ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 27-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2016 |
27-May-2016 |
Change |
Change % |
Previous Week |
| Open |
162-12 |
162-29 |
0-17 |
0.3% |
163-02 |
| High |
163-08 |
163-07 |
-0-01 |
0.0% |
163-20 |
| Low |
162-05 |
162-15 |
0-10 |
0.2% |
162-01 |
| Close |
163-06 |
162-30 |
-0-08 |
-0.2% |
162-30 |
| Range |
1-03 |
0-24 |
-0-11 |
-31.4% |
1-19 |
| ATR |
1-08 |
1-07 |
-0-01 |
-2.9% |
0-00 |
| Volume |
227,913 |
184,323 |
-43,590 |
-19.1% |
886,839 |
|
| Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-04 |
164-25 |
163-11 |
|
| R3 |
164-12 |
164-01 |
163-05 |
|
| R2 |
163-20 |
163-20 |
163-02 |
|
| R1 |
163-09 |
163-09 |
163-00 |
163-14 |
| PP |
162-28 |
162-28 |
162-28 |
162-31 |
| S1 |
162-17 |
162-17 |
162-28 |
162-22 |
| S2 |
162-04 |
162-04 |
162-26 |
|
| S3 |
161-12 |
161-25 |
162-23 |
|
| S4 |
160-20 |
161-01 |
162-17 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-21 |
166-28 |
163-26 |
|
| R3 |
166-02 |
165-09 |
163-12 |
|
| R2 |
164-15 |
164-15 |
163-07 |
|
| R1 |
163-22 |
163-22 |
163-03 |
163-09 |
| PP |
162-28 |
162-28 |
162-28 |
162-21 |
| S1 |
162-03 |
162-03 |
162-25 |
161-22 |
| S2 |
161-09 |
161-09 |
162-21 |
|
| S3 |
159-22 |
160-16 |
162-16 |
|
| S4 |
158-03 |
158-29 |
162-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
163-20 |
162-01 |
1-19 |
1.0% |
1-01 |
0.6% |
57% |
False |
False |
177,367 |
| 10 |
165-17 |
161-24 |
3-25 |
2.3% |
1-07 |
0.8% |
31% |
False |
False |
91,832 |
| 20 |
165-17 |
160-20 |
4-29 |
3.0% |
1-09 |
0.8% |
47% |
False |
False |
46,260 |
| 40 |
165-27 |
159-20 |
6-07 |
3.8% |
1-07 |
0.7% |
53% |
False |
False |
23,279 |
| 60 |
165-27 |
159-20 |
6-07 |
3.8% |
0-31 |
0.6% |
53% |
False |
False |
15,521 |
| 80 |
168-22 |
159-20 |
9-02 |
5.6% |
0-25 |
0.5% |
37% |
False |
False |
11,641 |
| 100 |
168-22 |
154-09 |
14-13 |
8.8% |
0-21 |
0.4% |
60% |
False |
False |
9,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-13 |
|
2.618 |
165-06 |
|
1.618 |
164-14 |
|
1.000 |
163-31 |
|
0.618 |
163-22 |
|
HIGH |
163-07 |
|
0.618 |
162-30 |
|
0.500 |
162-27 |
|
0.382 |
162-24 |
|
LOW |
162-15 |
|
0.618 |
162-00 |
|
1.000 |
161-23 |
|
1.618 |
161-08 |
|
2.618 |
160-16 |
|
4.250 |
159-09 |
|
|
| Fisher Pivots for day following 27-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
162-29 |
162-27 |
| PP |
162-28 |
162-25 |
| S1 |
162-27 |
162-22 |
|