ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 05-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2016 |
05-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
164-29 |
165-00 |
0-03 |
0.1% |
162-29 |
| High |
165-06 |
166-15 |
1-09 |
0.8% |
165-10 |
| Low |
164-09 |
164-30 |
0-21 |
0.4% |
162-17 |
| Close |
164-21 |
166-07 |
1-18 |
0.9% |
164-12 |
| Range |
0-29 |
1-17 |
0-20 |
69.0% |
2-25 |
| ATR |
1-19 |
1-19 |
0-01 |
1.1% |
0-00 |
| Volume |
134,575 |
205,577 |
71,002 |
52.8% |
1,055,809 |
|
| Daily Pivots for day following 05-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170-15 |
169-28 |
167-02 |
|
| R3 |
168-30 |
168-11 |
166-20 |
|
| R2 |
167-13 |
167-13 |
166-16 |
|
| R1 |
166-26 |
166-26 |
166-11 |
167-04 |
| PP |
165-28 |
165-28 |
165-28 |
166-01 |
| S1 |
165-09 |
165-09 |
166-03 |
165-18 |
| S2 |
164-11 |
164-11 |
165-30 |
|
| S3 |
162-26 |
163-24 |
165-26 |
|
| S4 |
161-09 |
162-07 |
165-12 |
|
|
| 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 |
166-15 |
162-23 |
3-24 |
2.3% |
1-13 |
0.9% |
93% |
True |
False |
216,391 |
| 10 |
166-15 |
161-17 |
4-30 |
3.0% |
1-17 |
0.9% |
95% |
True |
False |
201,071 |
| 20 |
166-15 |
160-30 |
5-17 |
3.3% |
1-18 |
0.9% |
95% |
True |
False |
213,005 |
| 40 |
169-12 |
160-30 |
8-14 |
5.1% |
1-23 |
1.0% |
63% |
False |
False |
172,410 |
| 60 |
169-12 |
154-00 |
15-12 |
9.2% |
1-20 |
1.0% |
79% |
False |
False |
115,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
172-31 |
|
2.618 |
170-15 |
|
1.618 |
168-30 |
|
1.000 |
168-00 |
|
0.618 |
167-13 |
|
HIGH |
166-15 |
|
0.618 |
165-28 |
|
0.500 |
165-22 |
|
0.382 |
165-17 |
|
LOW |
164-30 |
|
0.618 |
164-00 |
|
1.000 |
163-13 |
|
1.618 |
162-15 |
|
2.618 |
160-30 |
|
4.250 |
158-14 |
|
|
| Fisher Pivots for day following 05-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
166-02 |
165-29 |
| PP |
165-28 |
165-18 |
| S1 |
165-22 |
165-08 |
|