ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 02-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2016 |
02-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
162-31 |
163-26 |
0-27 |
0.5% |
163-02 |
| High |
164-18 |
165-00 |
0-14 |
0.3% |
163-20 |
| Low |
162-25 |
163-22 |
0-29 |
0.6% |
162-01 |
| Close |
163-17 |
164-21 |
1-04 |
0.7% |
162-30 |
| Range |
1-25 |
1-10 |
-0-15 |
-26.3% |
1-19 |
| ATR |
1-09 |
1-10 |
0-00 |
1.0% |
0-00 |
| Volume |
282,558 |
233,237 |
-49,321 |
-17.5% |
886,839 |
|
| Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-12 |
167-27 |
165-12 |
|
| R3 |
167-02 |
166-17 |
165-01 |
|
| R2 |
165-24 |
165-24 |
164-29 |
|
| R1 |
165-07 |
165-07 |
164-25 |
165-16 |
| PP |
164-14 |
164-14 |
164-14 |
164-19 |
| S1 |
163-29 |
163-29 |
164-17 |
164-06 |
| S2 |
163-04 |
163-04 |
164-13 |
|
| S3 |
161-26 |
162-19 |
164-09 |
|
| S4 |
160-16 |
161-09 |
163-30 |
|
|
| 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 |
165-00 |
161-23 |
3-09 |
2.0% |
1-10 |
0.8% |
90% |
True |
False |
242,712 |
| 10 |
165-00 |
161-23 |
3-09 |
2.0% |
1-06 |
0.7% |
90% |
True |
False |
171,051 |
| 20 |
165-17 |
161-23 |
3-26 |
2.3% |
1-09 |
0.8% |
77% |
False |
False |
86,251 |
| 40 |
165-27 |
159-20 |
6-07 |
3.8% |
1-09 |
0.8% |
81% |
False |
False |
43,305 |
| 60 |
165-27 |
159-20 |
6-07 |
3.8% |
1-01 |
0.6% |
81% |
False |
False |
28,877 |
| 80 |
168-22 |
159-20 |
9-02 |
5.5% |
0-27 |
0.5% |
56% |
False |
False |
21,658 |
| 100 |
168-22 |
154-11 |
14-11 |
8.7% |
0-22 |
0.4% |
72% |
False |
False |
17,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
170-18 |
|
2.618 |
168-14 |
|
1.618 |
167-04 |
|
1.000 |
166-10 |
|
0.618 |
165-26 |
|
HIGH |
165-00 |
|
0.618 |
164-16 |
|
0.500 |
164-11 |
|
0.382 |
164-06 |
|
LOW |
163-22 |
|
0.618 |
162-28 |
|
1.000 |
162-12 |
|
1.618 |
161-18 |
|
2.618 |
160-08 |
|
4.250 |
158-04 |
|
|
| Fisher Pivots for day following 02-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164-18 |
164-07 |
| PP |
164-14 |
163-25 |
| S1 |
164-11 |
163-12 |
|