ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 19-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2016 |
19-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
165-08 |
163-27 |
-1-13 |
-0.9% |
164-27 |
| High |
165-08 |
164-01 |
-1-07 |
-0.7% |
165-10 |
| Low |
163-23 |
163-06 |
-0-17 |
-0.3% |
163-11 |
| Close |
164-01 |
163-22 |
-0-11 |
-0.2% |
164-25 |
| Range |
1-17 |
0-27 |
-0-22 |
-44.9% |
1-31 |
| ATR |
1-04 |
1-03 |
-0-01 |
-1.8% |
0-00 |
| Volume |
101 |
12 |
-89 |
-88.1% |
1,110 |
|
| Daily Pivots for day following 19-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-05 |
165-25 |
164-05 |
|
| R3 |
165-10 |
164-30 |
163-29 |
|
| R2 |
164-15 |
164-15 |
163-27 |
|
| R1 |
164-03 |
164-03 |
163-24 |
163-28 |
| PP |
163-20 |
163-20 |
163-20 |
163-17 |
| S1 |
163-08 |
163-08 |
163-20 |
163-00 |
| S2 |
162-25 |
162-25 |
163-17 |
|
| S3 |
161-30 |
162-13 |
163-15 |
|
| S4 |
161-03 |
161-18 |
163-07 |
|
|
| 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 |
163-06 |
2-02 |
1.3% |
1-06 |
0.7% |
24% |
False |
True |
171 |
| 10 |
165-27 |
163-06 |
2-21 |
1.6% |
1-03 |
0.7% |
19% |
False |
True |
157 |
| 20 |
165-27 |
160-24 |
5-03 |
3.1% |
0-29 |
0.5% |
58% |
False |
False |
96 |
| 40 |
165-27 |
159-31 |
5-28 |
3.6% |
0-19 |
0.4% |
63% |
False |
False |
49 |
| 60 |
168-22 |
158-09 |
10-13 |
6.4% |
0-15 |
0.3% |
52% |
False |
False |
33 |
| 80 |
168-22 |
151-30 |
16-24 |
10.2% |
0-11 |
0.2% |
70% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-20 |
|
2.618 |
166-08 |
|
1.618 |
165-13 |
|
1.000 |
164-28 |
|
0.618 |
164-18 |
|
HIGH |
164-01 |
|
0.618 |
163-23 |
|
0.500 |
163-20 |
|
0.382 |
163-16 |
|
LOW |
163-06 |
|
0.618 |
162-21 |
|
1.000 |
162-11 |
|
1.618 |
161-26 |
|
2.618 |
160-31 |
|
4.250 |
159-19 |
|
|
| Fisher Pivots for day following 19-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163-21 |
164-07 |
| PP |
163-20 |
164-01 |
| S1 |
163-20 |
163-28 |
|