ECBOT 30 Year Treasury Bond Future September 2016
Trading Metrics calculated at close of trading on 06-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2016 |
06-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
164-25 |
166-23 |
1-30 |
1.2% |
162-21 |
High |
166-28 |
167-00 |
0-04 |
0.1% |
166-28 |
Low |
164-19 |
165-23 |
1-04 |
0.7% |
161-23 |
Close |
166-19 |
166-03 |
-0-16 |
-0.3% |
166-19 |
Range |
2-09 |
1-09 |
-1-00 |
-43.8% |
5-05 |
ATR |
1-12 |
1-12 |
0-00 |
-0.5% |
0-00 |
Volume |
329,640 |
217,660 |
-111,980 |
-34.0% |
1,130,964 |
|
Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
170-04 |
169-12 |
166-26 |
|
R3 |
168-27 |
168-03 |
166-14 |
|
R2 |
167-18 |
167-18 |
166-11 |
|
R1 |
166-26 |
166-26 |
166-07 |
166-18 |
PP |
166-09 |
166-09 |
166-09 |
166-04 |
S1 |
165-17 |
165-17 |
165-31 |
165-08 |
S2 |
165-00 |
165-00 |
165-27 |
|
S3 |
163-23 |
164-08 |
165-24 |
|
S4 |
162-14 |
162-31 |
165-12 |
|
|
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 |
167-00 |
161-23 |
5-09 |
3.2% |
1-21 |
1.0% |
83% |
True |
False |
269,724 |
10 |
167-00 |
161-23 |
5-09 |
3.2% |
1-11 |
0.8% |
83% |
True |
False |
223,546 |
20 |
167-00 |
161-23 |
5-09 |
3.2% |
1-09 |
0.8% |
83% |
True |
False |
113,528 |
40 |
167-00 |
159-20 |
7-12 |
4.4% |
1-10 |
0.8% |
88% |
True |
False |
56,979 |
60 |
167-00 |
159-20 |
7-12 |
4.4% |
1-02 |
0.6% |
88% |
True |
False |
37,998 |
80 |
168-22 |
159-20 |
9-02 |
5.5% |
0-28 |
0.5% |
71% |
False |
False |
28,499 |
100 |
168-22 |
156-03 |
12-19 |
7.6% |
0-23 |
0.4% |
79% |
False |
False |
22,799 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
172-14 |
2.618 |
170-11 |
1.618 |
169-02 |
1.000 |
168-09 |
0.618 |
167-25 |
HIGH |
167-00 |
0.618 |
166-16 |
0.500 |
166-12 |
0.382 |
166-07 |
LOW |
165-23 |
0.618 |
164-30 |
1.000 |
164-14 |
1.618 |
163-21 |
2.618 |
162-12 |
4.250 |
160-09 |
|
|
Fisher Pivots for day following 06-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
166-12 |
165-27 |
PP |
166-09 |
165-19 |
S1 |
166-06 |
165-11 |
|