ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 19-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2016 |
19-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
166-14 |
165-17 |
-0-29 |
-0.5% |
166-08 |
| High |
166-23 |
165-18 |
-1-05 |
-0.7% |
166-25 |
| Low |
164-27 |
164-13 |
-0-14 |
-0.3% |
164-21 |
| Close |
165-12 |
165-02 |
-0-10 |
-0.2% |
166-04 |
| Range |
1-28 |
1-05 |
-0-23 |
-38.3% |
2-04 |
| ATR |
1-17 |
1-17 |
-0-01 |
-1.8% |
0-00 |
| Volume |
195,810 |
216,446 |
20,636 |
10.5% |
968,953 |
|
| Daily Pivots for day following 19-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-15 |
167-30 |
165-22 |
|
| R3 |
167-10 |
166-25 |
165-12 |
|
| R2 |
166-05 |
166-05 |
165-09 |
|
| R1 |
165-20 |
165-20 |
165-05 |
165-10 |
| PP |
165-00 |
165-00 |
165-00 |
164-28 |
| S1 |
164-15 |
164-15 |
164-31 |
164-05 |
| S2 |
163-27 |
163-27 |
164-27 |
|
| S3 |
162-22 |
163-10 |
164-24 |
|
| S4 |
161-17 |
162-05 |
164-14 |
|
|
| 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 |
164-13 |
2-10 |
1.4% |
1-14 |
0.9% |
28% |
False |
True |
207,347 |
| 10 |
167-06 |
164-13 |
2-25 |
1.7% |
1-14 |
0.9% |
24% |
False |
True |
191,767 |
| 20 |
167-06 |
161-17 |
5-21 |
3.4% |
1-16 |
0.9% |
62% |
False |
False |
196,419 |
| 40 |
167-15 |
160-30 |
6-17 |
4.0% |
1-18 |
0.9% |
63% |
False |
False |
217,723 |
| 60 |
169-12 |
157-23 |
11-21 |
7.1% |
1-20 |
1.0% |
63% |
False |
False |
147,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
170-15 |
|
2.618 |
168-19 |
|
1.618 |
167-14 |
|
1.000 |
166-23 |
|
0.618 |
166-09 |
|
HIGH |
165-18 |
|
0.618 |
165-04 |
|
0.500 |
165-00 |
|
0.382 |
164-27 |
|
LOW |
164-13 |
|
0.618 |
163-22 |
|
1.000 |
163-08 |
|
1.618 |
162-17 |
|
2.618 |
161-12 |
|
4.250 |
159-16 |
|
|
| Fisher Pivots for day following 19-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
165-01 |
165-18 |
| PP |
165-00 |
165-13 |
| S1 |
165-00 |
165-07 |
|