ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 01-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2016 |
01-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
162-21 |
162-31 |
0-10 |
0.2% |
163-02 |
| High |
163-11 |
164-18 |
1-07 |
0.7% |
163-20 |
| Low |
161-23 |
162-25 |
1-02 |
0.7% |
162-01 |
| Close |
163-10 |
163-17 |
0-07 |
0.1% |
162-30 |
| Range |
1-20 |
1-25 |
0-05 |
9.6% |
1-19 |
| ATR |
1-08 |
1-09 |
0-01 |
3.0% |
0-00 |
| Volume |
285,529 |
282,558 |
-2,971 |
-1.0% |
886,839 |
|
| Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-31 |
168-01 |
164-16 |
|
| R3 |
167-06 |
166-08 |
164-01 |
|
| R2 |
165-13 |
165-13 |
163-27 |
|
| R1 |
164-15 |
164-15 |
163-22 |
164-30 |
| PP |
163-20 |
163-20 |
163-20 |
163-28 |
| S1 |
162-22 |
162-22 |
163-12 |
163-05 |
| S2 |
161-27 |
161-27 |
163-07 |
|
| S3 |
160-02 |
160-29 |
163-01 |
|
| S4 |
158-09 |
159-04 |
162-18 |
|
|
| 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 |
164-18 |
161-23 |
2-27 |
1.7% |
1-07 |
0.7% |
64% |
True |
False |
246,154 |
| 10 |
164-18 |
161-23 |
2-27 |
1.7% |
1-11 |
0.8% |
64% |
True |
False |
148,268 |
| 20 |
165-17 |
161-23 |
3-26 |
2.3% |
1-08 |
0.8% |
48% |
False |
False |
74,623 |
| 40 |
165-27 |
159-20 |
6-07 |
3.8% |
1-08 |
0.8% |
63% |
False |
False |
37,475 |
| 60 |
165-27 |
159-20 |
6-07 |
3.8% |
1-01 |
0.6% |
63% |
False |
False |
24,989 |
| 80 |
168-22 |
159-20 |
9-02 |
5.5% |
0-27 |
0.5% |
43% |
False |
False |
18,742 |
| 100 |
168-22 |
154-11 |
14-11 |
8.8% |
0-22 |
0.4% |
64% |
False |
False |
14,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
172-04 |
|
2.618 |
169-07 |
|
1.618 |
167-14 |
|
1.000 |
166-11 |
|
0.618 |
165-21 |
|
HIGH |
164-18 |
|
0.618 |
163-28 |
|
0.500 |
163-22 |
|
0.382 |
163-15 |
|
LOW |
162-25 |
|
0.618 |
161-22 |
|
1.000 |
161-00 |
|
1.618 |
159-29 |
|
2.618 |
158-04 |
|
4.250 |
155-07 |
|
|
| Fisher Pivots for day following 01-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163-22 |
163-13 |
| PP |
163-20 |
163-09 |
| S1 |
163-18 |
163-04 |
|