ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 02-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2016 |
02-May-2016 |
Change |
Change % |
Previous Week |
| Open |
161-23 |
161-20 |
-0-03 |
-0.1% |
161-04 |
| High |
162-02 |
162-04 |
0-02 |
0.0% |
162-02 |
| Low |
160-15 |
160-20 |
0-05 |
0.1% |
159-20 |
| Close |
161-30 |
160-26 |
-1-04 |
-0.7% |
161-30 |
| Range |
1-19 |
1-16 |
-0-03 |
-5.9% |
2-14 |
| ATR |
1-07 |
1-07 |
0-01 |
1.7% |
0-00 |
| Volume |
1,116 |
427 |
-689 |
-61.7% |
3,260 |
|
| Daily Pivots for day following 02-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-22 |
164-24 |
161-20 |
|
| R3 |
164-06 |
163-08 |
161-07 |
|
| R2 |
162-22 |
162-22 |
161-03 |
|
| R1 |
161-24 |
161-24 |
160-30 |
161-15 |
| PP |
161-06 |
161-06 |
161-06 |
161-02 |
| S1 |
160-08 |
160-08 |
160-22 |
159-31 |
| S2 |
159-22 |
159-22 |
160-17 |
|
| S3 |
158-06 |
158-24 |
160-13 |
|
| S4 |
156-22 |
157-08 |
160-00 |
|
|
| 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 |
162-04 |
159-20 |
2-16 |
1.6% |
1-11 |
0.8% |
48% |
True |
False |
671 |
| 10 |
164-09 |
159-20 |
4-21 |
2.9% |
1-09 |
0.8% |
26% |
False |
False |
456 |
| 20 |
165-27 |
159-20 |
6-07 |
3.9% |
1-07 |
0.8% |
19% |
False |
False |
318 |
| 40 |
165-27 |
159-20 |
6-07 |
3.9% |
0-27 |
0.5% |
19% |
False |
False |
162 |
| 60 |
168-22 |
159-20 |
9-02 |
5.6% |
0-21 |
0.4% |
13% |
False |
False |
109 |
| 80 |
168-22 |
154-11 |
14-11 |
8.9% |
0-16 |
0.3% |
45% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168-16 |
|
2.618 |
166-02 |
|
1.618 |
164-18 |
|
1.000 |
163-20 |
|
0.618 |
163-02 |
|
HIGH |
162-04 |
|
0.618 |
161-18 |
|
0.500 |
161-12 |
|
0.382 |
161-06 |
|
LOW |
160-20 |
|
0.618 |
159-22 |
|
1.000 |
159-04 |
|
1.618 |
158-06 |
|
2.618 |
156-22 |
|
4.250 |
154-08 |
|
|
| Fisher Pivots for day following 02-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
161-12 |
161-10 |
| PP |
161-06 |
161-04 |
| S1 |
161-00 |
160-31 |
|