ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 08-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2016 |
08-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
165-10 |
167-03 |
1-25 |
1.1% |
164-29 |
| High |
167-06 |
167-03 |
-0-03 |
-0.1% |
167-06 |
| Low |
165-04 |
165-25 |
0-21 |
0.4% |
164-09 |
| Close |
167-00 |
166-06 |
-0-26 |
-0.5% |
166-06 |
| Range |
2-02 |
1-10 |
-0-24 |
-36.4% |
2-29 |
| ATR |
1-19 |
1-19 |
-0-01 |
-1.3% |
0-00 |
| Volume |
192,422 |
163,275 |
-29,147 |
-15.1% |
876,622 |
|
| Daily Pivots for day following 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170-09 |
169-18 |
166-29 |
|
| R3 |
168-31 |
168-08 |
166-18 |
|
| R2 |
167-21 |
167-21 |
166-14 |
|
| R1 |
166-30 |
166-30 |
166-10 |
166-20 |
| PP |
166-11 |
166-11 |
166-11 |
166-07 |
| S1 |
165-20 |
165-20 |
166-02 |
165-10 |
| S2 |
165-01 |
165-01 |
165-30 |
|
| S3 |
163-23 |
164-10 |
165-26 |
|
| S4 |
162-13 |
163-00 |
165-15 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174-19 |
173-10 |
167-25 |
|
| R3 |
171-22 |
170-13 |
167-00 |
|
| R2 |
168-25 |
168-25 |
166-23 |
|
| R1 |
167-16 |
167-16 |
166-15 |
168-04 |
| PP |
165-28 |
165-28 |
165-28 |
166-07 |
| S1 |
164-19 |
164-19 |
165-29 |
165-08 |
| S2 |
162-31 |
162-31 |
165-21 |
|
| S3 |
160-02 |
161-22 |
165-12 |
|
| S4 |
157-05 |
158-25 |
164-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
167-06 |
164-09 |
2-29 |
1.7% |
1-13 |
0.8% |
66% |
False |
False |
175,324 |
| 10 |
167-06 |
162-17 |
4-21 |
2.8% |
1-15 |
0.9% |
79% |
False |
False |
193,243 |
| 20 |
167-06 |
160-30 |
6-08 |
3.8% |
1-16 |
0.9% |
84% |
False |
False |
198,416 |
| 40 |
169-12 |
160-30 |
8-14 |
5.1% |
1-21 |
1.0% |
62% |
False |
False |
185,544 |
| 60 |
169-12 |
155-15 |
13-29 |
8.4% |
1-20 |
1.0% |
77% |
False |
False |
124,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
172-22 |
|
2.618 |
170-17 |
|
1.618 |
169-07 |
|
1.000 |
168-13 |
|
0.618 |
167-29 |
|
HIGH |
167-03 |
|
0.618 |
166-19 |
|
0.500 |
166-14 |
|
0.382 |
166-09 |
|
LOW |
165-25 |
|
0.618 |
164-31 |
|
1.000 |
164-15 |
|
1.618 |
163-21 |
|
2.618 |
162-11 |
|
4.250 |
160-06 |
|
|
| Fisher Pivots for day following 08-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
166-14 |
166-05 |
| PP |
166-11 |
166-04 |
| S1 |
166-09 |
166-03 |
|