ECBOT 30 Year Treasury Bond Future September 2016


Trading Metrics calculated at close of trading on 03-Jun-2016
Day Change Summary
Previous Current
02-Jun-2016 03-Jun-2016 Change Change % Previous Week
Open 163-26 164-25 0-31 0.6% 162-21
High 165-00 166-28 1-28 1.1% 166-28
Low 163-22 164-19 0-29 0.6% 161-23
Close 164-21 166-19 1-30 1.2% 166-19
Range 1-10 2-09 0-31 73.8% 5-05
ATR 1-10 1-12 0-02 5.4% 0-00
Volume 233,237 329,640 96,403 41.3% 1,130,964
Daily Pivots for day following 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 172-28 172-00 167-27
R3 170-19 169-23 167-07
R2 168-10 168-10 167-00
R1 167-14 167-14 166-26 167-28
PP 166-01 166-01 166-01 166-08
S1 165-05 165-05 166-12 165-19
S2 163-24 163-24 166-06
S3 161-15 162-28 165-31
S4 159-06 160-19 165-11
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 180-17 178-23 169-14
R3 175-12 173-18 168-00
R2 170-07 170-07 167-17
R1 168-13 168-13 167-02 169-10
PP 165-02 165-02 165-02 165-16
S1 163-08 163-08 166-04 164-05
S2 159-29 159-29 165-21
S3 154-24 158-03 165-06
S4 149-19 152-30 163-24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 166-28 161-23 5-05 3.1% 1-18 0.9% 95% True False 263,057
10 166-28 161-23 5-05 3.1% 1-10 0.8% 95% True False 202,926
20 166-28 161-23 5-05 3.1% 1-10 0.8% 95% True False 102,677
40 166-28 159-20 7-08 4.4% 1-09 0.8% 96% True False 51,542
60 166-28 159-20 7-08 4.4% 1-02 0.6% 96% True False 34,371
80 168-22 159-20 9-02 5.4% 0-28 0.5% 77% False False 25,778
100 168-22 156-03 12-19 7.6% 0-23 0.4% 83% False False 20,623
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-10
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 176-18
2.618 172-27
1.618 170-18
1.000 169-05
0.618 168-09
HIGH 166-28
0.618 166-00
0.500 165-24
0.382 165-15
LOW 164-19
0.618 163-06
1.000 162-10
1.618 160-29
2.618 158-20
4.250 154-29
Fisher Pivots for day following 03-Jun-2016
Pivot 1 day 3 day
R1 166-10 166-00
PP 166-01 165-13
S1 165-24 164-26

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These figures are updated between 7pm and 10pm EST after a trading day.

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