ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 28-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2016 |
28-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
160-03 |
161-21 |
1-18 |
1.0% |
165-08 |
| High |
161-12 |
162-01 |
0-21 |
0.4% |
165-08 |
| Low |
160-01 |
160-24 |
0-23 |
0.4% |
160-26 |
| Close |
161-11 |
161-13 |
0-02 |
0.0% |
161-04 |
| Range |
1-11 |
1-09 |
-0-02 |
-4.6% |
4-14 |
| ATR |
1-05 |
1-06 |
0-00 |
0.7% |
0-00 |
| Volume |
1,015 |
173 |
-842 |
-83.0% |
980 |
|
| Daily Pivots for day following 28-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-08 |
164-19 |
162-04 |
|
| R3 |
163-31 |
163-10 |
161-24 |
|
| R2 |
162-22 |
162-22 |
161-21 |
|
| R1 |
162-01 |
162-01 |
161-17 |
161-23 |
| PP |
161-13 |
161-13 |
161-13 |
161-08 |
| S1 |
160-24 |
160-24 |
161-09 |
160-14 |
| S2 |
160-04 |
160-04 |
161-05 |
|
| S3 |
158-27 |
159-15 |
161-02 |
|
| S4 |
157-18 |
158-06 |
160-22 |
|
|
| 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 |
162-01 |
159-20 |
2-13 |
1.5% |
1-02 |
0.7% |
74% |
True |
False |
514 |
| 10 |
165-08 |
159-20 |
5-20 |
3.5% |
1-08 |
0.8% |
32% |
False |
False |
316 |
| 20 |
165-27 |
159-20 |
6-07 |
3.9% |
1-04 |
0.7% |
29% |
False |
False |
243 |
| 40 |
165-27 |
159-20 |
6-07 |
3.9% |
0-25 |
0.5% |
29% |
False |
False |
124 |
| 60 |
168-22 |
159-20 |
9-02 |
5.6% |
0-20 |
0.4% |
20% |
False |
False |
83 |
| 80 |
168-22 |
152-12 |
16-10 |
10.1% |
0-15 |
0.3% |
55% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-15 |
|
2.618 |
165-12 |
|
1.618 |
164-03 |
|
1.000 |
163-10 |
|
0.618 |
162-26 |
|
HIGH |
162-01 |
|
0.618 |
161-17 |
|
0.500 |
161-13 |
|
0.382 |
161-08 |
|
LOW |
160-24 |
|
0.618 |
159-31 |
|
1.000 |
159-15 |
|
1.618 |
158-22 |
|
2.618 |
157-13 |
|
4.250 |
155-10 |
|
|
| Fisher Pivots for day following 28-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
161-13 |
161-07 |
| PP |
161-13 |
161-01 |
| S1 |
161-13 |
160-27 |
|