ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 15-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2016 |
15-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
165-22 |
165-06 |
-0-16 |
-0.3% |
166-08 |
| High |
166-02 |
166-17 |
0-15 |
0.3% |
166-25 |
| Low |
164-21 |
165-01 |
0-12 |
0.2% |
164-21 |
| Close |
165-10 |
166-04 |
0-26 |
0.5% |
166-04 |
| Range |
1-13 |
1-16 |
0-03 |
6.7% |
2-04 |
| ATR |
1-17 |
1-17 |
0-00 |
-0.1% |
0-00 |
| Volume |
238,430 |
180,393 |
-58,037 |
-24.3% |
968,953 |
|
| Daily Pivots for day following 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170-13 |
169-24 |
166-30 |
|
| R3 |
168-29 |
168-08 |
166-17 |
|
| R2 |
167-13 |
167-13 |
166-13 |
|
| R1 |
166-24 |
166-24 |
166-08 |
167-02 |
| PP |
165-29 |
165-29 |
165-29 |
166-02 |
| S1 |
165-08 |
165-08 |
166-00 |
165-18 |
| S2 |
164-13 |
164-13 |
165-27 |
|
| S3 |
162-29 |
163-24 |
165-23 |
|
| S4 |
161-13 |
162-08 |
165-10 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172-07 |
171-10 |
167-09 |
|
| R3 |
170-03 |
169-06 |
166-23 |
|
| R2 |
167-31 |
167-31 |
166-16 |
|
| R1 |
167-02 |
167-02 |
166-10 |
166-14 |
| PP |
165-27 |
165-27 |
165-27 |
165-18 |
| S1 |
164-30 |
164-30 |
165-30 |
164-10 |
| S2 |
163-23 |
163-23 |
165-24 |
|
| S3 |
161-19 |
162-26 |
165-17 |
|
| S4 |
159-15 |
160-22 |
164-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
166-25 |
164-21 |
2-04 |
1.3% |
1-12 |
0.8% |
69% |
False |
False |
193,790 |
| 10 |
167-06 |
164-09 |
2-29 |
1.7% |
1-13 |
0.8% |
63% |
False |
False |
184,557 |
| 20 |
167-06 |
161-17 |
5-21 |
3.4% |
1-15 |
0.9% |
81% |
False |
False |
194,068 |
| 40 |
167-15 |
160-30 |
6-17 |
3.9% |
1-17 |
0.9% |
79% |
False |
False |
209,190 |
| 60 |
169-12 |
156-29 |
12-15 |
7.5% |
1-20 |
1.0% |
74% |
False |
False |
140,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
172-29 |
|
2.618 |
170-15 |
|
1.618 |
168-31 |
|
1.000 |
168-01 |
|
0.618 |
167-15 |
|
HIGH |
166-17 |
|
0.618 |
165-31 |
|
0.500 |
165-25 |
|
0.382 |
165-19 |
|
LOW |
165-01 |
|
0.618 |
164-03 |
|
1.000 |
163-17 |
|
1.618 |
162-19 |
|
2.618 |
161-03 |
|
4.250 |
158-21 |
|
|
| Fisher Pivots for day following 15-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
166-00 |
165-30 |
| PP |
165-29 |
165-25 |
| S1 |
165-25 |
165-19 |
|