ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 10-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2016 |
10-May-2016 |
Change |
Change % |
Previous Week |
| Open |
163-16 |
164-13 |
0-29 |
0.6% |
161-20 |
| High |
164-11 |
164-16 |
0-05 |
0.1% |
165-01 |
| Low |
163-14 |
163-25 |
0-11 |
0.2% |
160-20 |
| Close |
164-02 |
164-05 |
0-03 |
0.1% |
163-20 |
| Range |
0-29 |
0-23 |
-0-06 |
-20.7% |
4-13 |
| ATR |
1-09 |
1-08 |
-0-01 |
-3.2% |
0-00 |
| Volume |
451 |
401 |
-50 |
-11.1% |
3,267 |
|
| Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-10 |
165-30 |
164-18 |
|
| R3 |
165-19 |
165-07 |
164-11 |
|
| R2 |
164-28 |
164-28 |
164-09 |
|
| R1 |
164-16 |
164-16 |
164-07 |
164-11 |
| PP |
164-05 |
164-05 |
164-05 |
164-02 |
| S1 |
163-25 |
163-25 |
164-03 |
163-20 |
| S2 |
163-14 |
163-14 |
164-01 |
|
| S3 |
162-23 |
163-02 |
163-31 |
|
| S4 |
162-00 |
162-11 |
163-24 |
|
|
| 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 |
162-06 |
2-27 |
1.7% |
1-06 |
0.7% |
69% |
False |
False |
656 |
| 10 |
165-01 |
160-01 |
5-00 |
3.0% |
1-12 |
0.8% |
83% |
False |
False |
642 |
| 20 |
165-08 |
159-20 |
5-20 |
3.4% |
1-09 |
0.8% |
81% |
False |
False |
455 |
| 40 |
165-27 |
159-20 |
6-07 |
3.8% |
1-00 |
0.6% |
73% |
False |
False |
255 |
| 60 |
165-27 |
159-20 |
6-07 |
3.8% |
0-23 |
0.4% |
73% |
False |
False |
170 |
| 80 |
168-22 |
157-21 |
11-01 |
6.7% |
0-19 |
0.4% |
59% |
False |
False |
127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-18 |
|
2.618 |
166-12 |
|
1.618 |
165-21 |
|
1.000 |
165-07 |
|
0.618 |
164-30 |
|
HIGH |
164-16 |
|
0.618 |
164-07 |
|
0.500 |
164-05 |
|
0.382 |
164-02 |
|
LOW |
163-25 |
|
0.618 |
163-11 |
|
1.000 |
163-02 |
|
1.618 |
162-20 |
|
2.618 |
161-29 |
|
4.250 |
160-23 |
|
|
| Fisher Pivots for day following 10-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164-05 |
164-08 |
| PP |
164-05 |
164-07 |
| S1 |
164-05 |
164-06 |
|