ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 21-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2016 |
21-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
165-03 |
163-17 |
-1-18 |
-0.9% |
166-08 |
| High |
165-29 |
163-24 |
-2-05 |
-1.3% |
166-25 |
| Low |
163-08 |
162-05 |
-1-03 |
-0.7% |
164-21 |
| Close |
163-13 |
162-22 |
-0-23 |
-0.4% |
166-04 |
| Range |
2-21 |
1-19 |
-1-02 |
-40.0% |
2-04 |
| ATR |
1-19 |
1-19 |
0-00 |
0.0% |
0-00 |
| Volume |
281,575 |
287,597 |
6,022 |
2.1% |
968,953 |
|
| Daily Pivots for day following 21-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-21 |
166-24 |
163-18 |
|
| R3 |
166-02 |
165-05 |
163-04 |
|
| R2 |
164-15 |
164-15 |
162-31 |
|
| R1 |
163-18 |
163-18 |
162-27 |
163-07 |
| PP |
162-28 |
162-28 |
162-28 |
162-22 |
| S1 |
161-31 |
161-31 |
162-17 |
161-20 |
| S2 |
161-09 |
161-09 |
162-13 |
|
| S3 |
159-22 |
160-12 |
162-08 |
|
| S4 |
158-03 |
158-25 |
161-26 |
|
|
| 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 |
162-05 |
4-18 |
2.8% |
1-24 |
1.1% |
12% |
False |
True |
232,364 |
| 10 |
167-03 |
162-05 |
4-30 |
3.0% |
1-18 |
1.0% |
11% |
False |
True |
211,365 |
| 20 |
167-06 |
162-05 |
5-01 |
3.1% |
1-17 |
0.9% |
11% |
False |
True |
203,851 |
| 40 |
167-06 |
160-30 |
6-08 |
3.8% |
1-17 |
0.9% |
28% |
False |
False |
220,414 |
| 60 |
169-12 |
157-24 |
11-20 |
7.1% |
1-21 |
1.0% |
42% |
False |
False |
156,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
170-17 |
|
2.618 |
167-30 |
|
1.618 |
166-11 |
|
1.000 |
165-11 |
|
0.618 |
164-24 |
|
HIGH |
163-24 |
|
0.618 |
163-05 |
|
0.500 |
162-30 |
|
0.382 |
162-24 |
|
LOW |
162-05 |
|
0.618 |
161-05 |
|
1.000 |
160-18 |
|
1.618 |
159-18 |
|
2.618 |
157-31 |
|
4.250 |
155-12 |
|
|
| Fisher Pivots for day following 21-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
162-30 |
164-01 |
| PP |
162-28 |
163-19 |
| S1 |
162-25 |
163-04 |
|