ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 11-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2016 |
11-May-2016 |
Change |
Change % |
Previous Week |
| Open |
165-25 |
165-18 |
-0-07 |
-0.1% |
163-01 |
| High |
165-30 |
166-21 |
0-23 |
0.4% |
166-16 |
| Low |
165-06 |
165-11 |
0-05 |
0.1% |
161-30 |
| Close |
165-18 |
166-06 |
0-20 |
0.4% |
165-01 |
| Range |
0-24 |
1-10 |
0-18 |
75.0% |
4-18 |
| ATR |
1-16 |
1-15 |
0-00 |
-0.8% |
0-00 |
| Volume |
200,755 |
208,155 |
7,400 |
3.7% |
1,150,427 |
|
| Daily Pivots for day following 11-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170-00 |
169-13 |
166-29 |
|
| R3 |
168-22 |
168-03 |
166-18 |
|
| R2 |
167-12 |
167-12 |
166-14 |
|
| R1 |
166-25 |
166-25 |
166-10 |
167-02 |
| PP |
166-02 |
166-02 |
166-02 |
166-07 |
| S1 |
165-15 |
165-15 |
166-02 |
165-24 |
| S2 |
164-24 |
164-24 |
165-30 |
|
| S3 |
163-14 |
164-05 |
165-26 |
|
| S4 |
162-04 |
162-27 |
165-15 |
|
|
| 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 |
166-21 |
163-31 |
2-22 |
1.6% |
1-10 |
0.8% |
83% |
True |
False |
215,389 |
| 10 |
166-21 |
161-26 |
4-27 |
2.9% |
1-16 |
0.9% |
90% |
True |
False |
225,942 |
| 20 |
166-23 |
160-31 |
5-24 |
3.5% |
1-16 |
0.9% |
91% |
False |
False |
224,062 |
| 40 |
167-06 |
160-31 |
6-07 |
3.7% |
1-15 |
0.9% |
84% |
False |
False |
211,235 |
| 60 |
167-15 |
160-30 |
6-17 |
3.9% |
1-18 |
0.9% |
80% |
False |
False |
207,341 |
| 80 |
169-12 |
156-28 |
12-16 |
7.5% |
1-19 |
1.0% |
75% |
False |
False |
155,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
172-08 |
|
2.618 |
170-03 |
|
1.618 |
168-25 |
|
1.000 |
167-31 |
|
0.618 |
167-15 |
|
HIGH |
166-21 |
|
0.618 |
166-05 |
|
0.500 |
166-00 |
|
0.382 |
165-27 |
|
LOW |
165-11 |
|
0.618 |
164-17 |
|
1.000 |
164-01 |
|
1.618 |
163-07 |
|
2.618 |
161-29 |
|
4.250 |
159-24 |
|
|
| Fisher Pivots for day following 11-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
166-04 |
166-01 |
| PP |
166-02 |
165-27 |
| S1 |
166-00 |
165-22 |
|