ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 14-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2016 |
14-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
165-04 |
165-22 |
0-18 |
0.3% |
164-29 |
| High |
166-01 |
166-02 |
0-01 |
0.0% |
167-06 |
| Low |
164-25 |
164-21 |
-0-04 |
-0.1% |
164-09 |
| Close |
165-28 |
165-10 |
-0-18 |
-0.3% |
166-06 |
| Range |
1-08 |
1-13 |
0-05 |
12.5% |
2-29 |
| ATR |
1-17 |
1-17 |
0-00 |
-0.6% |
0-00 |
| Volume |
205,658 |
238,430 |
32,772 |
15.9% |
876,622 |
|
| Daily Pivots for day following 14-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-18 |
168-27 |
166-03 |
|
| R3 |
168-05 |
167-14 |
165-22 |
|
| R2 |
166-24 |
166-24 |
165-18 |
|
| R1 |
166-01 |
166-01 |
165-14 |
165-22 |
| PP |
165-11 |
165-11 |
165-11 |
165-06 |
| S1 |
164-20 |
164-20 |
165-06 |
164-09 |
| S2 |
163-30 |
163-30 |
165-02 |
|
| S3 |
162-17 |
163-07 |
164-30 |
|
| S4 |
161-04 |
161-26 |
164-17 |
|
|
| 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 |
167-03 |
164-21 |
2-14 |
1.5% |
1-11 |
0.8% |
27% |
False |
True |
190,367 |
| 10 |
167-06 |
164-01 |
3-05 |
1.9% |
1-12 |
0.8% |
41% |
False |
False |
191,840 |
| 20 |
167-06 |
161-17 |
5-21 |
3.4% |
1-15 |
0.9% |
67% |
False |
False |
197,478 |
| 40 |
167-15 |
160-30 |
6-17 |
4.0% |
1-18 |
0.9% |
67% |
False |
False |
204,846 |
| 60 |
169-12 |
156-29 |
12-15 |
7.5% |
1-20 |
1.0% |
67% |
False |
False |
137,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
172-01 |
|
2.618 |
169-24 |
|
1.618 |
168-11 |
|
1.000 |
167-15 |
|
0.618 |
166-30 |
|
HIGH |
166-02 |
|
0.618 |
165-17 |
|
0.500 |
165-12 |
|
0.382 |
165-06 |
|
LOW |
164-21 |
|
0.618 |
163-25 |
|
1.000 |
163-08 |
|
1.618 |
162-12 |
|
2.618 |
160-31 |
|
4.250 |
158-22 |
|
|
| Fisher Pivots for day following 14-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
165-12 |
165-14 |
| PP |
165-11 |
165-12 |
| S1 |
165-10 |
165-11 |
|