ECBOT 30 Year Treasury Bond Future September 2016
Trading Metrics calculated at close of trading on 25-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2016 |
25-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
161-15 |
161-04 |
-0-11 |
-0.2% |
165-08 |
High |
161-15 |
161-10 |
-0-05 |
-0.1% |
165-08 |
Low |
160-26 |
160-11 |
-0-15 |
-0.3% |
160-26 |
Close |
161-04 |
160-19 |
-0-17 |
-0.3% |
161-04 |
Range |
0-21 |
0-31 |
0-10 |
47.6% |
4-14 |
ATR |
1-05 |
1-05 |
0-00 |
-1.2% |
0-00 |
Volume |
426 |
330 |
-96 |
-22.5% |
980 |
|
Daily Pivots for day following 25-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163-21 |
163-03 |
161-04 |
|
R3 |
162-22 |
162-04 |
160-28 |
|
R2 |
161-23 |
161-23 |
160-25 |
|
R1 |
161-05 |
161-05 |
160-22 |
160-31 |
PP |
160-24 |
160-24 |
160-24 |
160-21 |
S1 |
160-06 |
160-06 |
160-16 |
160-00 |
S2 |
159-25 |
159-25 |
160-13 |
|
S3 |
158-26 |
159-07 |
160-10 |
|
S4 |
157-27 |
158-08 |
160-02 |
|
|
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 |
164-09 |
160-11 |
3-30 |
2.5% |
1-07 |
0.8% |
6% |
False |
True |
241 |
10 |
165-08 |
160-11 |
4-29 |
3.1% |
1-07 |
0.8% |
5% |
False |
True |
238 |
20 |
165-27 |
160-11 |
5-16 |
3.4% |
1-01 |
0.6% |
5% |
False |
True |
155 |
40 |
165-27 |
159-31 |
5-28 |
3.7% |
0-22 |
0.4% |
11% |
False |
False |
79 |
60 |
168-22 |
159-06 |
9-16 |
5.9% |
0-18 |
0.3% |
15% |
False |
False |
53 |
80 |
168-22 |
151-30 |
16-24 |
10.4% |
0-13 |
0.3% |
52% |
False |
False |
39 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165-14 |
2.618 |
163-27 |
1.618 |
162-28 |
1.000 |
162-09 |
0.618 |
161-29 |
HIGH |
161-10 |
0.618 |
160-30 |
0.500 |
160-27 |
0.382 |
160-23 |
LOW |
160-11 |
0.618 |
159-24 |
1.000 |
159-12 |
1.618 |
158-25 |
2.618 |
157-26 |
4.250 |
156-07 |
|
|
Fisher Pivots for day following 25-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
160-27 |
161-12 |
PP |
160-24 |
161-03 |
S1 |
160-22 |
160-27 |
|