ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 05-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2016 |
05-May-2016 |
Change |
Change % |
Previous Week |
| Open |
162-22 |
163-04 |
0-14 |
0.3% |
161-04 |
| High |
163-07 |
164-08 |
1-01 |
0.6% |
162-02 |
| Low |
162-06 |
162-17 |
0-11 |
0.2% |
159-20 |
| Close |
162-31 |
164-00 |
1-01 |
0.6% |
161-30 |
| Range |
1-01 |
1-23 |
0-22 |
66.7% |
2-14 |
| ATR |
1-09 |
1-10 |
0-01 |
2.5% |
0-00 |
| Volume |
678 |
1,124 |
446 |
65.8% |
3,260 |
|
| Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-24 |
168-03 |
164-30 |
|
| R3 |
167-01 |
166-12 |
164-15 |
|
| R2 |
165-10 |
165-10 |
164-10 |
|
| R1 |
164-21 |
164-21 |
164-05 |
164-31 |
| PP |
163-19 |
163-19 |
163-19 |
163-24 |
| S1 |
162-30 |
162-30 |
163-27 |
163-09 |
| S2 |
161-28 |
161-28 |
163-22 |
|
| S3 |
160-05 |
161-07 |
163-17 |
|
| S4 |
158-14 |
159-16 |
163-02 |
|
|
| 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 |
164-08 |
160-15 |
3-25 |
2.3% |
1-18 |
1.0% |
93% |
True |
False |
751 |
| 10 |
164-08 |
159-20 |
4-20 |
2.8% |
1-10 |
0.8% |
95% |
True |
False |
632 |
| 20 |
165-22 |
159-20 |
6-02 |
3.7% |
1-09 |
0.8% |
72% |
False |
False |
408 |
| 40 |
165-27 |
159-20 |
6-07 |
3.8% |
0-30 |
0.6% |
70% |
False |
False |
218 |
| 60 |
168-22 |
159-20 |
9-02 |
5.5% |
0-24 |
0.5% |
48% |
False |
False |
145 |
| 80 |
168-22 |
156-03 |
12-19 |
7.7% |
0-18 |
0.3% |
63% |
False |
False |
109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
171-18 |
|
2.618 |
168-24 |
|
1.618 |
167-01 |
|
1.000 |
165-31 |
|
0.618 |
165-10 |
|
HIGH |
164-08 |
|
0.618 |
163-19 |
|
0.500 |
163-13 |
|
0.382 |
163-06 |
|
LOW |
162-17 |
|
0.618 |
161-15 |
|
1.000 |
160-26 |
|
1.618 |
159-24 |
|
2.618 |
158-01 |
|
4.250 |
155-07 |
|
|
| Fisher Pivots for day following 05-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163-26 |
163-17 |
| PP |
163-19 |
163-01 |
| S1 |
163-13 |
162-18 |
|