ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 04-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2016 |
04-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
164-18 |
164-29 |
0-11 |
0.2% |
162-29 |
| High |
165-10 |
165-06 |
-0-04 |
-0.1% |
165-10 |
| Low |
164-01 |
164-09 |
0-08 |
0.2% |
162-17 |
| Close |
164-12 |
164-21 |
0-09 |
0.2% |
164-12 |
| Range |
1-09 |
0-29 |
-0-12 |
-29.3% |
2-25 |
| ATR |
1-20 |
1-19 |
-0-02 |
-3.2% |
0-00 |
| Volume |
253,220 |
134,575 |
-118,645 |
-46.9% |
1,055,809 |
|
| Daily Pivots for day following 04-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-14 |
166-30 |
165-05 |
|
| R3 |
166-17 |
166-01 |
164-29 |
|
| R2 |
165-20 |
165-20 |
164-26 |
|
| R1 |
165-04 |
165-04 |
164-24 |
164-30 |
| PP |
164-23 |
164-23 |
164-23 |
164-19 |
| S1 |
164-07 |
164-07 |
164-18 |
164-00 |
| S2 |
163-26 |
163-26 |
164-16 |
|
| S3 |
162-29 |
163-10 |
164-13 |
|
| S4 |
162-00 |
162-13 |
164-05 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172-13 |
171-06 |
165-29 |
|
| R3 |
169-20 |
168-13 |
165-04 |
|
| R2 |
166-27 |
166-27 |
164-28 |
|
| R1 |
165-20 |
165-20 |
164-20 |
166-08 |
| PP |
164-02 |
164-02 |
164-02 |
164-12 |
| S1 |
162-27 |
162-27 |
164-04 |
163-14 |
| S2 |
161-09 |
161-09 |
163-28 |
|
| S3 |
158-16 |
160-02 |
163-20 |
|
| S4 |
155-23 |
157-09 |
162-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
165-10 |
162-23 |
2-19 |
1.6% |
1-15 |
0.9% |
75% |
False |
False |
217,278 |
| 10 |
165-10 |
161-17 |
3-25 |
2.3% |
1-18 |
0.9% |
83% |
False |
False |
199,005 |
| 20 |
165-10 |
160-30 |
4-12 |
2.7% |
1-17 |
0.9% |
85% |
False |
False |
211,151 |
| 40 |
169-12 |
160-26 |
8-18 |
5.2% |
1-23 |
1.0% |
45% |
False |
False |
167,304 |
| 60 |
169-12 |
153-18 |
15-26 |
9.6% |
1-20 |
1.0% |
70% |
False |
False |
111,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169-01 |
|
2.618 |
167-18 |
|
1.618 |
166-21 |
|
1.000 |
166-03 |
|
0.618 |
165-24 |
|
HIGH |
165-06 |
|
0.618 |
164-27 |
|
0.500 |
164-24 |
|
0.382 |
164-20 |
|
LOW |
164-09 |
|
0.618 |
163-23 |
|
1.000 |
163-12 |
|
1.618 |
162-26 |
|
2.618 |
161-29 |
|
4.250 |
160-14 |
|
|
| Fisher Pivots for day following 04-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164-24 |
164-17 |
| PP |
164-23 |
164-14 |
| S1 |
164-22 |
164-10 |
|