ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 21-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2016 |
21-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
163-19 |
162-02 |
-1-17 |
-0.9% |
164-27 |
| High |
164-09 |
162-12 |
-1-29 |
-1.2% |
165-10 |
| Low |
162-01 |
160-30 |
-1-03 |
-0.7% |
163-11 |
| Close |
162-01 |
161-10 |
-0-23 |
-0.4% |
164-25 |
| Range |
2-08 |
1-14 |
-0-26 |
-36.1% |
1-31 |
| ATR |
1-06 |
1-07 |
0-01 |
1.5% |
0-00 |
| Volume |
97 |
344 |
247 |
254.6% |
1,110 |
|
| Daily Pivots for day following 21-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-27 |
165-01 |
162-03 |
|
| R3 |
164-13 |
163-19 |
161-23 |
|
| R2 |
162-31 |
162-31 |
161-18 |
|
| R1 |
162-05 |
162-05 |
161-14 |
161-27 |
| PP |
161-17 |
161-17 |
161-17 |
161-12 |
| S1 |
160-23 |
160-23 |
161-06 |
160-13 |
| S2 |
160-03 |
160-03 |
161-02 |
|
| S3 |
158-21 |
159-09 |
160-29 |
|
| S4 |
157-07 |
157-27 |
160-17 |
|
|
| 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 |
160-30 |
4-10 |
2.7% |
1-15 |
0.9% |
9% |
False |
True |
118 |
| 10 |
165-22 |
160-30 |
4-24 |
2.9% |
1-08 |
0.8% |
8% |
False |
True |
183 |
| 20 |
165-27 |
160-30 |
4-29 |
3.0% |
0-31 |
0.6% |
8% |
False |
True |
118 |
| 40 |
165-27 |
159-31 |
5-28 |
3.6% |
0-21 |
0.4% |
23% |
False |
False |
60 |
| 60 |
168-22 |
158-21 |
10-01 |
6.2% |
0-17 |
0.3% |
26% |
False |
False |
40 |
| 80 |
168-22 |
151-30 |
16-24 |
10.4% |
0-13 |
0.2% |
56% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168-16 |
|
2.618 |
166-04 |
|
1.618 |
164-22 |
|
1.000 |
163-26 |
|
0.618 |
163-08 |
|
HIGH |
162-12 |
|
0.618 |
161-26 |
|
0.500 |
161-21 |
|
0.382 |
161-16 |
|
LOW |
160-30 |
|
0.618 |
160-02 |
|
1.000 |
159-16 |
|
1.618 |
158-20 |
|
2.618 |
157-06 |
|
4.250 |
154-26 |
|
|
| Fisher Pivots for day following 21-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
161-21 |
162-20 |
| PP |
161-17 |
162-06 |
| S1 |
161-14 |
161-24 |
|