ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 12-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2016 |
12-May-2016 |
Change |
Change % |
Previous Week |
| Open |
164-04 |
164-29 |
0-25 |
0.5% |
161-20 |
| High |
165-07 |
165-00 |
-0-07 |
-0.1% |
165-01 |
| Low |
164-00 |
163-22 |
-0-10 |
-0.2% |
160-20 |
| Close |
164-25 |
164-02 |
-0-23 |
-0.4% |
163-20 |
| Range |
1-07 |
1-10 |
0-03 |
7.7% |
4-13 |
| ATR |
1-08 |
1-08 |
0-00 |
0.4% |
0-00 |
| Volume |
1,361 |
696 |
-665 |
-48.9% |
3,267 |
|
| Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-06 |
167-14 |
164-25 |
|
| R3 |
166-28 |
166-04 |
164-14 |
|
| R2 |
165-18 |
165-18 |
164-10 |
|
| R1 |
164-26 |
164-26 |
164-06 |
164-17 |
| PP |
164-08 |
164-08 |
164-08 |
164-04 |
| S1 |
163-16 |
163-16 |
163-30 |
163-07 |
| S2 |
162-30 |
162-30 |
163-26 |
|
| S3 |
161-20 |
162-06 |
163-22 |
|
| S4 |
160-10 |
160-28 |
163-11 |
|
|
| 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 |
163-14 |
1-25 |
1.1% |
1-04 |
0.7% |
35% |
False |
False |
707 |
| 10 |
165-07 |
160-15 |
4-24 |
2.9% |
1-11 |
0.8% |
76% |
False |
False |
729 |
| 20 |
165-08 |
159-20 |
5-20 |
3.4% |
1-10 |
0.8% |
79% |
False |
False |
522 |
| 40 |
165-27 |
159-20 |
6-07 |
3.8% |
1-01 |
0.6% |
71% |
False |
False |
306 |
| 60 |
165-27 |
159-20 |
6-07 |
3.8% |
0-24 |
0.5% |
71% |
False |
False |
204 |
| 80 |
168-22 |
157-21 |
11-01 |
6.7% |
0-20 |
0.4% |
58% |
False |
False |
153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
170-18 |
|
2.618 |
168-14 |
|
1.618 |
167-04 |
|
1.000 |
166-10 |
|
0.618 |
165-26 |
|
HIGH |
165-00 |
|
0.618 |
164-16 |
|
0.500 |
164-11 |
|
0.382 |
164-06 |
|
LOW |
163-22 |
|
0.618 |
162-28 |
|
1.000 |
162-12 |
|
1.618 |
161-18 |
|
2.618 |
160-08 |
|
4.250 |
158-04 |
|
|
| Fisher Pivots for day following 12-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164-11 |
164-15 |
| PP |
164-08 |
164-10 |
| S1 |
164-05 |
164-06 |
|