ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 04-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2016 |
04-May-2016 |
Change |
Change % |
Previous Week |
| Open |
160-28 |
162-22 |
1-26 |
1.1% |
161-04 |
| High |
162-29 |
163-07 |
0-10 |
0.2% |
162-02 |
| Low |
160-28 |
162-06 |
1-10 |
0.8% |
159-20 |
| Close |
162-15 |
162-31 |
0-16 |
0.3% |
161-30 |
| Range |
2-01 |
1-01 |
-1-00 |
-49.2% |
2-14 |
| ATR |
1-09 |
1-09 |
-0-01 |
-1.4% |
0-00 |
| Volume |
410 |
678 |
268 |
65.4% |
3,260 |
|
| Daily Pivots for day following 04-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-28 |
165-15 |
163-17 |
|
| R3 |
164-27 |
164-14 |
163-08 |
|
| R2 |
163-26 |
163-26 |
163-05 |
|
| R1 |
163-13 |
163-13 |
163-02 |
163-20 |
| PP |
162-25 |
162-25 |
162-25 |
162-29 |
| S1 |
162-12 |
162-12 |
162-28 |
162-19 |
| S2 |
161-24 |
161-24 |
162-25 |
|
| S3 |
160-23 |
161-11 |
162-22 |
|
| S4 |
159-22 |
160-10 |
162-13 |
|
|
| 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 |
163-07 |
160-15 |
2-24 |
1.7% |
1-16 |
0.9% |
91% |
True |
False |
560 |
| 10 |
163-07 |
159-20 |
3-19 |
2.2% |
1-09 |
0.8% |
93% |
True |
False |
554 |
| 20 |
165-27 |
159-20 |
6-07 |
3.8% |
1-09 |
0.8% |
54% |
False |
False |
359 |
| 40 |
165-27 |
159-20 |
6-07 |
3.8% |
0-29 |
0.6% |
54% |
False |
False |
190 |
| 60 |
168-22 |
159-20 |
9-02 |
5.6% |
0-23 |
0.4% |
37% |
False |
False |
127 |
| 80 |
168-22 |
154-11 |
14-11 |
8.8% |
0-17 |
0.3% |
60% |
False |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-19 |
|
2.618 |
165-29 |
|
1.618 |
164-28 |
|
1.000 |
164-08 |
|
0.618 |
163-27 |
|
HIGH |
163-07 |
|
0.618 |
162-26 |
|
0.500 |
162-23 |
|
0.382 |
162-19 |
|
LOW |
162-06 |
|
0.618 |
161-18 |
|
1.000 |
161-05 |
|
1.618 |
160-17 |
|
2.618 |
159-16 |
|
4.250 |
157-26 |
|
|
| Fisher Pivots for day following 04-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
162-28 |
162-20 |
| PP |
162-25 |
162-09 |
| S1 |
162-23 |
161-30 |
|