ECBOT 30 Year Treasury Bond Future June 2016
Trading Metrics calculated at close of trading on 22-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2016 |
22-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
163-17 |
162-27 |
-0-22 |
-0.4% |
166-14 |
High |
163-24 |
163-03 |
-0-21 |
-0.4% |
166-23 |
Low |
162-05 |
162-03 |
-0-02 |
0.0% |
162-03 |
Close |
162-22 |
162-15 |
-0-07 |
-0.1% |
162-15 |
Range |
1-19 |
1-00 |
-0-19 |
-37.3% |
4-20 |
ATR |
1-19 |
1-18 |
-0-01 |
-2.7% |
0-00 |
Volume |
287,597 |
203,354 |
-84,243 |
-29.3% |
1,184,782 |
|
Daily Pivots for day following 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165-18 |
165-00 |
163-01 |
|
R3 |
164-18 |
164-00 |
162-24 |
|
R2 |
163-18 |
163-18 |
162-21 |
|
R1 |
163-00 |
163-00 |
162-18 |
162-25 |
PP |
162-18 |
162-18 |
162-18 |
162-14 |
S1 |
162-00 |
162-00 |
162-12 |
161-25 |
S2 |
161-18 |
161-18 |
162-09 |
|
S3 |
160-18 |
161-00 |
162-06 |
|
S4 |
159-18 |
160-00 |
161-29 |
|
|
Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
177-20 |
174-22 |
165-00 |
|
R3 |
173-00 |
170-02 |
163-24 |
|
R2 |
168-12 |
168-12 |
163-10 |
|
R1 |
165-14 |
165-14 |
162-29 |
164-19 |
PP |
163-24 |
163-24 |
163-24 |
163-11 |
S1 |
160-26 |
160-26 |
162-01 |
159-31 |
S2 |
159-04 |
159-04 |
161-20 |
|
S3 |
154-16 |
156-06 |
161-06 |
|
S4 |
149-28 |
151-18 |
159-30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
166-23 |
162-03 |
4-20 |
2.8% |
1-21 |
1.0% |
8% |
False |
True |
236,956 |
10 |
166-25 |
162-03 |
4-22 |
2.9% |
1-17 |
0.9% |
8% |
False |
True |
215,373 |
20 |
167-06 |
162-03 |
5-03 |
3.1% |
1-16 |
0.9% |
7% |
False |
True |
204,308 |
40 |
167-06 |
160-30 |
6-08 |
3.8% |
1-16 |
0.9% |
25% |
False |
False |
217,536 |
60 |
169-12 |
158-00 |
11-12 |
7.0% |
1-21 |
1.0% |
39% |
False |
False |
159,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167-11 |
2.618 |
165-23 |
1.618 |
164-23 |
1.000 |
164-03 |
0.618 |
163-23 |
HIGH |
163-03 |
0.618 |
162-23 |
0.500 |
162-19 |
0.382 |
162-15 |
LOW |
162-03 |
0.618 |
161-15 |
1.000 |
161-03 |
1.618 |
160-15 |
2.618 |
159-15 |
4.250 |
157-27 |
|
|
Fisher Pivots for day following 22-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
162-19 |
164-00 |
PP |
162-18 |
163-16 |
S1 |
162-16 |
162-31 |
|