ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 31-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2016 |
31-May-2016 |
Change |
Change % |
Previous Week |
| Open |
162-29 |
162-21 |
-0-08 |
-0.2% |
163-02 |
| High |
163-07 |
163-11 |
0-04 |
0.1% |
163-20 |
| Low |
162-15 |
161-23 |
-0-24 |
-0.5% |
162-01 |
| Close |
162-30 |
163-10 |
0-12 |
0.2% |
162-30 |
| Range |
0-24 |
1-20 |
0-28 |
116.7% |
1-19 |
| ATR |
1-07 |
1-08 |
0-01 |
2.3% |
0-00 |
| Volume |
184,323 |
285,529 |
101,206 |
54.9% |
886,839 |
|
| Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-21 |
167-04 |
164-07 |
|
| R3 |
166-01 |
165-16 |
163-24 |
|
| R2 |
164-13 |
164-13 |
163-20 |
|
| R1 |
163-28 |
163-28 |
163-15 |
164-04 |
| PP |
162-25 |
162-25 |
162-25 |
162-30 |
| S1 |
162-08 |
162-08 |
163-05 |
162-16 |
| S2 |
161-05 |
161-05 |
163-00 |
|
| S3 |
159-17 |
160-20 |
162-28 |
|
| S4 |
157-29 |
159-00 |
162-13 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-21 |
166-28 |
163-26 |
|
| R3 |
166-02 |
165-09 |
163-12 |
|
| R2 |
164-15 |
164-15 |
163-07 |
|
| R1 |
163-22 |
163-22 |
163-03 |
163-09 |
| PP |
162-28 |
162-28 |
162-28 |
162-21 |
| S1 |
162-03 |
162-03 |
162-25 |
161-22 |
| S2 |
161-09 |
161-09 |
162-21 |
|
| S3 |
159-22 |
160-16 |
162-16 |
|
| S4 |
158-03 |
158-29 |
162-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
163-18 |
161-23 |
1-27 |
1.1% |
1-06 |
0.7% |
86% |
False |
True |
222,602 |
| 10 |
164-27 |
161-23 |
3-04 |
1.9% |
1-08 |
0.8% |
51% |
False |
True |
120,210 |
| 20 |
165-17 |
160-28 |
4-21 |
2.9% |
1-09 |
0.8% |
52% |
False |
False |
60,516 |
| 40 |
165-27 |
159-20 |
6-07 |
3.8% |
1-08 |
0.8% |
59% |
False |
False |
30,417 |
| 60 |
165-27 |
159-20 |
6-07 |
3.8% |
1-00 |
0.6% |
59% |
False |
False |
20,280 |
| 80 |
168-22 |
159-20 |
9-02 |
5.5% |
0-26 |
0.5% |
41% |
False |
False |
15,210 |
| 100 |
168-22 |
154-11 |
14-11 |
8.8% |
0-21 |
0.4% |
63% |
False |
False |
12,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
170-08 |
|
2.618 |
167-19 |
|
1.618 |
165-31 |
|
1.000 |
164-31 |
|
0.618 |
164-11 |
|
HIGH |
163-11 |
|
0.618 |
162-23 |
|
0.500 |
162-17 |
|
0.382 |
162-11 |
|
LOW |
161-23 |
|
0.618 |
160-23 |
|
1.000 |
160-03 |
|
1.618 |
159-03 |
|
2.618 |
157-15 |
|
4.250 |
154-26 |
|
|
| Fisher Pivots for day following 31-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163-02 |
163-02 |
| PP |
162-25 |
162-25 |
| S1 |
162-17 |
162-17 |
|