ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 06-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2016 |
06-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
165-00 |
166-07 |
1-07 |
0.7% |
162-29 |
| High |
166-15 |
166-07 |
-0-08 |
-0.2% |
165-10 |
| Low |
164-30 |
165-00 |
0-02 |
0.0% |
162-17 |
| Close |
166-07 |
165-11 |
-0-28 |
-0.5% |
164-12 |
| Range |
1-17 |
1-07 |
-0-10 |
-20.4% |
2-25 |
| ATR |
1-19 |
1-18 |
-0-01 |
-1.7% |
0-00 |
| Volume |
205,577 |
180,773 |
-24,804 |
-12.1% |
1,055,809 |
|
| Daily Pivots for day following 06-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-06 |
168-15 |
166-00 |
|
| R3 |
167-31 |
167-08 |
165-22 |
|
| R2 |
166-24 |
166-24 |
165-18 |
|
| R1 |
166-01 |
166-01 |
165-15 |
165-25 |
| PP |
165-17 |
165-17 |
165-17 |
165-12 |
| S1 |
164-26 |
164-26 |
165-07 |
164-18 |
| S2 |
164-10 |
164-10 |
165-04 |
|
| S3 |
163-03 |
163-19 |
165-00 |
|
| S4 |
161-28 |
162-12 |
164-22 |
|
|
| 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 |
166-15 |
163-10 |
3-05 |
1.9% |
1-09 |
0.8% |
64% |
False |
False |
202,164 |
| 10 |
166-15 |
161-17 |
4-30 |
3.0% |
1-16 |
0.9% |
77% |
False |
False |
197,986 |
| 20 |
166-15 |
160-30 |
5-17 |
3.3% |
1-16 |
0.9% |
80% |
False |
False |
209,095 |
| 40 |
169-12 |
160-30 |
8-14 |
5.1% |
1-21 |
1.0% |
52% |
False |
False |
176,842 |
| 60 |
169-12 |
154-00 |
15-12 |
9.3% |
1-20 |
1.0% |
74% |
False |
False |
118,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
171-13 |
|
2.618 |
169-13 |
|
1.618 |
168-06 |
|
1.000 |
167-14 |
|
0.618 |
166-31 |
|
HIGH |
166-07 |
|
0.618 |
165-24 |
|
0.500 |
165-20 |
|
0.382 |
165-15 |
|
LOW |
165-00 |
|
0.618 |
164-08 |
|
1.000 |
163-25 |
|
1.618 |
163-01 |
|
2.618 |
161-26 |
|
4.250 |
159-26 |
|
|
| Fisher Pivots for day following 06-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
165-20 |
165-12 |
| PP |
165-17 |
165-12 |
| S1 |
165-14 |
165-11 |
|