ECBOT 30 Year Treasury Bond Future June 2016
Trading Metrics calculated at close of trading on 17-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2016 |
17-May-2016 |
Change |
Change % |
Previous Week |
Open |
166-23 |
165-18 |
-1-05 |
-0.7% |
165-02 |
High |
166-29 |
166-08 |
-0-21 |
-0.4% |
166-26 |
Low |
165-14 |
165-06 |
-0-08 |
-0.2% |
164-23 |
Close |
165-18 |
165-24 |
0-06 |
0.1% |
166-23 |
Range |
1-15 |
1-02 |
-0-13 |
-27.7% |
2-03 |
ATR |
1-15 |
1-14 |
-0-01 |
-1.9% |
0-00 |
Volume |
188,377 |
228,113 |
39,736 |
21.1% |
1,102,245 |
|
Daily Pivots for day following 17-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168-29 |
168-13 |
166-11 |
|
R3 |
167-27 |
167-11 |
166-01 |
|
R2 |
166-25 |
166-25 |
165-30 |
|
R1 |
166-09 |
166-09 |
165-27 |
166-17 |
PP |
165-23 |
165-23 |
165-23 |
165-28 |
S1 |
165-07 |
165-07 |
165-21 |
165-15 |
S2 |
164-21 |
164-21 |
165-18 |
|
S3 |
163-19 |
164-05 |
165-15 |
|
S4 |
162-17 |
163-03 |
165-05 |
|
|
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 |
166-29 |
165-01 |
1-28 |
1.1% |
1-10 |
0.8% |
38% |
False |
False |
227,692 |
10 |
166-29 |
163-14 |
3-15 |
2.1% |
1-09 |
0.8% |
67% |
False |
False |
221,565 |
20 |
166-29 |
160-31 |
5-30 |
3.6% |
1-15 |
0.9% |
81% |
False |
False |
229,024 |
40 |
167-06 |
160-31 |
6-07 |
3.8% |
1-15 |
0.9% |
77% |
False |
False |
212,722 |
60 |
167-15 |
160-30 |
6-17 |
3.9% |
1-17 |
0.9% |
74% |
False |
False |
221,490 |
80 |
169-12 |
157-23 |
11-21 |
7.0% |
1-18 |
1.0% |
69% |
False |
False |
167,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
170-24 |
2.618 |
169-01 |
1.618 |
167-31 |
1.000 |
167-10 |
0.618 |
166-29 |
HIGH |
166-08 |
0.618 |
165-27 |
0.500 |
165-23 |
0.382 |
165-19 |
LOW |
165-06 |
0.618 |
164-17 |
1.000 |
164-04 |
1.618 |
163-15 |
2.618 |
162-13 |
4.250 |
160-22 |
|
|
Fisher Pivots for day following 17-May-2016 |
Pivot |
1 day |
3 day |
R1 |
165-24 |
166-02 |
PP |
165-23 |
165-30 |
S1 |
165-23 |
165-27 |
|