ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 27-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2016 |
27-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
161-24 |
161-08 |
-0-16 |
-0.3% |
166-14 |
| High |
162-06 |
162-24 |
0-18 |
0.3% |
166-23 |
| Low |
160-31 |
161-06 |
0-07 |
0.1% |
162-03 |
| Close |
161-07 |
162-22 |
1-15 |
0.9% |
162-15 |
| Range |
1-07 |
1-18 |
0-11 |
28.2% |
4-20 |
| ATR |
1-16 |
1-16 |
0-00 |
0.3% |
0-00 |
| Volume |
219,322 |
223,078 |
3,756 |
1.7% |
1,184,782 |
|
| Daily Pivots for day following 27-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-29 |
166-11 |
163-18 |
|
| R3 |
165-11 |
164-25 |
163-04 |
|
| R2 |
163-25 |
163-25 |
162-31 |
|
| R1 |
163-07 |
163-07 |
162-27 |
163-16 |
| PP |
162-07 |
162-07 |
162-07 |
162-11 |
| S1 |
161-21 |
161-21 |
162-17 |
161-30 |
| S2 |
160-21 |
160-21 |
162-13 |
|
| S3 |
159-03 |
160-03 |
162-08 |
|
| S4 |
157-17 |
158-17 |
161-26 |
|
|
| 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 |
163-24 |
160-31 |
2-25 |
1.7% |
1-10 |
0.8% |
62% |
False |
False |
221,835 |
| 10 |
166-23 |
160-31 |
5-24 |
3.5% |
1-16 |
0.9% |
30% |
False |
False |
222,183 |
| 20 |
167-06 |
160-31 |
6-07 |
3.8% |
1-14 |
0.9% |
28% |
False |
False |
206,924 |
| 40 |
167-06 |
160-30 |
6-08 |
3.8% |
1-16 |
0.9% |
28% |
False |
False |
213,025 |
| 60 |
169-12 |
159-20 |
9-24 |
6.0% |
1-21 |
1.0% |
31% |
False |
False |
170,221 |
| 80 |
169-12 |
152-09 |
17-03 |
10.5% |
1-17 |
0.9% |
61% |
False |
False |
127,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169-12 |
|
2.618 |
166-27 |
|
1.618 |
165-09 |
|
1.000 |
164-10 |
|
0.618 |
163-23 |
|
HIGH |
162-24 |
|
0.618 |
162-05 |
|
0.500 |
161-31 |
|
0.382 |
161-25 |
|
LOW |
161-06 |
|
0.618 |
160-07 |
|
1.000 |
159-20 |
|
1.618 |
158-21 |
|
2.618 |
157-03 |
|
4.250 |
154-18 |
|
|
| Fisher Pivots for day following 27-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
162-14 |
162-14 |
| PP |
162-07 |
162-05 |
| S1 |
161-31 |
161-28 |
|