ECBOT 30 Year Treasury Bond Future June 2016
Trading Metrics calculated at close of trading on 13-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2016 |
13-May-2016 |
Change |
Change % |
Previous Week |
Open |
166-07 |
165-19 |
-0-20 |
-0.4% |
165-02 |
High |
166-13 |
166-26 |
0-13 |
0.2% |
166-26 |
Low |
165-01 |
165-17 |
0-16 |
0.3% |
164-23 |
Close |
165-14 |
166-23 |
1-09 |
0.8% |
166-23 |
Range |
1-12 |
1-09 |
-0-03 |
-6.8% |
2-03 |
ATR |
1-15 |
1-15 |
0-00 |
-0.4% |
0-00 |
Volume |
252,437 |
261,380 |
8,943 |
3.5% |
1,102,245 |
|
Daily Pivots for day following 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
170-06 |
169-24 |
167-14 |
|
R3 |
168-29 |
168-15 |
167-02 |
|
R2 |
167-20 |
167-20 |
166-31 |
|
R1 |
167-06 |
167-06 |
166-27 |
167-13 |
PP |
166-11 |
166-11 |
166-11 |
166-15 |
S1 |
165-29 |
165-29 |
166-19 |
166-04 |
S2 |
165-02 |
165-02 |
166-15 |
|
S3 |
163-25 |
164-20 |
166-12 |
|
S4 |
162-16 |
163-11 |
166-00 |
|
|
Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
172-12 |
171-20 |
167-28 |
|
R3 |
170-09 |
169-17 |
167-09 |
|
R2 |
168-06 |
168-06 |
167-03 |
|
R1 |
167-14 |
167-14 |
166-29 |
167-26 |
PP |
166-03 |
166-03 |
166-03 |
166-08 |
S1 |
165-11 |
165-11 |
166-17 |
165-23 |
S2 |
164-00 |
164-00 |
166-11 |
|
S3 |
161-29 |
163-08 |
166-05 |
|
S4 |
159-26 |
161-05 |
165-18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
166-26 |
164-23 |
2-03 |
1.3% |
1-05 |
0.7% |
96% |
True |
False |
220,449 |
10 |
166-26 |
161-30 |
4-28 |
2.9% |
1-14 |
0.9% |
98% |
True |
False |
225,267 |
20 |
166-26 |
160-31 |
5-27 |
3.5% |
1-16 |
0.9% |
98% |
True |
False |
228,812 |
40 |
167-06 |
160-31 |
6-07 |
3.7% |
1-15 |
0.9% |
92% |
False |
False |
211,440 |
60 |
167-15 |
160-30 |
6-17 |
3.9% |
1-17 |
0.9% |
89% |
False |
False |
215,730 |
80 |
169-12 |
156-29 |
12-15 |
7.5% |
1-19 |
1.0% |
79% |
False |
False |
162,397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
172-08 |
2.618 |
170-05 |
1.618 |
168-28 |
1.000 |
168-03 |
0.618 |
167-19 |
HIGH |
166-26 |
0.618 |
166-10 |
0.500 |
166-06 |
0.382 |
166-01 |
LOW |
165-17 |
0.618 |
164-24 |
1.000 |
164-08 |
1.618 |
163-15 |
2.618 |
162-06 |
4.250 |
160-03 |
|
|
Fisher Pivots for day following 13-May-2016 |
Pivot |
1 day |
3 day |
R1 |
166-17 |
166-14 |
PP |
166-11 |
166-06 |
S1 |
166-06 |
165-30 |
|