ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 17-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2016 |
17-May-2016 |
Change |
Change % |
Previous Week |
| Open |
165-12 |
164-08 |
-1-04 |
-0.7% |
163-16 |
| High |
165-17 |
164-27 |
-0-22 |
-0.4% |
165-14 |
| Low |
164-03 |
163-28 |
-0-07 |
-0.1% |
163-14 |
| Close |
164-06 |
164-12 |
0-06 |
0.1% |
165-11 |
| Range |
1-14 |
0-31 |
-0-15 |
-32.6% |
2-00 |
| ATR |
1-09 |
1-08 |
-0-01 |
-1.7% |
0-00 |
| Volume |
1,740 |
1,986 |
246 |
14.1% |
3,631 |
|
| Daily Pivots for day following 17-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-09 |
166-25 |
164-29 |
|
| R3 |
166-10 |
165-26 |
164-21 |
|
| R2 |
165-11 |
165-11 |
164-18 |
|
| R1 |
164-27 |
164-27 |
164-15 |
165-03 |
| PP |
164-12 |
164-12 |
164-12 |
164-16 |
| S1 |
163-28 |
163-28 |
164-09 |
164-04 |
| S2 |
163-13 |
163-13 |
164-06 |
|
| S3 |
162-14 |
162-29 |
164-03 |
|
| S4 |
161-15 |
161-30 |
163-27 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170-24 |
170-01 |
166-14 |
|
| R3 |
168-24 |
168-01 |
165-29 |
|
| R2 |
166-24 |
166-24 |
165-23 |
|
| R1 |
166-01 |
166-01 |
165-17 |
166-13 |
| PP |
164-24 |
164-24 |
164-24 |
164-29 |
| S1 |
164-01 |
164-01 |
165-05 |
164-13 |
| S2 |
162-24 |
162-24 |
164-31 |
|
| S3 |
160-24 |
162-01 |
164-25 |
|
| S4 |
158-24 |
160-01 |
164-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
165-17 |
163-22 |
1-27 |
1.1% |
1-07 |
0.7% |
37% |
False |
False |
1,301 |
| 10 |
165-17 |
162-06 |
3-11 |
2.0% |
1-06 |
0.7% |
65% |
False |
False |
978 |
| 20 |
165-17 |
159-20 |
5-29 |
3.6% |
1-10 |
0.8% |
80% |
False |
False |
737 |
| 40 |
165-27 |
159-20 |
6-07 |
3.8% |
1-03 |
0.7% |
76% |
False |
False |
417 |
| 60 |
165-27 |
159-20 |
6-07 |
3.8% |
0-26 |
0.5% |
76% |
False |
False |
278 |
| 80 |
168-22 |
158-09 |
10-13 |
6.3% |
0-22 |
0.4% |
59% |
False |
False |
209 |
| 100 |
168-22 |
151-30 |
16-24 |
10.2% |
0-17 |
0.3% |
74% |
False |
False |
167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168-31 |
|
2.618 |
167-12 |
|
1.618 |
166-13 |
|
1.000 |
165-26 |
|
0.618 |
165-14 |
|
HIGH |
164-27 |
|
0.618 |
164-15 |
|
0.500 |
164-12 |
|
0.382 |
164-08 |
|
LOW |
163-28 |
|
0.618 |
163-09 |
|
1.000 |
162-29 |
|
1.618 |
162-10 |
|
2.618 |
161-11 |
|
4.250 |
159-24 |
|
|
| Fisher Pivots for day following 17-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164-12 |
164-23 |
| PP |
164-12 |
164-19 |
| S1 |
164-12 |
164-16 |
|