ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 19-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2016 |
19-May-2016 |
Change |
Change % |
Previous Week |
| Open |
164-03 |
162-10 |
-1-25 |
-1.1% |
163-16 |
| High |
164-11 |
163-05 |
-1-06 |
-0.7% |
165-14 |
| Low |
161-24 |
161-31 |
0-07 |
0.1% |
163-14 |
| Close |
161-28 |
162-31 |
1-03 |
0.7% |
165-11 |
| Range |
2-19 |
1-06 |
-1-13 |
-54.2% |
2-00 |
| ATR |
1-11 |
1-11 |
0-00 |
-0.4% |
0-00 |
| Volume |
5,407 |
10,886 |
5,479 |
101.3% |
3,631 |
|
| Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-08 |
165-26 |
163-20 |
|
| R3 |
165-02 |
164-20 |
163-09 |
|
| R2 |
163-28 |
163-28 |
163-06 |
|
| R1 |
163-14 |
163-14 |
163-02 |
163-21 |
| PP |
162-22 |
162-22 |
162-22 |
162-26 |
| S1 |
162-08 |
162-08 |
162-28 |
162-15 |
| S2 |
161-16 |
161-16 |
162-24 |
|
| S3 |
160-10 |
161-02 |
162-21 |
|
| S4 |
159-04 |
159-28 |
162-10 |
|
|
| 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% |
32% |
False |
False |
4,148 |
| 10 |
165-17 |
161-24 |
3-25 |
2.3% |
1-10 |
0.8% |
32% |
False |
False |
2,427 |
| 20 |
165-17 |
159-20 |
5-29 |
3.6% |
1-10 |
0.8% |
57% |
False |
False |
1,530 |
| 40 |
165-27 |
159-20 |
6-07 |
3.8% |
1-05 |
0.7% |
54% |
False |
False |
824 |
| 60 |
165-27 |
159-20 |
6-07 |
3.8% |
0-28 |
0.5% |
54% |
False |
False |
550 |
| 80 |
168-22 |
158-21 |
10-01 |
6.2% |
0-23 |
0.4% |
43% |
False |
False |
412 |
| 100 |
168-22 |
151-30 |
16-24 |
10.3% |
0-19 |
0.4% |
66% |
False |
False |
330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168-07 |
|
2.618 |
166-08 |
|
1.618 |
165-02 |
|
1.000 |
164-11 |
|
0.618 |
163-28 |
|
HIGH |
163-05 |
|
0.618 |
162-22 |
|
0.500 |
162-18 |
|
0.382 |
162-14 |
|
LOW |
161-31 |
|
0.618 |
161-08 |
|
1.000 |
160-25 |
|
1.618 |
160-02 |
|
2.618 |
158-28 |
|
4.250 |
156-30 |
|
|
| Fisher Pivots for day following 19-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
162-27 |
163-10 |
| PP |
162-22 |
163-06 |
| S1 |
162-18 |
163-03 |
|