ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 23-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2016 |
23-May-2016 |
Change |
Change % |
Previous Week |
| Open |
164-05 |
164-09 |
0-04 |
0.1% |
166-23 |
| High |
164-17 |
165-00 |
0-15 |
0.3% |
166-29 |
| Low |
163-18 |
164-03 |
0-17 |
0.3% |
163-04 |
| Close |
164-08 |
164-15 |
0-07 |
0.1% |
164-08 |
| Range |
0-31 |
0-29 |
-0-02 |
-6.5% |
3-25 |
| ATR |
1-15 |
1-14 |
-0-01 |
-2.7% |
0-00 |
| Volume |
189,894 |
205,195 |
15,301 |
8.1% |
1,250,160 |
|
| Daily Pivots for day following 23-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-08 |
166-24 |
164-31 |
|
| R3 |
166-11 |
165-27 |
164-23 |
|
| R2 |
165-14 |
165-14 |
164-20 |
|
| R1 |
164-30 |
164-30 |
164-18 |
165-06 |
| PP |
164-17 |
164-17 |
164-17 |
164-20 |
| S1 |
164-01 |
164-01 |
164-12 |
164-09 |
| S2 |
163-20 |
163-20 |
164-10 |
|
| S3 |
162-23 |
163-04 |
164-07 |
|
| S4 |
161-26 |
162-07 |
163-31 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
176-03 |
173-31 |
166-11 |
|
| R3 |
172-10 |
170-06 |
165-09 |
|
| R2 |
168-17 |
168-17 |
164-30 |
|
| R1 |
166-13 |
166-13 |
164-19 |
165-18 |
| PP |
164-24 |
164-24 |
164-24 |
164-11 |
| S1 |
162-20 |
162-20 |
163-29 |
161-26 |
| S2 |
160-31 |
160-31 |
163-18 |
|
| S3 |
157-06 |
158-27 |
163-07 |
|
| S4 |
153-13 |
155-02 |
162-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
166-08 |
163-04 |
3-04 |
1.9% |
1-12 |
0.8% |
43% |
False |
False |
253,395 |
| 10 |
166-29 |
163-04 |
3-25 |
2.3% |
1-10 |
0.8% |
36% |
False |
False |
237,808 |
| 20 |
166-29 |
160-31 |
5-30 |
3.6% |
1-14 |
0.9% |
59% |
False |
False |
233,549 |
| 40 |
167-06 |
160-31 |
6-07 |
3.8% |
1-15 |
0.9% |
56% |
False |
False |
220,724 |
| 60 |
167-06 |
160-30 |
6-08 |
3.8% |
1-16 |
0.9% |
57% |
False |
False |
222,015 |
| 80 |
169-12 |
158-23 |
10-21 |
6.5% |
1-19 |
1.0% |
54% |
False |
False |
180,567 |
| 100 |
169-12 |
151-16 |
17-28 |
10.9% |
1-16 |
0.9% |
73% |
False |
False |
144,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168-27 |
|
2.618 |
167-12 |
|
1.618 |
166-15 |
|
1.000 |
165-29 |
|
0.618 |
165-18 |
|
HIGH |
165-00 |
|
0.618 |
164-21 |
|
0.500 |
164-18 |
|
0.382 |
164-14 |
|
LOW |
164-03 |
|
0.618 |
163-17 |
|
1.000 |
163-06 |
|
1.618 |
162-20 |
|
2.618 |
161-23 |
|
4.250 |
160-08 |
|
|
| Fisher Pivots for day following 23-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164-18 |
164-11 |
| PP |
164-17 |
164-08 |
| S1 |
164-16 |
164-04 |
|