ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 18-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2016 |
18-May-2016 |
Change |
Change % |
Previous Week |
| Open |
164-08 |
164-03 |
-0-05 |
-0.1% |
163-16 |
| High |
164-27 |
164-11 |
-0-16 |
-0.3% |
165-14 |
| Low |
163-28 |
161-24 |
-2-04 |
-1.3% |
163-14 |
| Close |
164-12 |
161-28 |
-2-16 |
-1.5% |
165-11 |
| Range |
0-31 |
2-19 |
1-20 |
167.7% |
2-00 |
| ATR |
1-08 |
1-11 |
0-03 |
7.8% |
0-00 |
| Volume |
1,986 |
5,407 |
3,421 |
172.3% |
3,631 |
|
| Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170-14 |
168-24 |
163-10 |
|
| R3 |
167-27 |
166-05 |
162-19 |
|
| R2 |
165-08 |
165-08 |
162-11 |
|
| R1 |
163-18 |
163-18 |
162-04 |
163-04 |
| PP |
162-21 |
162-21 |
162-21 |
162-14 |
| S1 |
160-31 |
160-31 |
161-20 |
160-16 |
| S2 |
160-02 |
160-02 |
161-13 |
|
| S3 |
157-15 |
158-12 |
161-05 |
|
| S4 |
154-28 |
155-25 |
160-14 |
|
|
| 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 |
165-17 |
161-24 |
3-25 |
2.3% |
1-15 |
0.9% |
3% |
False |
True |
2,110 |
| 10 |
165-17 |
161-24 |
3-25 |
2.3% |
1-11 |
0.8% |
3% |
False |
True |
1,451 |
| 20 |
165-17 |
159-20 |
5-29 |
3.6% |
1-10 |
0.8% |
38% |
False |
False |
1,003 |
| 40 |
165-27 |
159-20 |
6-07 |
3.8% |
1-05 |
0.7% |
36% |
False |
False |
552 |
| 60 |
165-27 |
159-20 |
6-07 |
3.8% |
0-28 |
0.5% |
36% |
False |
False |
368 |
| 80 |
168-22 |
158-21 |
10-01 |
6.2% |
0-23 |
0.4% |
32% |
False |
False |
276 |
| 100 |
168-22 |
151-30 |
16-24 |
10.3% |
0-18 |
0.4% |
59% |
False |
False |
221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
175-12 |
|
2.618 |
171-04 |
|
1.618 |
168-17 |
|
1.000 |
166-30 |
|
0.618 |
165-30 |
|
HIGH |
164-11 |
|
0.618 |
163-11 |
|
0.500 |
163-02 |
|
0.382 |
162-24 |
|
LOW |
161-24 |
|
0.618 |
160-05 |
|
1.000 |
159-05 |
|
1.618 |
157-18 |
|
2.618 |
154-31 |
|
4.250 |
150-23 |
|
|
| Fisher Pivots for day following 18-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163-02 |
163-21 |
| PP |
162-21 |
163-02 |
| S1 |
162-09 |
162-15 |
|