ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 05-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2016 |
05-May-2016 |
Change |
Change % |
Previous Week |
| Open |
163-27 |
164-18 |
0-23 |
0.4% |
162-15 |
| High |
164-22 |
165-22 |
1-00 |
0.6% |
163-16 |
| Low |
163-14 |
163-31 |
0-17 |
0.3% |
160-31 |
| Close |
164-12 |
165-13 |
1-01 |
0.6% |
163-10 |
| Range |
1-08 |
1-23 |
0-15 |
37.5% |
2-17 |
| ATR |
1-18 |
1-18 |
0-00 |
0.7% |
0-00 |
| Volume |
208,397 |
221,754 |
13,357 |
6.4% |
1,138,798 |
|
| Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170-06 |
169-16 |
166-11 |
|
| R3 |
168-15 |
167-25 |
165-28 |
|
| R2 |
166-24 |
166-24 |
165-23 |
|
| R1 |
166-02 |
166-02 |
165-18 |
166-13 |
| PP |
165-01 |
165-01 |
165-01 |
165-06 |
| S1 |
164-11 |
164-11 |
165-08 |
164-22 |
| S2 |
163-10 |
163-10 |
165-03 |
|
| S3 |
161-19 |
162-20 |
164-30 |
|
| S4 |
159-28 |
160-29 |
164-15 |
|
|
| 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 |
165-22 |
161-26 |
3-28 |
2.3% |
1-23 |
1.0% |
93% |
True |
False |
232,614 |
| 10 |
165-22 |
160-31 |
4-23 |
2.9% |
1-16 |
0.9% |
94% |
True |
False |
222,581 |
| 20 |
167-03 |
160-31 |
6-04 |
3.7% |
1-17 |
0.9% |
72% |
False |
False |
216,973 |
| 40 |
167-06 |
160-30 |
6-08 |
3.8% |
1-17 |
0.9% |
72% |
False |
False |
212,174 |
| 60 |
169-12 |
160-30 |
8-14 |
5.1% |
1-20 |
1.0% |
53% |
False |
False |
193,378 |
| 80 |
169-12 |
154-00 |
15-12 |
9.3% |
1-20 |
1.0% |
74% |
False |
False |
145,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
173-00 |
|
2.618 |
170-06 |
|
1.618 |
168-15 |
|
1.000 |
167-13 |
|
0.618 |
166-24 |
|
HIGH |
165-22 |
|
0.618 |
165-01 |
|
0.500 |
164-26 |
|
0.382 |
164-20 |
|
LOW |
163-31 |
|
0.618 |
162-29 |
|
1.000 |
162-08 |
|
1.618 |
161-06 |
|
2.618 |
159-15 |
|
4.250 |
156-21 |
|
|
| Fisher Pivots for day following 05-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
165-07 |
164-28 |
| PP |
165-01 |
164-11 |
| S1 |
164-26 |
163-26 |
|