ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 01-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2016 |
01-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
163-19 |
164-18 |
0-31 |
0.6% |
162-29 |
| High |
164-24 |
165-10 |
0-18 |
0.3% |
165-10 |
| Low |
163-10 |
164-01 |
0-23 |
0.4% |
162-17 |
| Close |
164-14 |
164-12 |
-0-02 |
0.0% |
164-12 |
| Range |
1-14 |
1-09 |
-0-05 |
-10.9% |
2-25 |
| ATR |
1-21 |
1-20 |
-0-01 |
-1.6% |
0-00 |
| Volume |
236,679 |
253,220 |
16,541 |
7.0% |
1,055,809 |
|
| Daily Pivots for day following 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-13 |
167-22 |
165-03 |
|
| R3 |
167-04 |
166-13 |
164-23 |
|
| R2 |
165-27 |
165-27 |
164-20 |
|
| R1 |
165-04 |
165-04 |
164-16 |
164-27 |
| PP |
164-18 |
164-18 |
164-18 |
164-14 |
| S1 |
163-27 |
163-27 |
164-08 |
163-18 |
| S2 |
163-09 |
163-09 |
164-04 |
|
| S3 |
162-00 |
162-18 |
164-01 |
|
| S4 |
160-23 |
161-09 |
163-21 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172-13 |
171-06 |
165-29 |
|
| R3 |
169-20 |
168-13 |
165-04 |
|
| R2 |
166-27 |
166-27 |
164-28 |
|
| R1 |
165-20 |
165-20 |
164-20 |
166-08 |
| PP |
164-02 |
164-02 |
164-02 |
164-12 |
| S1 |
162-27 |
162-27 |
164-04 |
163-14 |
| S2 |
161-09 |
161-09 |
163-28 |
|
| S3 |
158-16 |
160-02 |
163-20 |
|
| S4 |
155-23 |
157-09 |
162-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
165-10 |
162-17 |
2-25 |
1.7% |
1-17 |
0.9% |
66% |
True |
False |
211,161 |
| 10 |
165-10 |
161-17 |
3-25 |
2.3% |
1-18 |
0.9% |
75% |
True |
False |
203,578 |
| 20 |
165-10 |
160-30 |
4-12 |
2.7% |
1-19 |
1.0% |
79% |
True |
False |
219,263 |
| 40 |
169-12 |
160-14 |
8-30 |
5.4% |
1-24 |
1.1% |
44% |
False |
False |
163,989 |
| 60 |
169-12 |
153-18 |
15-26 |
9.6% |
1-19 |
1.0% |
68% |
False |
False |
109,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
170-24 |
|
2.618 |
168-21 |
|
1.618 |
167-12 |
|
1.000 |
166-19 |
|
0.618 |
166-03 |
|
HIGH |
165-10 |
|
0.618 |
164-26 |
|
0.500 |
164-22 |
|
0.382 |
164-17 |
|
LOW |
164-01 |
|
0.618 |
163-08 |
|
1.000 |
162-24 |
|
1.618 |
161-31 |
|
2.618 |
160-22 |
|
4.250 |
158-19 |
|
|
| Fisher Pivots for day following 01-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164-22 |
164-08 |
| PP |
164-18 |
164-04 |
| S1 |
164-15 |
164-00 |
|