ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 25-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2016 |
25-May-2016 |
Change |
Change % |
Previous Week |
| Open |
163-08 |
162-24 |
-0-16 |
-0.3% |
165-12 |
| High |
163-18 |
163-00 |
-0-18 |
-0.3% |
165-17 |
| Low |
162-01 |
162-04 |
0-03 |
0.1% |
161-24 |
| Close |
162-21 |
162-07 |
-0-14 |
-0.3% |
162-28 |
| Range |
1-17 |
0-28 |
-0-21 |
-42.9% |
3-25 |
| ATR |
1-10 |
1-09 |
-0-01 |
-2.4% |
0-00 |
| Volume |
164,796 |
250,451 |
85,655 |
52.0% |
31,481 |
|
| Daily Pivots for day following 25-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-02 |
164-17 |
162-22 |
|
| R3 |
164-06 |
163-21 |
162-15 |
|
| R2 |
163-10 |
163-10 |
162-12 |
|
| R1 |
162-25 |
162-25 |
162-10 |
162-20 |
| PP |
162-14 |
162-14 |
162-14 |
162-12 |
| S1 |
161-29 |
161-29 |
162-04 |
161-24 |
| S2 |
161-18 |
161-18 |
162-02 |
|
| S3 |
160-22 |
161-01 |
161-31 |
|
| S4 |
159-26 |
160-05 |
161-24 |
|
|
| 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 |
163-20 |
161-31 |
1-21 |
1.0% |
1-03 |
0.7% |
15% |
False |
False |
99,390 |
| 10 |
165-17 |
161-24 |
3-25 |
2.3% |
1-09 |
0.8% |
12% |
False |
False |
50,750 |
| 20 |
165-17 |
160-15 |
5-02 |
3.1% |
1-10 |
0.8% |
35% |
False |
False |
25,713 |
| 40 |
165-27 |
159-20 |
6-07 |
3.8% |
1-07 |
0.8% |
42% |
False |
False |
12,975 |
| 60 |
165-27 |
159-20 |
6-07 |
3.8% |
0-30 |
0.6% |
42% |
False |
False |
8,651 |
| 80 |
168-22 |
159-20 |
9-02 |
5.6% |
0-25 |
0.5% |
29% |
False |
False |
6,488 |
| 100 |
168-22 |
152-12 |
16-10 |
10.1% |
0-20 |
0.4% |
60% |
False |
False |
5,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-23 |
|
2.618 |
165-09 |
|
1.618 |
164-13 |
|
1.000 |
163-28 |
|
0.618 |
163-17 |
|
HIGH |
163-00 |
|
0.618 |
162-21 |
|
0.500 |
162-18 |
|
0.382 |
162-15 |
|
LOW |
162-04 |
|
0.618 |
161-19 |
|
1.000 |
161-08 |
|
1.618 |
160-23 |
|
2.618 |
159-27 |
|
4.250 |
158-13 |
|
|
| Fisher Pivots for day following 25-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
162-18 |
162-26 |
| PP |
162-14 |
162-20 |
| S1 |
162-11 |
162-14 |
|