ECBOT 30 Year Treasury Bond Future September 2016
Trading Metrics calculated at close of trading on 10-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2016 |
10-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
166-31 |
167-14 |
0-15 |
0.3% |
166-23 |
High |
168-03 |
168-30 |
0-27 |
0.5% |
168-30 |
Low |
166-23 |
167-13 |
0-22 |
0.4% |
165-20 |
Close |
167-17 |
168-11 |
0-26 |
0.5% |
168-11 |
Range |
1-12 |
1-17 |
0-05 |
11.4% |
3-10 |
ATR |
1-10 |
1-11 |
0-00 |
1.2% |
0-00 |
Volume |
276,173 |
271,349 |
-4,824 |
-1.7% |
1,125,703 |
|
Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
172-26 |
172-04 |
169-06 |
|
R3 |
171-09 |
170-19 |
168-24 |
|
R2 |
169-24 |
169-24 |
168-20 |
|
R1 |
169-02 |
169-02 |
168-15 |
169-13 |
PP |
168-07 |
168-07 |
168-07 |
168-13 |
S1 |
167-17 |
167-17 |
168-07 |
167-28 |
S2 |
166-22 |
166-22 |
168-02 |
|
S3 |
165-05 |
166-00 |
167-30 |
|
S4 |
163-20 |
164-15 |
167-16 |
|
|
Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
177-18 |
176-09 |
170-05 |
|
R3 |
174-08 |
172-31 |
169-08 |
|
R2 |
170-30 |
170-30 |
168-30 |
|
R1 |
169-21 |
169-21 |
168-21 |
170-10 |
PP |
167-20 |
167-20 |
167-20 |
167-31 |
S1 |
166-11 |
166-11 |
168-01 |
167-00 |
S2 |
164-10 |
164-10 |
167-24 |
|
S3 |
161-00 |
163-01 |
167-14 |
|
S4 |
157-22 |
159-23 |
166-17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
168-30 |
165-20 |
3-10 |
2.0% |
1-07 |
0.7% |
82% |
True |
False |
225,140 |
10 |
168-30 |
161-23 |
7-07 |
4.3% |
1-12 |
0.8% |
92% |
True |
False |
244,099 |
20 |
168-30 |
161-23 |
7-07 |
4.3% |
1-10 |
0.8% |
92% |
True |
False |
158,785 |
40 |
168-30 |
159-20 |
9-10 |
5.5% |
1-10 |
0.8% |
94% |
True |
False |
79,654 |
60 |
168-30 |
159-20 |
9-10 |
5.5% |
1-04 |
0.7% |
94% |
True |
False |
53,132 |
80 |
168-30 |
159-20 |
9-10 |
5.5% |
0-29 |
0.5% |
94% |
True |
False |
39,849 |
100 |
168-30 |
157-21 |
11-09 |
6.7% |
0-25 |
0.5% |
95% |
True |
False |
31,880 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
175-14 |
2.618 |
172-30 |
1.618 |
171-13 |
1.000 |
170-15 |
0.618 |
169-28 |
HIGH |
168-30 |
0.618 |
168-11 |
0.500 |
168-06 |
0.382 |
168-00 |
LOW |
167-13 |
0.618 |
166-15 |
1.000 |
165-28 |
1.618 |
164-30 |
2.618 |
163-13 |
4.250 |
160-29 |
|
|
Fisher Pivots for day following 10-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
168-09 |
168-03 |
PP |
168-07 |
167-27 |
S1 |
168-06 |
167-20 |
|