ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 20-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
| Open |
162-10 |
162-24 |
0-14 |
0.3% |
165-12 |
| High |
163-05 |
163-06 |
0-01 |
0.0% |
165-17 |
| Low |
161-31 |
162-06 |
0-07 |
0.1% |
161-24 |
| Close |
162-31 |
162-28 |
-0-03 |
-0.1% |
162-28 |
| Range |
1-06 |
1-00 |
-0-06 |
-15.8% |
3-25 |
| ATR |
1-11 |
1-10 |
-0-01 |
-1.8% |
0-00 |
| Volume |
10,886 |
11,462 |
576 |
5.3% |
31,481 |
|
| Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-24 |
165-10 |
163-14 |
|
| R3 |
164-24 |
164-10 |
163-05 |
|
| R2 |
163-24 |
163-24 |
163-02 |
|
| R1 |
163-10 |
163-10 |
162-31 |
163-17 |
| PP |
162-24 |
162-24 |
162-24 |
162-28 |
| S1 |
162-10 |
162-10 |
162-25 |
162-17 |
| S2 |
161-24 |
161-24 |
162-22 |
|
| S3 |
160-24 |
161-10 |
162-19 |
|
| S4 |
159-24 |
160-10 |
162-10 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174-23 |
172-19 |
164-31 |
|
| R3 |
170-30 |
168-26 |
163-29 |
|
| R2 |
167-05 |
167-05 |
163-18 |
|
| R1 |
165-01 |
165-01 |
163-07 |
164-07 |
| PP |
163-12 |
163-12 |
163-12 |
162-31 |
| S1 |
161-08 |
161-08 |
162-17 |
160-13 |
| S2 |
159-19 |
159-19 |
162-06 |
|
| S3 |
155-26 |
157-15 |
161-27 |
|
| S4 |
152-01 |
153-22 |
160-25 |
|
|
| 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% |
1-14 |
0.9% |
30% |
False |
False |
6,296 |
| 10 |
165-17 |
161-24 |
3-25 |
2.3% |
1-08 |
0.8% |
30% |
False |
False |
3,511 |
| 20 |
165-17 |
159-20 |
5-29 |
3.6% |
1-10 |
0.8% |
55% |
False |
False |
2,081 |
| 40 |
165-27 |
159-20 |
6-07 |
3.8% |
1-05 |
0.7% |
52% |
False |
False |
1,110 |
| 60 |
165-27 |
159-20 |
6-07 |
3.8% |
0-28 |
0.5% |
52% |
False |
False |
741 |
| 80 |
168-22 |
158-23 |
9-31 |
6.1% |
0-23 |
0.4% |
42% |
False |
False |
556 |
| 100 |
168-22 |
151-30 |
16-24 |
10.3% |
0-19 |
0.4% |
65% |
False |
False |
444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-14 |
|
2.618 |
165-26 |
|
1.618 |
164-26 |
|
1.000 |
164-06 |
|
0.618 |
163-26 |
|
HIGH |
163-06 |
|
0.618 |
162-26 |
|
0.500 |
162-22 |
|
0.382 |
162-18 |
|
LOW |
162-06 |
|
0.618 |
161-18 |
|
1.000 |
161-06 |
|
1.618 |
160-18 |
|
2.618 |
159-18 |
|
4.250 |
157-30 |
|
|
| Fisher Pivots for day following 20-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
162-26 |
163-02 |
| PP |
162-24 |
163-00 |
| S1 |
162-22 |
162-30 |
|