ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 13-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2016 |
13-May-2016 |
Change |
Change % |
Previous Week |
| Open |
164-29 |
164-11 |
-0-18 |
-0.3% |
163-16 |
| High |
165-00 |
165-14 |
0-14 |
0.3% |
165-14 |
| Low |
163-22 |
164-11 |
0-21 |
0.4% |
163-14 |
| Close |
164-02 |
165-11 |
1-09 |
0.8% |
165-11 |
| Range |
1-10 |
1-03 |
-0-07 |
-16.7% |
2-00 |
| ATR |
1-08 |
1-08 |
0-00 |
0.7% |
0-00 |
| Volume |
696 |
722 |
26 |
3.7% |
3,631 |
|
| Daily Pivots for day following 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-10 |
167-30 |
165-30 |
|
| R3 |
167-07 |
166-27 |
165-21 |
|
| R2 |
166-04 |
166-04 |
165-17 |
|
| R1 |
165-24 |
165-24 |
165-14 |
165-30 |
| PP |
165-01 |
165-01 |
165-01 |
165-05 |
| S1 |
164-21 |
164-21 |
165-08 |
164-27 |
| S2 |
163-30 |
163-30 |
165-05 |
|
| S3 |
162-27 |
163-18 |
165-01 |
|
| S4 |
161-24 |
162-15 |
164-24 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170-24 |
170-01 |
166-14 |
|
| R3 |
168-24 |
168-01 |
165-29 |
|
| R2 |
166-24 |
166-24 |
165-23 |
|
| R1 |
166-01 |
166-01 |
165-17 |
166-13 |
| PP |
164-24 |
164-24 |
164-24 |
164-29 |
| S1 |
164-01 |
164-01 |
165-05 |
164-13 |
| S2 |
162-24 |
162-24 |
164-31 |
|
| S3 |
160-24 |
162-01 |
164-25 |
|
| S4 |
158-24 |
160-01 |
164-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
165-14 |
163-14 |
2-00 |
1.2% |
1-02 |
0.6% |
95% |
True |
False |
726 |
| 10 |
165-14 |
160-20 |
4-26 |
2.9% |
1-10 |
0.8% |
98% |
True |
False |
689 |
| 20 |
165-14 |
159-20 |
5-26 |
3.5% |
1-10 |
0.8% |
98% |
True |
False |
556 |
| 40 |
165-27 |
159-20 |
6-07 |
3.8% |
1-02 |
0.6% |
92% |
False |
False |
324 |
| 60 |
165-27 |
159-20 |
6-07 |
3.8% |
0-25 |
0.5% |
92% |
False |
False |
216 |
| 80 |
168-22 |
157-21 |
11-01 |
6.7% |
0-21 |
0.4% |
70% |
False |
False |
162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
170-03 |
|
2.618 |
168-10 |
|
1.618 |
167-07 |
|
1.000 |
166-17 |
|
0.618 |
166-04 |
|
HIGH |
165-14 |
|
0.618 |
165-01 |
|
0.500 |
164-29 |
|
0.382 |
164-24 |
|
LOW |
164-11 |
|
0.618 |
163-21 |
|
1.000 |
163-08 |
|
1.618 |
162-18 |
|
2.618 |
161-15 |
|
4.250 |
159-22 |
|
|
| Fisher Pivots for day following 13-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
165-06 |
165-03 |
| PP |
165-01 |
164-26 |
| S1 |
164-29 |
164-18 |
|