ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 20-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2016 |
20-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
163-27 |
163-19 |
-0-08 |
-0.2% |
164-27 |
| High |
164-01 |
164-09 |
0-08 |
0.2% |
165-10 |
| Low |
163-06 |
162-01 |
-1-05 |
-0.7% |
163-11 |
| Close |
163-22 |
162-01 |
-1-21 |
-1.0% |
164-25 |
| Range |
0-27 |
2-08 |
1-13 |
166.7% |
1-31 |
| ATR |
1-03 |
1-06 |
0-03 |
7.4% |
0-00 |
| Volume |
12 |
97 |
85 |
708.3% |
1,110 |
|
| Daily Pivots for day following 20-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-17 |
168-01 |
163-09 |
|
| R3 |
167-09 |
165-25 |
162-21 |
|
| R2 |
165-01 |
165-01 |
162-14 |
|
| R1 |
163-17 |
163-17 |
162-08 |
163-05 |
| PP |
162-25 |
162-25 |
162-25 |
162-19 |
| S1 |
161-09 |
161-09 |
161-26 |
160-29 |
| S2 |
160-17 |
160-17 |
161-20 |
|
| S3 |
158-09 |
159-01 |
161-13 |
|
| S4 |
156-01 |
156-25 |
160-25 |
|
|
| 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 |
162-01 |
3-07 |
2.0% |
1-13 |
0.9% |
0% |
False |
True |
52 |
| 10 |
165-27 |
162-01 |
3-26 |
2.4% |
1-08 |
0.8% |
0% |
False |
True |
165 |
| 20 |
165-27 |
161-08 |
4-19 |
2.8% |
0-31 |
0.6% |
17% |
False |
False |
101 |
| 40 |
165-27 |
159-31 |
5-28 |
3.6% |
0-20 |
0.4% |
35% |
False |
False |
51 |
| 60 |
168-22 |
158-21 |
10-01 |
6.2% |
0-16 |
0.3% |
34% |
False |
False |
34 |
| 80 |
168-22 |
151-30 |
16-24 |
10.3% |
0-12 |
0.2% |
60% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
173-27 |
|
2.618 |
170-05 |
|
1.618 |
167-29 |
|
1.000 |
166-17 |
|
0.618 |
165-21 |
|
HIGH |
164-09 |
|
0.618 |
163-13 |
|
0.500 |
163-05 |
|
0.382 |
162-29 |
|
LOW |
162-01 |
|
0.618 |
160-21 |
|
1.000 |
159-25 |
|
1.618 |
158-13 |
|
2.618 |
156-05 |
|
4.250 |
152-15 |
|
|
| Fisher Pivots for day following 20-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163-05 |
163-21 |
| PP |
162-25 |
163-03 |
| S1 |
162-13 |
162-18 |
|