ECBOT 30 Year Treasury Bond Future June 2016
Trading Metrics calculated at close of trading on 07-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2016 |
07-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
166-07 |
165-10 |
-0-29 |
-0.5% |
162-29 |
High |
166-07 |
167-06 |
0-31 |
0.6% |
165-10 |
Low |
165-00 |
165-04 |
0-04 |
0.1% |
162-17 |
Close |
165-11 |
167-00 |
1-21 |
1.0% |
164-12 |
Range |
1-07 |
2-02 |
0-27 |
69.2% |
2-25 |
ATR |
1-18 |
1-19 |
0-01 |
2.3% |
0-00 |
Volume |
180,773 |
192,422 |
11,649 |
6.4% |
1,055,809 |
|
Daily Pivots for day following 07-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
172-20 |
171-28 |
168-04 |
|
R3 |
170-18 |
169-26 |
167-18 |
|
R2 |
168-16 |
168-16 |
167-12 |
|
R1 |
167-24 |
167-24 |
167-06 |
168-04 |
PP |
166-14 |
166-14 |
166-14 |
166-20 |
S1 |
165-22 |
165-22 |
166-26 |
166-02 |
S2 |
164-12 |
164-12 |
166-20 |
|
S3 |
162-10 |
163-20 |
166-14 |
|
S4 |
160-08 |
161-18 |
165-28 |
|
|
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 |
167-06 |
164-01 |
3-05 |
1.9% |
1-13 |
0.8% |
94% |
True |
False |
193,313 |
10 |
167-06 |
162-16 |
4-22 |
2.8% |
1-16 |
0.9% |
96% |
True |
False |
196,337 |
20 |
167-06 |
160-30 |
6-08 |
3.7% |
1-17 |
0.9% |
97% |
True |
False |
207,374 |
40 |
169-12 |
160-30 |
8-14 |
5.1% |
1-22 |
1.0% |
72% |
False |
False |
181,581 |
60 |
169-12 |
154-00 |
15-12 |
9.2% |
1-21 |
1.0% |
85% |
False |
False |
121,419 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
175-30 |
2.618 |
172-19 |
1.618 |
170-17 |
1.000 |
169-08 |
0.618 |
168-15 |
HIGH |
167-06 |
0.618 |
166-13 |
0.500 |
166-05 |
0.382 |
165-29 |
LOW |
165-04 |
0.618 |
163-27 |
1.000 |
163-02 |
1.618 |
161-25 |
2.618 |
159-23 |
4.250 |
156-12 |
|
|
Fisher Pivots for day following 07-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
166-23 |
166-22 |
PP |
166-14 |
166-12 |
S1 |
166-05 |
166-02 |
|