ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 11-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2016 |
11-May-2016 |
Change |
Change % |
Previous Week |
| Open |
164-13 |
164-04 |
-0-09 |
-0.2% |
161-20 |
| High |
164-16 |
165-07 |
0-23 |
0.4% |
165-01 |
| Low |
163-25 |
164-00 |
0-07 |
0.1% |
160-20 |
| Close |
164-05 |
164-25 |
0-20 |
0.4% |
163-20 |
| Range |
0-23 |
1-07 |
0-16 |
69.6% |
4-13 |
| ATR |
1-08 |
1-08 |
0-00 |
-0.2% |
0-00 |
| Volume |
401 |
1,361 |
960 |
239.4% |
3,267 |
|
| Daily Pivots for day following 11-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-10 |
167-25 |
165-14 |
|
| R3 |
167-03 |
166-18 |
165-04 |
|
| R2 |
165-28 |
165-28 |
165-00 |
|
| R1 |
165-11 |
165-11 |
164-29 |
165-20 |
| PP |
164-21 |
164-21 |
164-21 |
164-26 |
| S1 |
164-04 |
164-04 |
164-21 |
164-13 |
| S2 |
163-14 |
163-14 |
164-18 |
|
| S3 |
162-07 |
162-29 |
164-14 |
|
| S4 |
161-00 |
161-22 |
164-04 |
|
|
| 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 |
165-07 |
162-17 |
2-22 |
1.6% |
1-07 |
0.7% |
84% |
True |
False |
793 |
| 10 |
165-07 |
160-15 |
4-24 |
2.9% |
1-11 |
0.8% |
91% |
True |
False |
676 |
| 20 |
165-08 |
159-20 |
5-20 |
3.4% |
1-10 |
0.8% |
92% |
False |
False |
488 |
| 40 |
165-27 |
159-20 |
6-07 |
3.8% |
1-01 |
0.6% |
83% |
False |
False |
288 |
| 60 |
165-27 |
159-20 |
6-07 |
3.8% |
0-24 |
0.5% |
83% |
False |
False |
193 |
| 80 |
168-22 |
157-21 |
11-01 |
6.7% |
0-20 |
0.4% |
65% |
False |
False |
145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
170-13 |
|
2.618 |
168-13 |
|
1.618 |
167-06 |
|
1.000 |
166-14 |
|
0.618 |
165-31 |
|
HIGH |
165-07 |
|
0.618 |
164-24 |
|
0.500 |
164-20 |
|
0.382 |
164-15 |
|
LOW |
164-00 |
|
0.618 |
163-08 |
|
1.000 |
162-25 |
|
1.618 |
162-01 |
|
2.618 |
160-26 |
|
4.250 |
158-26 |
|
|
| Fisher Pivots for day following 11-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164-23 |
164-20 |
| PP |
164-21 |
164-15 |
| S1 |
164-20 |
164-11 |
|