ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 12-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2016 |
12-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
166-08 |
166-00 |
-0-08 |
-0.2% |
164-29 |
| High |
166-25 |
166-06 |
-0-19 |
-0.4% |
167-06 |
| Low |
165-11 |
164-28 |
-0-15 |
-0.3% |
164-09 |
| Close |
166-03 |
165-01 |
-1-02 |
-0.6% |
166-06 |
| Range |
1-14 |
1-10 |
-0-04 |
-8.7% |
2-29 |
| ATR |
1-18 |
1-18 |
-0-01 |
-1.2% |
0-00 |
| Volume |
155,923 |
188,549 |
32,626 |
20.9% |
876,622 |
|
| Daily Pivots for day following 12-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-10 |
168-15 |
165-24 |
|
| R3 |
168-00 |
167-05 |
165-13 |
|
| R2 |
166-22 |
166-22 |
165-09 |
|
| R1 |
165-27 |
165-27 |
165-05 |
165-20 |
| PP |
165-12 |
165-12 |
165-12 |
165-08 |
| S1 |
164-17 |
164-17 |
164-29 |
164-10 |
| S2 |
164-02 |
164-02 |
164-25 |
|
| S3 |
162-24 |
163-07 |
164-21 |
|
| S4 |
161-14 |
161-29 |
164-10 |
|
|
| 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 |
164-28 |
2-10 |
1.4% |
1-15 |
0.9% |
7% |
False |
True |
176,188 |
| 10 |
167-06 |
162-23 |
4-15 |
2.7% |
1-14 |
0.9% |
52% |
False |
False |
196,290 |
| 20 |
167-06 |
161-02 |
6-04 |
3.7% |
1-15 |
0.9% |
65% |
False |
False |
196,930 |
| 40 |
167-15 |
160-30 |
6-17 |
4.0% |
1-19 |
1.0% |
63% |
False |
False |
193,932 |
| 60 |
169-12 |
156-28 |
12-16 |
7.6% |
1-20 |
1.0% |
65% |
False |
False |
129,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
171-24 |
|
2.618 |
169-20 |
|
1.618 |
168-10 |
|
1.000 |
167-16 |
|
0.618 |
167-00 |
|
HIGH |
166-06 |
|
0.618 |
165-22 |
|
0.500 |
165-17 |
|
0.382 |
165-12 |
|
LOW |
164-28 |
|
0.618 |
164-02 |
|
1.000 |
163-18 |
|
1.618 |
162-24 |
|
2.618 |
161-14 |
|
4.250 |
159-10 |
|
|
| Fisher Pivots for day following 12-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
165-17 |
166-00 |
| PP |
165-12 |
165-21 |
| S1 |
165-06 |
165-11 |
|