ECBOT 30 Year Treasury Bond Future June 2016
Trading Metrics calculated at close of trading on 18-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2016 |
18-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
165-06 |
166-14 |
1-08 |
0.8% |
166-08 |
High |
166-17 |
166-23 |
0-06 |
0.1% |
166-25 |
Low |
165-01 |
164-27 |
-0-06 |
-0.1% |
164-21 |
Close |
166-04 |
165-12 |
-0-24 |
-0.5% |
166-04 |
Range |
1-16 |
1-28 |
0-12 |
25.0% |
2-04 |
ATR |
1-17 |
1-17 |
0-01 |
1.7% |
0-00 |
Volume |
180,393 |
195,810 |
15,417 |
8.5% |
968,953 |
|
Daily Pivots for day following 18-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
171-09 |
170-06 |
166-13 |
|
R3 |
169-13 |
168-10 |
165-28 |
|
R2 |
167-17 |
167-17 |
165-23 |
|
R1 |
166-14 |
166-14 |
165-18 |
166-02 |
PP |
165-21 |
165-21 |
165-21 |
165-14 |
S1 |
164-18 |
164-18 |
165-06 |
164-06 |
S2 |
163-25 |
163-25 |
165-01 |
|
S3 |
161-29 |
162-22 |
164-28 |
|
S4 |
160-01 |
160-26 |
164-11 |
|
|
Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
172-07 |
171-10 |
167-09 |
|
R3 |
170-03 |
169-06 |
166-23 |
|
R2 |
167-31 |
167-31 |
166-16 |
|
R1 |
167-02 |
167-02 |
166-10 |
166-14 |
PP |
165-27 |
165-27 |
165-27 |
165-18 |
S1 |
164-30 |
164-30 |
165-30 |
164-10 |
S2 |
163-23 |
163-23 |
165-24 |
|
S3 |
161-19 |
162-26 |
165-17 |
|
S4 |
159-15 |
160-22 |
164-31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
166-23 |
164-21 |
2-02 |
1.2% |
1-15 |
0.9% |
35% |
True |
False |
201,768 |
10 |
167-06 |
164-21 |
2-17 |
1.5% |
1-16 |
0.9% |
28% |
False |
False |
190,681 |
20 |
167-06 |
161-17 |
5-21 |
3.4% |
1-17 |
0.9% |
68% |
False |
False |
194,843 |
40 |
167-15 |
160-30 |
6-17 |
3.9% |
1-18 |
0.9% |
68% |
False |
False |
213,903 |
60 |
169-12 |
156-29 |
12-15 |
7.5% |
1-20 |
1.0% |
68% |
False |
False |
143,519 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
174-22 |
2.618 |
171-20 |
1.618 |
169-24 |
1.000 |
168-19 |
0.618 |
167-28 |
HIGH |
166-23 |
0.618 |
166-00 |
0.500 |
165-25 |
0.382 |
165-18 |
LOW |
164-27 |
0.618 |
163-22 |
1.000 |
162-31 |
1.618 |
161-26 |
2.618 |
159-30 |
4.250 |
156-28 |
|
|
Fisher Pivots for day following 18-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
165-25 |
165-22 |
PP |
165-21 |
165-19 |
S1 |
165-16 |
165-15 |
|