ECBOT 30 Year Treasury Bond Future September 2016
Trading Metrics calculated at close of trading on 09-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
166-10 |
166-31 |
0-21 |
0.4% |
162-21 |
High |
167-04 |
168-03 |
0-31 |
0.6% |
166-28 |
Low |
166-09 |
166-23 |
0-14 |
0.3% |
161-23 |
Close |
166-27 |
167-17 |
0-22 |
0.4% |
166-19 |
Range |
0-27 |
1-12 |
0-17 |
63.0% |
5-05 |
ATR |
1-10 |
1-10 |
0-00 |
0.4% |
0-00 |
Volume |
182,442 |
276,173 |
93,731 |
51.4% |
1,130,964 |
|
Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
171-18 |
170-30 |
168-09 |
|
R3 |
170-06 |
169-18 |
167-29 |
|
R2 |
168-26 |
168-26 |
167-25 |
|
R1 |
168-06 |
168-06 |
167-21 |
168-16 |
PP |
167-14 |
167-14 |
167-14 |
167-20 |
S1 |
166-26 |
166-26 |
167-13 |
167-04 |
S2 |
166-02 |
166-02 |
167-09 |
|
S3 |
164-22 |
165-14 |
167-05 |
|
S4 |
163-10 |
164-02 |
166-25 |
|
|
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 |
168-03 |
164-19 |
3-16 |
2.1% |
1-12 |
0.8% |
84% |
True |
False |
236,798 |
10 |
168-03 |
161-23 |
6-12 |
3.8% |
1-11 |
0.8% |
91% |
True |
False |
239,755 |
20 |
168-03 |
161-23 |
6-12 |
3.8% |
1-10 |
0.8% |
91% |
True |
False |
145,252 |
40 |
168-03 |
159-20 |
8-15 |
5.1% |
1-10 |
0.8% |
93% |
True |
False |
72,870 |
60 |
168-03 |
159-20 |
8-15 |
5.1% |
1-04 |
0.7% |
93% |
True |
False |
48,610 |
80 |
168-03 |
159-20 |
8-15 |
5.1% |
0-28 |
0.5% |
93% |
True |
False |
36,457 |
100 |
168-22 |
157-21 |
11-01 |
6.6% |
0-24 |
0.5% |
90% |
False |
False |
29,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
173-30 |
2.618 |
171-22 |
1.618 |
170-10 |
1.000 |
169-15 |
0.618 |
168-30 |
HIGH |
168-03 |
0.618 |
167-18 |
0.500 |
167-13 |
0.382 |
167-08 |
LOW |
166-23 |
0.618 |
165-28 |
1.000 |
165-11 |
1.618 |
164-16 |
2.618 |
163-04 |
4.250 |
160-28 |
|
|
Fisher Pivots for day following 09-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
167-16 |
167-10 |
PP |
167-14 |
167-03 |
S1 |
167-13 |
166-28 |
|