ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 18-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2016 |
18-May-2016 |
Change |
Change % |
Previous Week |
| Open |
165-18 |
165-15 |
-0-03 |
-0.1% |
165-02 |
| High |
166-08 |
165-23 |
-0-17 |
-0.3% |
166-26 |
| Low |
165-06 |
163-04 |
-2-02 |
-1.2% |
164-23 |
| Close |
165-24 |
163-08 |
-2-16 |
-1.5% |
166-23 |
| Range |
1-02 |
2-19 |
1-17 |
144.1% |
2-03 |
| ATR |
1-14 |
1-17 |
0-03 |
6.0% |
0-00 |
| Volume |
228,113 |
373,868 |
145,755 |
63.9% |
1,102,245 |
|
| Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171-26 |
170-04 |
164-22 |
|
| R3 |
169-07 |
167-17 |
163-31 |
|
| R2 |
166-20 |
166-20 |
163-23 |
|
| R1 |
164-30 |
164-30 |
163-16 |
164-16 |
| PP |
164-01 |
164-01 |
164-01 |
163-26 |
| S1 |
162-11 |
162-11 |
163-00 |
161-28 |
| S2 |
161-14 |
161-14 |
162-25 |
|
| S3 |
158-27 |
159-24 |
162-17 |
|
| S4 |
156-08 |
157-05 |
161-26 |
|
|
| 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 |
163-04 |
3-25 |
2.3% |
1-18 |
1.0% |
3% |
False |
True |
260,835 |
| 10 |
166-29 |
163-04 |
3-25 |
2.3% |
1-14 |
0.9% |
3% |
False |
True |
238,112 |
| 20 |
166-29 |
160-31 |
5-30 |
3.6% |
1-15 |
0.9% |
38% |
False |
False |
233,638 |
| 40 |
167-06 |
160-31 |
6-07 |
3.8% |
1-16 |
0.9% |
37% |
False |
False |
216,778 |
| 60 |
167-15 |
160-30 |
6-17 |
4.0% |
1-17 |
0.9% |
35% |
False |
False |
224,940 |
| 80 |
169-12 |
157-24 |
11-20 |
7.1% |
1-19 |
1.0% |
47% |
False |
False |
172,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
176-24 |
|
2.618 |
172-16 |
|
1.618 |
169-29 |
|
1.000 |
168-10 |
|
0.618 |
167-10 |
|
HIGH |
165-23 |
|
0.618 |
164-23 |
|
0.500 |
164-14 |
|
0.382 |
164-04 |
|
LOW |
163-04 |
|
0.618 |
161-17 |
|
1.000 |
160-17 |
|
1.618 |
158-30 |
|
2.618 |
156-11 |
|
4.250 |
152-03 |
|
|
| Fisher Pivots for day following 18-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164-14 |
165-00 |
| PP |
164-01 |
164-14 |
| S1 |
163-20 |
163-27 |
|