-12 |
163-09 |
163-22 |
| PP |
162-31 |
162-31 |
162-31 |
162-19 |
| S1 |
161-19 |
161-19 |
162-25 |
160-28 |
| S2 |
160-06 |
160-06 |
162-17 |
|
| S3 |
157-13 |
158-26 |
162-09 |
|
| S4 |
154-20 |
156-01 |
161-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
164-24 |
161-17 |
3-07 |
2.0% |
1-24 |
1.1% |
60% |
False |
False |
193,808 |
| 10 |
164-24 |
161-02 |
3-22 |
2.3% |
1-18 |
1.0% |
65% |
False |
False |
205,150 |
| 20 |
164-27 |
160-30 |
3-29 |
2.4% |
1-19 |
1.0% |
65% |
False |
False |
219,126 |
| 40 |
169-12 |
159-20 |
9-24 |
6.0% |
1-25 |
1.1% |
39% |
False |
False |
151,869 |
| 60 |
169-12 |
152-09 |
17-03 |
10.5% |
1-18 |
1.0% |
65% |
False |
False |
101,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
172-28 |
|
2.618 |
169-23 |
|
1.618 |
167-25 |
|
1.000 |
166-19 |
|
0.618 |
165-27 |
|
HIGH |
164-21 |
|
0.618 |
163-29 |
|
0.500 |
163-22 |
|
0.382 |
163-15 |
|
LOW |
162-23 |
|
0.618 |
161-17 |
|
1.000 |
160-25 |
|
1.618 |
159-19 |
|
2.618 |
157-21 |
|
4.250 |
154-16 |
|
|
| Fisher Pivots for day following 30-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163-22 |
163-20 |
| PP |
163-20 |
163-19 |
| S1 |
163-17 |
163-17 |
|