ECBOT 30 Year Treasury Bond Future September 2016
Trading Metrics calculated at close of trading on 08-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2016 |
08-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
165-26 |
166-10 |
0-16 |
0.3% |
162-21 |
High |
166-22 |
167-04 |
0-14 |
0.3% |
166-28 |
Low |
165-20 |
166-09 |
0-21 |
0.4% |
161-23 |
Close |
166-15 |
166-27 |
0-12 |
0.2% |
166-19 |
Range |
1-02 |
0-27 |
-0-07 |
-20.6% |
5-05 |
ATR |
1-11 |
1-10 |
-0-01 |
-2.7% |
0-00 |
Volume |
178,079 |
182,442 |
4,363 |
2.5% |
1,130,964 |
|
Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169-09 |
168-29 |
167-10 |
|
R3 |
168-14 |
168-02 |
167-02 |
|
R2 |
167-19 |
167-19 |
167-00 |
|
R1 |
167-07 |
167-07 |
166-29 |
167-13 |
PP |
166-24 |
166-24 |
166-24 |
166-27 |
S1 |
166-12 |
166-12 |
166-25 |
166-18 |
S2 |
165-29 |
165-29 |
166-22 |
|
S3 |
165-02 |
165-17 |
166-20 |
|
S4 |
164-07 |
164-22 |
166-12 |
|
|
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 |
167-04 |
163-22 |
3-14 |
2.1% |
1-11 |
0.8% |
92% |
True |
False |
228,211 |
10 |
167-04 |
161-23 |
5-13 |
3.2% |
1-09 |
0.8% |
95% |
True |
False |
237,183 |
20 |
167-04 |
161-23 |
5-13 |
3.2% |
1-10 |
0.8% |
95% |
True |
False |
131,512 |
40 |
167-04 |
159-20 |
7-16 |
4.5% |
1-10 |
0.8% |
96% |
True |
False |
65,983 |
60 |
167-04 |
159-20 |
7-16 |
4.5% |
1-03 |
0.7% |
96% |
True |
False |
44,007 |
80 |
167-04 |
159-20 |
7-16 |
4.5% |
0-28 |
0.5% |
96% |
True |
False |
33,005 |
100 |
168-22 |
157-21 |
11-01 |
6.6% |
0-24 |
0.4% |
83% |
False |
False |
26,404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
170-23 |
2.618 |
169-11 |
1.618 |
168-16 |
1.000 |
167-31 |
0.618 |
167-21 |
HIGH |
167-04 |
0.618 |
166-26 |
0.500 |
166-22 |
0.382 |
166-19 |
LOW |
166-09 |
0.618 |
165-24 |
1.000 |
165-14 |
1.618 |
164-29 |
2.618 |
164-02 |
4.250 |
162-22 |
|
|
Fisher Pivots for day following 08-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
166-26 |
166-22 |
PP |
166-24 |
166-17 |
S1 |
166-22 |
166-12 |
|