ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 06-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2016 |
06-May-2016 |
Change |
Change % |
Previous Week |
| Open |
163-04 |
163-29 |
0-25 |
0.5% |
161-20 |
| High |
164-08 |
165-01 |
0-25 |
0.5% |
165-01 |
| Low |
162-17 |
163-16 |
0-31 |
0.6% |
160-20 |
| Close |
164-00 |
163-20 |
-0-12 |
-0.2% |
163-20 |
| Range |
1-23 |
1-17 |
-0-06 |
-10.9% |
4-13 |
| ATR |
1-10 |
1-10 |
0-01 |
1.3% |
0-00 |
| Volume |
1,124 |
628 |
-496 |
-44.1% |
3,267 |
|
| Daily Pivots for day following 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-21 |
167-21 |
164-15 |
|
| R3 |
167-04 |
166-04 |
164-01 |
|
| R2 |
165-19 |
165-19 |
163-29 |
|
| R1 |
164-19 |
164-19 |
163-24 |
164-11 |
| PP |
164-02 |
164-02 |
164-02 |
163-29 |
| S1 |
163-02 |
163-02 |
163-16 |
162-25 |
| S2 |
162-17 |
162-17 |
163-11 |
|
| S3 |
161-00 |
161-17 |
163-07 |
|
| S4 |
159-15 |
160-00 |
162-25 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
176-10 |
174-12 |
166-02 |
|
| R3 |
171-29 |
169-31 |
164-27 |
|
| R2 |
167-16 |
167-16 |
164-14 |
|
| R1 |
165-18 |
165-18 |
164-01 |
166-17 |
| PP |
163-03 |
163-03 |
163-03 |
163-19 |
| S1 |
161-05 |
161-05 |
163-07 |
162-04 |
| S2 |
158-22 |
158-22 |
162-26 |
|
| S3 |
154-09 |
156-24 |
162-13 |
|
| S4 |
149-28 |
152-11 |
161-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
165-01 |
160-20 |
4-13 |
2.7% |
1-18 |
1.0% |
68% |
True |
False |
653 |
| 10 |
165-01 |
159-20 |
5-13 |
3.3% |
1-13 |
0.9% |
74% |
True |
False |
652 |
| 20 |
165-10 |
159-20 |
5-22 |
3.5% |
1-10 |
0.8% |
70% |
False |
False |
430 |
| 40 |
165-27 |
159-20 |
6-07 |
3.8% |
0-31 |
0.6% |
64% |
False |
False |
233 |
| 60 |
168-22 |
159-20 |
9-02 |
5.5% |
0-24 |
0.5% |
44% |
False |
False |
156 |
| 80 |
168-22 |
156-03 |
12-19 |
7.7% |
0-19 |
0.4% |
60% |
False |
False |
117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
171-17 |
|
2.618 |
169-01 |
|
1.618 |
167-16 |
|
1.000 |
166-18 |
|
0.618 |
165-31 |
|
HIGH |
165-01 |
|
0.618 |
164-14 |
|
0.500 |
164-09 |
|
0.382 |
164-03 |
|
LOW |
163-16 |
|
0.618 |
162-18 |
|
1.000 |
161-31 |
|
1.618 |
161-01 |
|
2.618 |
159-16 |
|
4.250 |
157-00 |
|
|
| Fisher Pivots for day following 06-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164-09 |
163-20 |
| PP |
164-02 |
163-20 |
| S1 |
163-27 |
163-20 |
|