ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 22-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2016 |
22-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
162-02 |
161-15 |
-0-19 |
-0.4% |
165-08 |
| High |
162-12 |
161-15 |
-0-29 |
-0.6% |
165-08 |
| Low |
160-30 |
160-26 |
-0-04 |
-0.1% |
160-26 |
| Close |
161-10 |
161-04 |
-0-06 |
-0.1% |
161-04 |
| Range |
1-14 |
0-21 |
-0-25 |
-54.3% |
4-14 |
| ATR |
1-07 |
1-05 |
-0-01 |
-3.3% |
0-00 |
| Volume |
344 |
426 |
82 |
23.8% |
980 |
|
| Daily Pivots for day following 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-03 |
162-25 |
161-16 |
|
| R3 |
162-14 |
162-04 |
161-10 |
|
| R2 |
161-25 |
161-25 |
161-08 |
|
| R1 |
161-15 |
161-15 |
161-06 |
161-10 |
| PP |
161-04 |
161-04 |
161-04 |
161-02 |
| S1 |
160-26 |
160-26 |
161-02 |
160-20 |
| S2 |
160-15 |
160-15 |
161-00 |
|
| S3 |
159-26 |
160-05 |
160-30 |
|
| S4 |
159-05 |
159-16 |
160-24 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
175-23 |
172-27 |
163-18 |
|
| R3 |
171-09 |
168-13 |
162-11 |
|
| R2 |
166-27 |
166-27 |
161-30 |
|
| R1 |
163-31 |
163-31 |
161-17 |
163-06 |
| PP |
162-13 |
162-13 |
162-13 |
162-00 |
| S1 |
159-17 |
159-17 |
160-23 |
158-24 |
| S2 |
157-31 |
157-31 |
160-10 |
|
| S3 |
153-17 |
155-03 |
159-29 |
|
| S4 |
149-03 |
150-21 |
158-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
165-08 |
160-26 |
4-14 |
2.8% |
1-11 |
0.8% |
7% |
False |
True |
196 |
| 10 |
165-10 |
160-26 |
4-16 |
2.8% |
1-07 |
0.8% |
7% |
False |
True |
209 |
| 20 |
165-27 |
160-26 |
5-01 |
3.1% |
1-00 |
0.6% |
6% |
False |
True |
139 |
| 40 |
165-27 |
159-31 |
5-28 |
3.6% |
0-21 |
0.4% |
20% |
False |
False |
70 |
| 60 |
168-22 |
158-23 |
9-31 |
6.2% |
0-17 |
0.3% |
24% |
False |
False |
47 |
| 80 |
168-22 |
151-30 |
16-24 |
10.4% |
0-13 |
0.3% |
55% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-08 |
|
2.618 |
163-06 |
|
1.618 |
162-17 |
|
1.000 |
162-04 |
|
0.618 |
161-28 |
|
HIGH |
161-15 |
|
0.618 |
161-07 |
|
0.500 |
161-05 |
|
0.382 |
161-02 |
|
LOW |
160-26 |
|
0.618 |
160-13 |
|
1.000 |
160-05 |
|
1.618 |
159-24 |
|
2.618 |
159-03 |
|
4.250 |
158-01 |
|
|
| Fisher Pivots for day following 22-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
161-05 |
162-18 |
| PP |
161-04 |
162-02 |
| S1 |
161-04 |
161-19 |
|