ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 02-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2016 |
02-May-2016 |
Change |
Change % |
Previous Week |
| Open |
163-03 |
163-01 |
-0-02 |
0.0% |
162-15 |
| High |
163-16 |
163-17 |
0-01 |
0.0% |
163-16 |
| Low |
161-26 |
161-30 |
0-04 |
0.1% |
160-31 |
| Close |
163-10 |
162-06 |
-1-04 |
-0.7% |
163-10 |
| Range |
1-22 |
1-19 |
-0-03 |
-5.6% |
2-17 |
| ATR |
1-17 |
1-17 |
0-00 |
0.3% |
0-00 |
| Volume |
279,411 |
185,130 |
-94,281 |
-33.7% |
1,138,798 |
|
| Daily Pivots for day following 02-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-11 |
166-11 |
163-02 |
|
| R3 |
165-24 |
164-24 |
162-20 |
|
| R2 |
164-05 |
164-05 |
162-15 |
|
| R1 |
163-05 |
163-05 |
162-11 |
162-28 |
| PP |
162-18 |
162-18 |
162-18 |
162-13 |
| S1 |
161-18 |
161-18 |
162-01 |
161-08 |
| S2 |
160-31 |
160-31 |
161-29 |
|
| S3 |
159-12 |
159-31 |
161-24 |
|
| S4 |
157-25 |
158-12 |
161-10 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170-06 |
169-09 |
164-23 |
|
| R3 |
167-21 |
166-24 |
164-00 |
|
| R2 |
165-04 |
165-04 |
163-25 |
|
| R1 |
164-07 |
164-07 |
163-17 |
164-22 |
| PP |
162-19 |
162-19 |
162-19 |
162-26 |
| S1 |
161-22 |
161-22 |
163-03 |
162-04 |
| S2 |
160-02 |
160-02 |
162-27 |
|
| S3 |
157-17 |
159-05 |
162-20 |
|
| S4 |
155-00 |
156-20 |
161-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
163-17 |
160-31 |
2-18 |
1.6% |
1-16 |
0.9% |
48% |
True |
False |
229,620 |
| 10 |
165-29 |
160-31 |
4-30 |
3.0% |
1-16 |
0.9% |
25% |
False |
False |
231,290 |
| 20 |
167-06 |
160-31 |
6-07 |
3.8% |
1-16 |
0.9% |
20% |
False |
False |
210,985 |
| 40 |
167-06 |
160-30 |
6-08 |
3.9% |
1-17 |
0.9% |
20% |
False |
False |
211,068 |
| 60 |
169-12 |
160-26 |
8-18 |
5.3% |
1-21 |
1.0% |
16% |
False |
False |
181,864 |
| 80 |
169-12 |
153-18 |
15-26 |
9.7% |
1-19 |
1.0% |
55% |
False |
False |
136,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
170-10 |
|
2.618 |
167-23 |
|
1.618 |
166-04 |
|
1.000 |
165-04 |
|
0.618 |
164-17 |
|
HIGH |
163-17 |
|
0.618 |
162-30 |
|
0.500 |
162-24 |
|
0.382 |
162-17 |
|
LOW |
161-30 |
|
0.618 |
160-30 |
|
1.000 |
160-11 |
|
1.618 |
159-11 |
|
2.618 |
157-24 |
|
4.250 |
155-05 |
|
|
| Fisher Pivots for day following 02-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
162-24 |
162-22 |
| PP |
162-18 |
162-16 |
| S1 |
162-12 |
162-11 |
|