ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 28-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2016 |
28-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
161-08 |
162-19 |
1-11 |
0.8% |
166-14 |
| High |
162-24 |
163-16 |
0-24 |
0.5% |
166-23 |
| Low |
161-06 |
162-01 |
0-27 |
0.5% |
162-03 |
| Close |
162-22 |
162-24 |
0-02 |
0.0% |
162-15 |
| Range |
1-18 |
1-15 |
-0-03 |
-6.0% |
4-20 |
| ATR |
1-16 |
1-16 |
0-00 |
-0.2% |
0-00 |
| Volume |
223,078 |
241,160 |
18,082 |
8.1% |
1,184,782 |
|
| Daily Pivots for day following 28-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-05 |
166-14 |
163-18 |
|
| R3 |
165-22 |
164-31 |
163-05 |
|
| R2 |
164-07 |
164-07 |
163-01 |
|
| R1 |
163-16 |
163-16 |
162-28 |
163-28 |
| PP |
162-24 |
162-24 |
162-24 |
162-30 |
| S1 |
162-01 |
162-01 |
162-20 |
162-12 |
| S2 |
161-09 |
161-09 |
162-15 |
|
| S3 |
159-26 |
160-18 |
162-11 |
|
| S4 |
158-11 |
159-03 |
161-30 |
|
|
| 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 |
163-16 |
160-31 |
2-17 |
1.6% |
1-09 |
0.8% |
70% |
True |
False |
212,548 |
| 10 |
166-23 |
160-31 |
5-24 |
3.5% |
1-17 |
0.9% |
31% |
False |
False |
222,456 |
| 20 |
167-06 |
160-31 |
6-07 |
3.8% |
1-14 |
0.9% |
29% |
False |
False |
207,148 |
| 40 |
167-06 |
160-30 |
6-08 |
3.8% |
1-17 |
0.9% |
29% |
False |
False |
212,424 |
| 60 |
169-12 |
160-14 |
8-30 |
5.5% |
1-21 |
1.0% |
26% |
False |
False |
174,215 |
| 80 |
169-12 |
152-09 |
17-03 |
10.5% |
1-18 |
1.0% |
61% |
False |
False |
130,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169-24 |
|
2.618 |
167-11 |
|
1.618 |
165-28 |
|
1.000 |
164-31 |
|
0.618 |
164-13 |
|
HIGH |
163-16 |
|
0.618 |
162-30 |
|
0.500 |
162-24 |
|
0.382 |
162-19 |
|
LOW |
162-01 |
|
0.618 |
161-04 |
|
1.000 |
160-18 |
|
1.618 |
159-21 |
|
2.618 |
158-06 |
|
4.250 |
155-25 |
|
|
| Fisher Pivots for day following 28-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
162-24 |
162-18 |
| PP |
162-24 |
162-13 |
| S1 |
162-24 |
162-08 |
|