ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 25-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2016 |
25-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
162-27 |
162-15 |
-0-12 |
-0.2% |
166-14 |
| High |
163-03 |
162-26 |
-0-09 |
-0.2% |
166-23 |
| Low |
162-03 |
161-21 |
-0-14 |
-0.3% |
162-03 |
| Close |
162-15 |
161-30 |
-0-17 |
-0.3% |
162-15 |
| Range |
1-00 |
1-05 |
0-05 |
15.6% |
4-20 |
| ATR |
1-18 |
1-17 |
-0-01 |
-1.8% |
0-00 |
| Volume |
203,354 |
175,827 |
-27,527 |
-13.5% |
1,184,782 |
|
| Daily Pivots for day following 25-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-19 |
164-30 |
162-18 |
|
| R3 |
164-14 |
163-25 |
162-08 |
|
| R2 |
163-09 |
163-09 |
162-05 |
|
| R1 |
162-20 |
162-20 |
162-01 |
162-12 |
| PP |
162-04 |
162-04 |
162-04 |
162-00 |
| S1 |
161-15 |
161-15 |
161-27 |
161-07 |
| S2 |
160-31 |
160-31 |
161-23 |
|
| S3 |
159-26 |
160-10 |
161-20 |
|
| S4 |
158-21 |
159-05 |
161-10 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
177-20 |
174-22 |
165-00 |
|
| R3 |
173-00 |
170-02 |
163-24 |
|
| R2 |
168-12 |
168-12 |
163-10 |
|
| R1 |
165-14 |
165-14 |
162-29 |
164-19 |
| PP |
163-24 |
163-24 |
163-24 |
163-11 |
| S1 |
160-26 |
160-26 |
162-01 |
159-31 |
| S2 |
159-04 |
159-04 |
161-20 |
|
| S3 |
154-16 |
156-06 |
161-06 |
|
| S4 |
149-28 |
151-18 |
159-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
165-29 |
161-21 |
4-08 |
2.6% |
1-16 |
0.9% |
7% |
False |
True |
232,959 |
| 10 |
166-23 |
161-21 |
5-02 |
3.1% |
1-16 |
0.9% |
6% |
False |
True |
217,363 |
| 20 |
167-06 |
161-21 |
5-17 |
3.4% |
1-16 |
0.9% |
5% |
False |
True |
207,900 |
| 40 |
167-06 |
160-30 |
6-08 |
3.9% |
1-17 |
1.0% |
16% |
False |
False |
216,249 |
| 60 |
169-12 |
158-23 |
10-21 |
6.6% |
1-21 |
1.0% |
30% |
False |
False |
162,906 |
| 80 |
169-12 |
151-16 |
17-28 |
11.0% |
1-16 |
0.9% |
58% |
False |
False |
122,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-23 |
|
2.618 |
165-27 |
|
1.618 |
164-22 |
|
1.000 |
163-31 |
|
0.618 |
163-17 |
|
HIGH |
162-26 |
|
0.618 |
162-12 |
|
0.500 |
162-08 |
|
0.382 |
162-03 |
|
LOW |
161-21 |
|
0.618 |
160-30 |
|
1.000 |
160-16 |
|
1.618 |
159-25 |
|
2.618 |
158-20 |
|
4.250 |
156-24 |
|
|
| Fisher Pivots for day following 25-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
162-08 |
162-22 |
| PP |
162-04 |
162-14 |
| S1 |
162-01 |
162-06 |
|