ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 19-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2016 |
19-May-2016 |
Change |
Change % |
Previous Week |
| Open |
165-15 |
163-22 |
-1-25 |
-1.1% |
165-02 |
| High |
165-23 |
164-18 |
-1-05 |
-0.7% |
166-26 |
| Low |
163-04 |
163-08 |
0-04 |
0.1% |
164-23 |
| Close |
163-08 |
164-11 |
1-03 |
0.7% |
166-23 |
| Range |
2-19 |
1-10 |
-1-09 |
-49.4% |
2-03 |
| ATR |
1-17 |
1-16 |
0-00 |
-1.0% |
0-00 |
| Volume |
373,868 |
269,908 |
-103,960 |
-27.8% |
1,102,245 |
|
| Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-00 |
167-15 |
165-02 |
|
| R3 |
166-22 |
166-05 |
164-23 |
|
| R2 |
165-12 |
165-12 |
164-19 |
|
| R1 |
164-27 |
164-27 |
164-15 |
165-04 |
| PP |
164-02 |
164-02 |
164-02 |
164-06 |
| S1 |
163-17 |
163-17 |
164-07 |
163-26 |
| S2 |
162-24 |
162-24 |
164-03 |
|
| S3 |
161-14 |
162-07 |
163-31 |
|
| S4 |
160-04 |
160-29 |
163-20 |
|
|
| 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% |
1-17 |
0.9% |
32% |
False |
False |
264,329 |
| 10 |
166-29 |
163-04 |
3-25 |
2.3% |
1-12 |
0.8% |
32% |
False |
False |
242,927 |
| 20 |
166-29 |
160-31 |
5-30 |
3.6% |
1-14 |
0.9% |
57% |
False |
False |
232,754 |
| 40 |
167-06 |
160-31 |
6-07 |
3.8% |
1-16 |
0.9% |
54% |
False |
False |
218,303 |
| 60 |
167-06 |
160-30 |
6-08 |
3.8% |
1-16 |
0.9% |
55% |
False |
False |
224,527 |
| 80 |
169-12 |
157-24 |
11-20 |
7.1% |
1-19 |
1.0% |
57% |
False |
False |
175,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
170-04 |
|
2.618 |
168-00 |
|
1.618 |
166-22 |
|
1.000 |
165-28 |
|
0.618 |
165-12 |
|
HIGH |
164-18 |
|
0.618 |
164-02 |
|
0.500 |
163-29 |
|
0.382 |
163-24 |
|
LOW |
163-08 |
|
0.618 |
162-14 |
|
1.000 |
161-30 |
|
1.618 |
161-04 |
|
2.618 |
159-26 |
|
4.250 |
157-22 |
|
|
| Fisher Pivots for day following 19-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164-06 |
164-22 |
| PP |
164-02 |
164-18 |
| S1 |
163-29 |
164-15 |
|