ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 26-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2016 |
26-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
162-15 |
161-24 |
-0-23 |
-0.4% |
166-14 |
| High |
162-26 |
162-06 |
-0-20 |
-0.4% |
166-23 |
| Low |
161-21 |
160-31 |
-0-22 |
-0.4% |
162-03 |
| Close |
161-30 |
161-07 |
-0-23 |
-0.4% |
162-15 |
| Range |
1-05 |
1-07 |
0-02 |
5.4% |
4-20 |
| ATR |
1-17 |
1-16 |
-0-01 |
-1.4% |
0-00 |
| Volume |
175,827 |
219,322 |
43,495 |
24.7% |
1,184,782 |
|
| Daily Pivots for day following 26-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-04 |
164-12 |
161-28 |
|
| R3 |
163-29 |
163-05 |
161-18 |
|
| R2 |
162-22 |
162-22 |
161-14 |
|
| R1 |
161-30 |
161-30 |
161-11 |
161-22 |
| PP |
161-15 |
161-15 |
161-15 |
161-11 |
| S1 |
160-23 |
160-23 |
161-03 |
160-16 |
| S2 |
160-08 |
160-08 |
161-00 |
|
| S3 |
159-01 |
159-16 |
160-28 |
|
| S4 |
157-26 |
158-09 |
160-18 |
|
|
| 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 |
165-29 |
160-31 |
4-30 |
3.1% |
1-17 |
0.9% |
5% |
False |
True |
233,535 |
| 10 |
166-23 |
160-31 |
5-24 |
3.6% |
1-15 |
0.9% |
4% |
False |
True |
220,441 |
| 20 |
167-06 |
160-31 |
6-07 |
3.9% |
1-15 |
0.9% |
4% |
False |
True |
208,365 |
| 40 |
167-06 |
160-30 |
6-08 |
3.9% |
1-18 |
1.0% |
5% |
False |
False |
215,062 |
| 60 |
169-12 |
159-05 |
10-07 |
6.3% |
1-21 |
1.0% |
20% |
False |
False |
166,531 |
| 80 |
169-12 |
151-24 |
17-20 |
10.9% |
1-17 |
0.9% |
54% |
False |
False |
124,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-12 |
|
2.618 |
165-12 |
|
1.618 |
164-05 |
|
1.000 |
163-13 |
|
0.618 |
162-30 |
|
HIGH |
162-06 |
|
0.618 |
161-23 |
|
0.500 |
161-18 |
|
0.382 |
161-14 |
|
LOW |
160-31 |
|
0.618 |
160-07 |
|
1.000 |
159-24 |
|
1.618 |
159-00 |
|
2.618 |
157-25 |
|
4.250 |
155-25 |
|
|
| Fisher Pivots for day following 26-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
161-18 |
162-01 |
| PP |
161-15 |
161-24 |
| S1 |
161-11 |
161-16 |
|