ECBOT 30 Year Treasury Bond Future September 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 |
160-14 |
160-03 |
-0-11 |
-0.2% |
165-08 |
| High |
160-20 |
161-12 |
0-24 |
0.5% |
165-08 |
| Low |
159-20 |
160-01 |
0-13 |
0.3% |
160-26 |
| Close |
159-28 |
161-11 |
1-15 |
0.9% |
161-04 |
| Range |
1-00 |
1-11 |
0-11 |
34.4% |
4-14 |
| ATR |
1-05 |
1-05 |
0-01 |
2.2% |
0-00 |
| Volume |
626 |
1,015 |
389 |
62.1% |
980 |
|
| Daily Pivots for day following 27-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-30 |
164-16 |
162-03 |
|
| R3 |
163-19 |
163-05 |
161-23 |
|
| R2 |
162-08 |
162-08 |
161-19 |
|
| R1 |
161-26 |
161-26 |
161-15 |
162-01 |
| PP |
160-29 |
160-29 |
160-29 |
161-01 |
| S1 |
160-15 |
160-15 |
161-07 |
160-22 |
| S2 |
159-18 |
159-18 |
161-03 |
|
| S3 |
158-07 |
159-04 |
160-31 |
|
| S4 |
156-28 |
157-25 |
160-19 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
175-23 |
172-27 |
163-18 |
|
| R3 |
171-09 |
168-13 |
162-11 |
|
| R2 |
166-27 |
166-27 |
161-30 |
|
| R1 |
163-31 |
163-31 |
161-17 |
163-06 |
| PP |
162-13 |
162-13 |
162-13 |
162-00 |
| S1 |
159-17 |
159-17 |
160-23 |
158-24 |
| S2 |
157-31 |
157-31 |
160-10 |
|
| S3 |
153-17 |
155-03 |
159-29 |
|
| S4 |
149-03 |
150-21 |
158-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
162-12 |
159-20 |
2-24 |
1.7% |
1-03 |
0.7% |
63% |
False |
False |
548 |
| 10 |
165-08 |
159-20 |
5-20 |
3.5% |
1-08 |
0.8% |
31% |
False |
False |
300 |
| 20 |
165-27 |
159-20 |
6-07 |
3.9% |
1-04 |
0.7% |
28% |
False |
False |
236 |
| 40 |
165-27 |
159-20 |
6-07 |
3.9% |
0-23 |
0.5% |
28% |
False |
False |
120 |
| 60 |
168-22 |
159-20 |
9-02 |
5.6% |
0-19 |
0.4% |
19% |
False |
False |
80 |
| 80 |
168-22 |
152-12 |
16-10 |
10.1% |
0-14 |
0.3% |
55% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-03 |
|
2.618 |
164-29 |
|
1.618 |
163-18 |
|
1.000 |
162-23 |
|
0.618 |
162-07 |
|
HIGH |
161-12 |
|
0.618 |
160-28 |
|
0.500 |
160-23 |
|
0.382 |
160-17 |
|
LOW |
160-01 |
|
0.618 |
159-06 |
|
1.000 |
158-22 |
|
1.618 |
157-27 |
|
2.618 |
156-16 |
|
4.250 |
154-10 |
|
|
| Fisher Pivots for day following 27-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
161-04 |
161-02 |
| PP |
160-29 |
160-25 |
| S1 |
160-23 |
160-16 |
|