ECBOT 30 Year Treasury Bond Future September 2016
Trading Metrics calculated at close of trading on 15-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2016 |
15-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
164-08 |
163-30 |
-0-10 |
-0.2% |
164-27 |
High |
164-15 |
165-05 |
0-22 |
0.4% |
165-10 |
Low |
163-11 |
163-27 |
0-16 |
0.3% |
163-11 |
Close |
163-31 |
164-25 |
0-26 |
0.5% |
164-25 |
Range |
1-04 |
1-10 |
0-06 |
16.7% |
1-31 |
ATR |
1-03 |
1-03 |
0-01 |
1.5% |
0-00 |
Volume |
13 |
39 |
26 |
200.0% |
1,110 |
|
Daily Pivots for day following 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168-17 |
167-31 |
165-16 |
|
R3 |
167-07 |
166-21 |
165-05 |
|
R2 |
165-29 |
165-29 |
165-01 |
|
R1 |
165-11 |
165-11 |
164-29 |
165-20 |
PP |
164-19 |
164-19 |
164-19 |
164-24 |
S1 |
164-01 |
164-01 |
164-21 |
164-10 |
S2 |
163-09 |
163-09 |
164-17 |
|
S3 |
161-31 |
162-23 |
164-13 |
|
S4 |
160-21 |
161-13 |
164-02 |
|
|
Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
170-12 |
169-18 |
165-28 |
|
R3 |
168-13 |
167-19 |
165-10 |
|
R2 |
166-14 |
166-14 |
165-05 |
|
R1 |
165-20 |
165-20 |
164-31 |
165-02 |
PP |
164-15 |
164-15 |
164-15 |
164-06 |
S1 |
163-21 |
163-21 |
164-19 |
163-03 |
S2 |
162-16 |
162-16 |
164-13 |
|
S3 |
160-17 |
161-22 |
164-08 |
|
S4 |
158-18 |
159-23 |
163-22 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
170-24 |
2.618 |
168-19 |
1.618 |
167-09 |
1.000 |
166-15 |
0.618 |
165-31 |
HIGH |
165-05 |
0.618 |
164-21 |
0.500 |
164-16 |
0.382 |
164-11 |
LOW |
163-27 |
0.618 |
163-01 |
1.000 |
162-17 |
1.618 |
161-23 |
2.618 |
160-13 |
4.250 |
158-09 |
|
|
Fisher Pivots for day following 15-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
164-22 |
164-19 |
PP |
164-19 |
164-14 |
S1 |
164-16 |
164-08 |
|