ECBOT 30 Year Treasury Bond Future September 2016
Trading Metrics calculated at close of trading on 15-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2016 |
15-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
168-28 |
168-31 |
0-03 |
0.1% |
166-23 |
High |
169-30 |
169-24 |
-0-06 |
-0.1% |
168-30 |
Low |
168-20 |
168-14 |
-0-06 |
-0.1% |
165-20 |
Close |
168-30 |
169-07 |
0-09 |
0.2% |
168-11 |
Range |
1-10 |
1-10 |
0-00 |
0.0% |
3-10 |
ATR |
1-09 |
1-09 |
0-00 |
0.1% |
0-00 |
Volume |
298,311 |
223,135 |
-75,176 |
-25.2% |
1,125,703 |
|
Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
173-02 |
172-15 |
169-30 |
|
R3 |
171-24 |
171-05 |
169-19 |
|
R2 |
170-14 |
170-14 |
169-15 |
|
R1 |
169-27 |
169-27 |
169-11 |
170-04 |
PP |
169-04 |
169-04 |
169-04 |
169-09 |
S1 |
168-17 |
168-17 |
169-03 |
168-26 |
S2 |
167-26 |
167-26 |
168-31 |
|
S3 |
166-16 |
167-07 |
168-27 |
|
S4 |
165-06 |
165-29 |
168-16 |
|
|
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 |
169-30 |
166-23 |
3-07 |
1.9% |
1-08 |
0.7% |
78% |
False |
False |
257,720 |
10 |
169-30 |
163-22 |
6-08 |
3.7% |
1-10 |
0.8% |
89% |
False |
False |
242,965 |
20 |
169-30 |
161-23 |
8-07 |
4.9% |
1-10 |
0.8% |
91% |
False |
False |
195,616 |
40 |
169-30 |
159-20 |
10-10 |
6.1% |
1-10 |
0.8% |
93% |
False |
False |
98,177 |
60 |
169-30 |
159-20 |
10-10 |
6.1% |
1-05 |
0.7% |
93% |
False |
False |
65,483 |
80 |
169-30 |
159-20 |
10-10 |
6.1% |
0-30 |
0.6% |
93% |
False |
False |
49,113 |
100 |
169-30 |
158-09 |
11-21 |
6.9% |
0-26 |
0.5% |
94% |
False |
False |
39,290 |
120 |
169-30 |
151-30 |
18-00 |
10.6% |
0-21 |
0.4% |
96% |
False |
False |
32,742 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
175-10 |
2.618 |
173-06 |
1.618 |
171-28 |
1.000 |
171-02 |
0.618 |
170-18 |
HIGH |
169-24 |
0.618 |
169-08 |
0.500 |
169-03 |
0.382 |
168-30 |
LOW |
168-14 |
0.618 |
167-20 |
1.000 |
167-04 |
1.618 |
166-10 |
2.618 |
165-00 |
4.250 |
162-28 |
|
|
Fisher Pivots for day following 15-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
169-06 |
169-05 |
PP |
169-04 |
169-03 |
S1 |
169-03 |
169-02 |
|