ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 03-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2016 |
03-May-2016 |
Change |
Change % |
Previous Week |
| Open |
163-01 |
161-30 |
-1-03 |
-0.7% |
162-15 |
| High |
163-17 |
164-10 |
0-25 |
0.5% |
163-16 |
| Low |
161-30 |
161-30 |
0-00 |
0.0% |
160-31 |
| Close |
162-06 |
163-27 |
1-21 |
1.0% |
163-10 |
| Range |
1-19 |
2-12 |
0-25 |
49.0% |
2-17 |
| ATR |
1-17 |
1-19 |
0-02 |
4.0% |
0-00 |
| Volume |
185,130 |
268,379 |
83,249 |
45.0% |
1,138,798 |
|
| Daily Pivots for day following 03-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170-16 |
169-17 |
165-05 |
|
| R3 |
168-04 |
167-05 |
164-16 |
|
| R2 |
165-24 |
165-24 |
164-09 |
|
| R1 |
164-25 |
164-25 |
164-02 |
165-08 |
| PP |
163-12 |
163-12 |
163-12 |
163-19 |
| S1 |
162-13 |
162-13 |
163-20 |
162-28 |
| S2 |
161-00 |
161-00 |
163-13 |
|
| S3 |
158-20 |
160-01 |
163-06 |
|
| S4 |
156-08 |
157-21 |
162-17 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170-06 |
169-09 |
164-23 |
|
| R3 |
167-21 |
166-24 |
164-00 |
|
| R2 |
165-04 |
165-04 |
163-25 |
|
| R1 |
164-07 |
164-07 |
163-17 |
164-22 |
| PP |
162-19 |
162-19 |
162-19 |
162-26 |
| S1 |
161-22 |
161-22 |
163-03 |
162-04 |
| S2 |
160-02 |
160-02 |
162-27 |
|
| S3 |
157-17 |
159-05 |
162-20 |
|
| S4 |
155-00 |
156-20 |
161-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
164-10 |
161-06 |
3-04 |
1.9% |
1-24 |
1.1% |
85% |
True |
False |
239,431 |
| 10 |
165-29 |
160-31 |
4-30 |
3.0% |
1-20 |
1.0% |
58% |
False |
False |
236,483 |
| 20 |
167-06 |
160-31 |
6-07 |
3.8% |
1-17 |
0.9% |
46% |
False |
False |
214,125 |
| 40 |
167-06 |
160-30 |
6-08 |
3.8% |
1-18 |
1.0% |
47% |
False |
False |
213,565 |
| 60 |
169-12 |
160-30 |
8-14 |
5.1% |
1-21 |
1.0% |
34% |
False |
False |
186,315 |
| 80 |
169-12 |
154-00 |
15-12 |
9.4% |
1-19 |
1.0% |
64% |
False |
False |
139,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
174-13 |
|
2.618 |
170-17 |
|
1.618 |
168-05 |
|
1.000 |
166-22 |
|
0.618 |
165-25 |
|
HIGH |
164-10 |
|
0.618 |
163-13 |
|
0.500 |
163-04 |
|
0.382 |
162-27 |
|
LOW |
161-30 |
|
0.618 |
160-15 |
|
1.000 |
159-18 |
|
1.618 |
158-03 |
|
2.618 |
155-23 |
|
4.250 |
151-27 |
|
|
| Fisher Pivots for day following 03-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163-19 |
163-19 |
| PP |
163-12 |
163-10 |
| S1 |
163-04 |
163-02 |
|