ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 10-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2016 |
10-May-2016 |
Change |
Change % |
Previous Week |
| Open |
165-02 |
165-25 |
0-23 |
0.4% |
163-01 |
| High |
165-26 |
165-30 |
0-04 |
0.1% |
166-16 |
| Low |
164-23 |
165-06 |
0-15 |
0.3% |
161-30 |
| Close |
165-15 |
165-18 |
0-03 |
0.1% |
165-01 |
| Range |
1-03 |
0-24 |
-0-11 |
-31.4% |
4-18 |
| ATR |
1-17 |
1-16 |
-0-02 |
-3.7% |
0-00 |
| Volume |
179,518 |
200,755 |
21,237 |
11.8% |
1,150,427 |
|
| Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-26 |
167-14 |
165-31 |
|
| R3 |
167-02 |
166-22 |
165-25 |
|
| R2 |
166-10 |
166-10 |
165-22 |
|
| R1 |
165-30 |
165-30 |
165-20 |
165-24 |
| PP |
165-18 |
165-18 |
165-18 |
165-15 |
| S1 |
165-06 |
165-06 |
165-16 |
165-00 |
| S2 |
164-26 |
164-26 |
165-14 |
|
| S3 |
164-02 |
164-14 |
165-11 |
|
| S4 |
163-10 |
163-22 |
165-05 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
178-06 |
176-05 |
167-17 |
|
| R3 |
173-20 |
171-19 |
166-09 |
|
| R2 |
169-02 |
169-02 |
165-28 |
|
| R1 |
167-01 |
167-01 |
165-14 |
168-02 |
| PP |
164-16 |
164-16 |
164-16 |
165-00 |
| S1 |
162-15 |
162-15 |
164-20 |
163-16 |
| S2 |
159-30 |
159-30 |
164-06 |
|
| S3 |
155-12 |
157-29 |
163-25 |
|
| S4 |
150-26 |
153-11 |
162-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
166-16 |
163-14 |
3-02 |
1.8% |
1-09 |
0.8% |
69% |
False |
False |
215,438 |
| 10 |
166-16 |
161-06 |
5-10 |
3.2% |
1-16 |
0.9% |
82% |
False |
False |
227,434 |
| 20 |
166-23 |
160-31 |
5-24 |
3.5% |
1-16 |
0.9% |
80% |
False |
False |
223,938 |
| 40 |
167-06 |
160-31 |
6-07 |
3.8% |
1-16 |
0.9% |
74% |
False |
False |
210,434 |
| 60 |
167-15 |
160-30 |
6-17 |
3.9% |
1-18 |
0.9% |
71% |
False |
False |
203,934 |
| 80 |
169-12 |
156-28 |
12-16 |
7.6% |
1-19 |
1.0% |
70% |
False |
False |
153,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169-04 |
|
2.618 |
167-29 |
|
1.618 |
167-05 |
|
1.000 |
166-22 |
|
0.618 |
166-13 |
|
HIGH |
165-30 |
|
0.618 |
165-21 |
|
0.500 |
165-18 |
|
0.382 |
165-15 |
|
LOW |
165-06 |
|
0.618 |
164-23 |
|
1.000 |
164-14 |
|
1.618 |
163-31 |
|
2.618 |
163-07 |
|
4.250 |
162-00 |
|
|
| Fisher Pivots for day following 10-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
165-18 |
165-20 |
| PP |
165-18 |
165-19 |
| S1 |
165-18 |
165-18 |
|