ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 29-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2016 |
29-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
161-21 |
161-23 |
0-02 |
0.0% |
161-04 |
| High |
162-01 |
162-02 |
0-01 |
0.0% |
162-02 |
| Low |
160-24 |
160-15 |
-0-09 |
-0.2% |
159-20 |
| Close |
161-13 |
161-30 |
0-17 |
0.3% |
161-30 |
| Range |
1-09 |
1-19 |
0-10 |
24.4% |
2-14 |
| ATR |
1-06 |
1-07 |
0-01 |
2.5% |
0-00 |
| Volume |
173 |
1,116 |
943 |
545.1% |
3,260 |
|
| Daily Pivots for day following 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-09 |
165-22 |
162-26 |
|
| R3 |
164-22 |
164-03 |
162-12 |
|
| R2 |
163-03 |
163-03 |
162-07 |
|
| R1 |
162-16 |
162-16 |
162-03 |
162-25 |
| PP |
161-16 |
161-16 |
161-16 |
161-20 |
| S1 |
160-29 |
160-29 |
161-25 |
161-07 |
| S2 |
159-29 |
159-29 |
161-21 |
|
| S3 |
158-10 |
159-10 |
161-16 |
|
| S4 |
156-23 |
157-23 |
161-02 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-17 |
167-21 |
163-09 |
|
| R3 |
166-03 |
165-07 |
162-19 |
|
| R2 |
163-21 |
163-21 |
162-12 |
|
| R1 |
162-25 |
162-25 |
162-05 |
163-07 |
| PP |
161-07 |
161-07 |
161-07 |
161-14 |
| S1 |
160-11 |
160-11 |
161-23 |
160-25 |
| S2 |
158-25 |
158-25 |
161-16 |
|
| S3 |
156-11 |
157-29 |
161-09 |
|
| S4 |
153-29 |
155-15 |
160-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
162-02 |
159-20 |
2-14 |
1.5% |
1-08 |
0.8% |
95% |
True |
False |
652 |
| 10 |
165-08 |
159-20 |
5-20 |
3.5% |
1-09 |
0.8% |
41% |
False |
False |
424 |
| 20 |
165-27 |
159-20 |
6-07 |
3.8% |
1-05 |
0.7% |
37% |
False |
False |
299 |
| 40 |
165-27 |
159-20 |
6-07 |
3.8% |
0-26 |
0.5% |
37% |
False |
False |
152 |
| 60 |
168-22 |
159-20 |
9-02 |
5.6% |
0-20 |
0.4% |
26% |
False |
False |
101 |
| 80 |
168-22 |
154-09 |
14-13 |
8.9% |
0-15 |
0.3% |
53% |
False |
False |
76 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168-27 |
|
2.618 |
166-08 |
|
1.618 |
164-21 |
|
1.000 |
163-21 |
|
0.618 |
163-02 |
|
HIGH |
162-02 |
|
0.618 |
161-15 |
|
0.500 |
161-09 |
|
0.382 |
161-02 |
|
LOW |
160-15 |
|
0.618 |
159-15 |
|
1.000 |
158-28 |
|
1.618 |
157-28 |
|
2.618 |
156-09 |
|
4.250 |
153-22 |
|
|
| Fisher Pivots for day following 29-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
161-23 |
161-21 |
| PP |
161-16 |
161-11 |
| S1 |
161-09 |
161-02 |
|