ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 20-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2016 |
20-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
165-17 |
165-03 |
-0-14 |
-0.3% |
166-08 |
| High |
165-18 |
165-29 |
0-11 |
0.2% |
166-25 |
| Low |
164-13 |
163-08 |
-1-05 |
-0.7% |
164-21 |
| Close |
165-02 |
163-13 |
-1-21 |
-1.0% |
166-04 |
| Range |
1-05 |
2-21 |
1-16 |
129.7% |
2-04 |
| ATR |
1-17 |
1-19 |
0-03 |
5.3% |
0-00 |
| Volume |
216,446 |
281,575 |
65,129 |
30.1% |
968,953 |
|
| Daily Pivots for day following 20-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172-05 |
170-14 |
164-28 |
|
| R3 |
169-16 |
167-25 |
164-04 |
|
| R2 |
166-27 |
166-27 |
163-29 |
|
| R1 |
165-04 |
165-04 |
163-21 |
164-21 |
| PP |
164-06 |
164-06 |
164-06 |
163-30 |
| S1 |
162-15 |
162-15 |
163-05 |
162-00 |
| S2 |
161-17 |
161-17 |
162-29 |
|
| S3 |
158-28 |
159-26 |
162-22 |
|
| S4 |
156-07 |
157-05 |
161-30 |
|
|
| 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 |
163-08 |
3-15 |
2.1% |
1-23 |
1.1% |
5% |
False |
True |
222,530 |
| 10 |
167-06 |
163-08 |
3-30 |
2.4% |
1-19 |
1.0% |
4% |
False |
True |
201,848 |
| 20 |
167-06 |
161-17 |
5-21 |
3.5% |
1-18 |
1.0% |
33% |
False |
False |
199,917 |
| 40 |
167-15 |
160-30 |
6-17 |
4.0% |
1-18 |
1.0% |
38% |
False |
False |
220,591 |
| 60 |
169-12 |
157-24 |
11-20 |
7.1% |
1-21 |
1.0% |
49% |
False |
False |
151,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
177-06 |
|
2.618 |
172-28 |
|
1.618 |
170-07 |
|
1.000 |
168-18 |
|
0.618 |
167-18 |
|
HIGH |
165-29 |
|
0.618 |
164-29 |
|
0.500 |
164-18 |
|
0.382 |
164-08 |
|
LOW |
163-08 |
|
0.618 |
161-19 |
|
1.000 |
160-19 |
|
1.618 |
158-30 |
|
2.618 |
156-09 |
|
4.250 |
151-31 |
|
|
| Fisher Pivots for day following 20-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164-18 |
165-00 |
| PP |
164-06 |
164-15 |
| S1 |
163-26 |
163-30 |
|