ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 13-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2016 |
13-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
166-00 |
165-04 |
-0-28 |
-0.5% |
164-29 |
| High |
166-06 |
166-01 |
-0-05 |
-0.1% |
167-06 |
| Low |
164-28 |
164-25 |
-0-03 |
-0.1% |
164-09 |
| Close |
165-01 |
165-28 |
0-27 |
0.5% |
166-06 |
| Range |
1-10 |
1-08 |
-0-02 |
-4.8% |
2-29 |
| ATR |
1-18 |
1-17 |
-0-01 |
-1.4% |
0-00 |
| Volume |
188,549 |
205,658 |
17,109 |
9.1% |
876,622 |
|
| Daily Pivots for day following 13-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-10 |
168-27 |
166-18 |
|
| R3 |
168-02 |
167-19 |
166-07 |
|
| R2 |
166-26 |
166-26 |
166-03 |
|
| R1 |
166-11 |
166-11 |
166-00 |
166-18 |
| PP |
165-18 |
165-18 |
165-18 |
165-22 |
| S1 |
165-03 |
165-03 |
165-24 |
165-10 |
| S2 |
164-10 |
164-10 |
165-21 |
|
| S3 |
163-02 |
163-27 |
165-17 |
|
| S4 |
161-26 |
162-19 |
165-06 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174-19 |
173-10 |
167-25 |
|
| R3 |
171-22 |
170-13 |
167-00 |
|
| R2 |
168-25 |
168-25 |
166-23 |
|
| R1 |
167-16 |
167-16 |
166-15 |
168-04 |
| PP |
165-28 |
165-28 |
165-28 |
166-07 |
| S1 |
164-19 |
164-19 |
165-29 |
165-08 |
| S2 |
162-31 |
162-31 |
165-21 |
|
| S3 |
160-02 |
161-22 |
165-12 |
|
| S4 |
157-05 |
158-25 |
164-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
167-06 |
164-25 |
2-13 |
1.5% |
1-15 |
0.9% |
45% |
False |
True |
181,165 |
| 10 |
167-06 |
163-10 |
3-28 |
2.3% |
1-12 |
0.8% |
66% |
False |
False |
191,665 |
| 20 |
167-06 |
161-02 |
6-04 |
3.7% |
1-15 |
0.9% |
79% |
False |
False |
198,407 |
| 40 |
167-15 |
160-30 |
6-17 |
3.9% |
1-19 |
1.0% |
76% |
False |
False |
198,980 |
| 60 |
169-12 |
156-28 |
12-16 |
7.5% |
1-20 |
1.0% |
72% |
False |
False |
133,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
171-11 |
|
2.618 |
169-10 |
|
1.618 |
168-02 |
|
1.000 |
167-09 |
|
0.618 |
166-26 |
|
HIGH |
166-01 |
|
0.618 |
165-18 |
|
0.500 |
165-13 |
|
0.382 |
165-08 |
|
LOW |
164-25 |
|
0.618 |
164-00 |
|
1.000 |
163-17 |
|
1.618 |
162-24 |
|
2.618 |
161-16 |
|
4.250 |
159-15 |
|
|
| Fisher Pivots for day following 13-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
165-23 |
165-27 |
| PP |
165-18 |
165-26 |
| S1 |
165-13 |
165-25 |
|