ECBOT 30 Year Treasury Bond Future September 2016
Trading Metrics calculated at close of trading on 05-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2016 |
05-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
163-18 |
163-26 |
0-08 |
0.2% |
162-12 |
High |
163-22 |
165-04 |
1-14 |
0.9% |
164-00 |
Low |
163-12 |
163-26 |
0-14 |
0.3% |
162-07 |
Close |
163-12 |
164-30 |
1-18 |
1.0% |
163-03 |
Range |
0-10 |
1-10 |
1-00 |
320.0% |
1-25 |
ATR |
0-31 |
1-01 |
0-02 |
5.7% |
0-00 |
Volume |
29 |
251 |
222 |
765.5% |
64 |
|
Daily Pivots for day following 05-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168-18 |
168-02 |
165-21 |
|
R3 |
167-08 |
166-24 |
165-10 |
|
R2 |
165-30 |
165-30 |
165-06 |
|
R1 |
165-14 |
165-14 |
165-02 |
165-22 |
PP |
164-20 |
164-20 |
164-20 |
164-24 |
S1 |
164-04 |
164-04 |
164-26 |
164-12 |
S2 |
163-10 |
163-10 |
164-22 |
|
S3 |
162-00 |
162-26 |
164-18 |
|
S4 |
160-22 |
161-16 |
164-07 |
|
|
Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168-14 |
167-18 |
164-02 |
|
R3 |
166-21 |
165-25 |
163-19 |
|
R2 |
164-28 |
164-28 |
163-13 |
|
R1 |
164-00 |
164-00 |
163-08 |
164-14 |
PP |
163-03 |
163-03 |
163-03 |
163-11 |
S1 |
162-07 |
162-07 |
162-30 |
162-21 |
S2 |
161-10 |
161-10 |
162-25 |
|
S3 |
159-17 |
160-14 |
162-19 |
|
S4 |
157-24 |
158-21 |
162-04 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
170-22 |
2.618 |
168-18 |
1.618 |
167-08 |
1.000 |
166-14 |
0.618 |
165-30 |
HIGH |
165-04 |
0.618 |
164-20 |
0.500 |
164-15 |
0.382 |
164-10 |
LOW |
163-26 |
0.618 |
163-00 |
1.000 |
162-16 |
1.618 |
161-22 |
2.618 |
160-12 |
4.250 |
158-08 |
|
|
Fisher Pivots for day following 05-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
164-25 |
164-21 |
PP |
164-20 |
164-12 |
S1 |
164-15 |
164-03 |
|