ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 04-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2016 |
04-May-2016 |
Change |
Change % |
Previous Week |
| Open |
161-30 |
163-27 |
1-29 |
1.2% |
162-15 |
| High |
164-10 |
164-22 |
0-12 |
0.2% |
163-16 |
| Low |
161-30 |
163-14 |
1-16 |
0.9% |
160-31 |
| Close |
163-27 |
164-12 |
0-17 |
0.3% |
163-10 |
| Range |
2-12 |
1-08 |
-1-04 |
-47.4% |
2-17 |
| ATR |
1-19 |
1-18 |
-0-01 |
-1.5% |
0-00 |
| Volume |
268,379 |
208,397 |
-59,982 |
-22.3% |
1,138,798 |
|
| Daily Pivots for day following 04-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-29 |
167-13 |
165-02 |
|
| R3 |
166-21 |
166-05 |
164-23 |
|
| R2 |
165-13 |
165-13 |
164-19 |
|
| R1 |
164-29 |
164-29 |
164-16 |
165-05 |
| PP |
164-05 |
164-05 |
164-05 |
164-10 |
| S1 |
163-21 |
163-21 |
164-08 |
163-29 |
| S2 |
162-29 |
162-29 |
164-05 |
|
| S3 |
161-21 |
162-13 |
164-01 |
|
| S4 |
160-13 |
161-05 |
163-22 |
|
|
| 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 |
164-22 |
161-26 |
2-28 |
1.7% |
1-22 |
1.0% |
89% |
True |
False |
236,495 |
| 10 |
164-22 |
160-31 |
3-23 |
2.3% |
1-16 |
0.9% |
92% |
True |
False |
229,165 |
| 20 |
167-06 |
160-31 |
6-07 |
3.8% |
1-17 |
0.9% |
55% |
False |
False |
215,506 |
| 40 |
167-06 |
160-30 |
6-08 |
3.8% |
1-17 |
0.9% |
55% |
False |
False |
212,301 |
| 60 |
169-12 |
160-30 |
8-14 |
5.1% |
1-20 |
1.0% |
41% |
False |
False |
189,730 |
| 80 |
169-12 |
154-00 |
15-12 |
9.4% |
1-19 |
1.0% |
67% |
False |
False |
142,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
170-00 |
|
2.618 |
167-31 |
|
1.618 |
166-23 |
|
1.000 |
165-30 |
|
0.618 |
165-15 |
|
HIGH |
164-22 |
|
0.618 |
164-07 |
|
0.500 |
164-02 |
|
0.382 |
163-29 |
|
LOW |
163-14 |
|
0.618 |
162-21 |
|
1.000 |
162-06 |
|
1.618 |
161-13 |
|
2.618 |
160-05 |
|
4.250 |
158-04 |
|
|
| Fisher Pivots for day following 04-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164-09 |
164-01 |
| PP |
164-05 |
163-21 |
| S1 |
164-02 |
163-10 |
|