ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 18-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2016 |
18-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
163-30 |
165-08 |
1-10 |
0.8% |
164-27 |
| High |
165-05 |
165-08 |
0-03 |
0.1% |
165-10 |
| Low |
163-27 |
163-23 |
-0-04 |
-0.1% |
163-11 |
| Close |
164-25 |
164-01 |
-0-24 |
-0.5% |
164-25 |
| Range |
1-10 |
1-17 |
0-07 |
16.7% |
1-31 |
| ATR |
1-03 |
1-04 |
0-01 |
2.8% |
0-00 |
| Volume |
39 |
101 |
62 |
159.0% |
1,110 |
|
| Daily Pivots for day following 18-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-30 |
168-00 |
164-28 |
|
| R3 |
167-13 |
166-15 |
164-14 |
|
| R2 |
165-28 |
165-28 |
164-10 |
|
| R1 |
164-30 |
164-30 |
164-05 |
164-21 |
| PP |
164-11 |
164-11 |
164-11 |
164-06 |
| S1 |
163-13 |
163-13 |
163-29 |
163-04 |
| S2 |
162-26 |
162-26 |
163-24 |
|
| S3 |
161-09 |
161-28 |
163-20 |
|
| S4 |
159-24 |
160-11 |
163-06 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
165-08 |
163-11 |
1-29 |
1.2% |
1-06 |
0.7% |
36% |
True |
False |
236 |
| 10 |
165-27 |
163-11 |
2-16 |
1.5% |
1-05 |
0.7% |
28% |
False |
False |
181 |
| 20 |
165-27 |
160-18 |
5-09 |
3.2% |
0-28 |
0.5% |
66% |
False |
False |
96 |
| 40 |
165-27 |
159-31 |
5-28 |
3.6% |
0-18 |
0.3% |
69% |
False |
False |
49 |
| 60 |
168-22 |
157-21 |
11-01 |
6.7% |
0-14 |
0.3% |
58% |
False |
False |
33 |
| 80 |
168-22 |
151-30 |
16-24 |
10.2% |
0-11 |
0.2% |
72% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
171-24 |
|
2.618 |
169-08 |
|
1.618 |
167-23 |
|
1.000 |
166-25 |
|
0.618 |
166-06 |
|
HIGH |
165-08 |
|
0.618 |
164-21 |
|
0.500 |
164-16 |
|
0.382 |
164-10 |
|
LOW |
163-23 |
|
0.618 |
162-25 |
|
1.000 |
162-06 |
|
1.618 |
161-08 |
|
2.618 |
159-23 |
|
4.250 |
157-07 |
|
|
| Fisher Pivots for day following 18-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164-16 |
164-10 |
| PP |
164-11 |
164-07 |
| S1 |
164-06 |
164-04 |
|