ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 11-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2016 |
11-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
167-03 |
166-08 |
-0-27 |
-0.5% |
164-29 |
| High |
167-03 |
166-25 |
-0-10 |
-0.2% |
167-06 |
| Low |
165-25 |
165-11 |
-0-14 |
-0.3% |
164-09 |
| Close |
166-06 |
166-03 |
-0-03 |
-0.1% |
166-06 |
| Range |
1-10 |
1-14 |
0-04 |
9.5% |
2-29 |
| ATR |
1-19 |
1-18 |
0-00 |
-0.7% |
0-00 |
| Volume |
163,275 |
155,923 |
-7,352 |
-4.5% |
876,622 |
|
| Daily Pivots for day following 11-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170-12 |
169-22 |
166-28 |
|
| R3 |
168-30 |
168-08 |
166-16 |
|
| R2 |
167-16 |
167-16 |
166-11 |
|
| R1 |
166-26 |
166-26 |
166-07 |
166-14 |
| PP |
166-02 |
166-02 |
166-02 |
165-28 |
| S1 |
165-12 |
165-12 |
165-31 |
165-00 |
| S2 |
164-20 |
164-20 |
165-27 |
|
| S3 |
163-06 |
163-30 |
165-22 |
|
| S4 |
161-24 |
162-16 |
165-10 |
|
|
| 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 |
164-30 |
2-08 |
1.4% |
1-16 |
0.9% |
51% |
False |
False |
179,594 |
| 10 |
167-06 |
162-23 |
4-15 |
2.7% |
1-16 |
0.9% |
76% |
False |
False |
198,436 |
| 20 |
167-06 |
160-30 |
6-08 |
3.8% |
1-15 |
0.9% |
83% |
False |
False |
195,204 |
| 40 |
167-15 |
160-30 |
6-17 |
3.9% |
1-20 |
1.0% |
79% |
False |
False |
189,332 |
| 60 |
169-12 |
156-00 |
13-12 |
8.1% |
1-20 |
1.0% |
75% |
False |
False |
126,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
172-28 |
|
2.618 |
170-17 |
|
1.618 |
169-03 |
|
1.000 |
168-07 |
|
0.618 |
167-21 |
|
HIGH |
166-25 |
|
0.618 |
166-07 |
|
0.500 |
166-02 |
|
0.382 |
165-29 |
|
LOW |
165-11 |
|
0.618 |
164-15 |
|
1.000 |
163-29 |
|
1.618 |
163-01 |
|
2.618 |
161-19 |
|
4.250 |
159-08 |
|
|
| Fisher Pivots for day following 11-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
166-03 |
166-05 |
| PP |
166-02 |
166-04 |
| S1 |
166-02 |
166-04 |
|