ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 24-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2016 |
24-May-2016 |
Change |
Change % |
Previous Week |
| Open |
164-09 |
164-21 |
0-12 |
0.2% |
166-23 |
| High |
165-00 |
164-30 |
-0-02 |
0.0% |
166-29 |
| Low |
164-03 |
163-13 |
-0-22 |
-0.4% |
163-04 |
| Close |
164-15 |
164-02 |
-0-13 |
-0.2% |
164-08 |
| Range |
0-29 |
1-17 |
0-20 |
69.0% |
3-25 |
| ATR |
1-14 |
1-14 |
0-00 |
0.5% |
0-00 |
| Volume |
205,195 |
336,627 |
131,432 |
64.1% |
1,250,160 |
|
| Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-23 |
167-30 |
164-29 |
|
| R3 |
167-06 |
166-13 |
164-15 |
|
| R2 |
165-21 |
165-21 |
164-11 |
|
| R1 |
164-28 |
164-28 |
164-06 |
164-16 |
| PP |
164-04 |
164-04 |
164-04 |
163-30 |
| S1 |
163-11 |
163-11 |
163-30 |
162-31 |
| S2 |
162-19 |
162-19 |
163-25 |
|
| S3 |
161-02 |
161-26 |
163-21 |
|
| S4 |
159-17 |
160-09 |
163-07 |
|
|
| 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 |
165-23 |
163-04 |
2-19 |
1.6% |
1-15 |
0.9% |
36% |
False |
False |
275,098 |
| 10 |
166-29 |
163-04 |
3-25 |
2.3% |
1-12 |
0.8% |
25% |
False |
False |
251,395 |
| 20 |
166-29 |
161-06 |
5-23 |
3.5% |
1-14 |
0.9% |
50% |
False |
False |
239,415 |
| 40 |
167-06 |
160-31 |
6-07 |
3.8% |
1-15 |
0.9% |
50% |
False |
False |
223,890 |
| 60 |
167-06 |
160-30 |
6-08 |
3.8% |
1-17 |
0.9% |
50% |
False |
False |
223,180 |
| 80 |
169-12 |
159-05 |
10-07 |
6.2% |
1-19 |
1.0% |
48% |
False |
False |
184,752 |
| 100 |
169-12 |
151-24 |
17-20 |
10.7% |
1-16 |
0.9% |
70% |
False |
False |
147,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
171-14 |
|
2.618 |
168-30 |
|
1.618 |
167-13 |
|
1.000 |
166-15 |
|
0.618 |
165-28 |
|
HIGH |
164-30 |
|
0.618 |
164-11 |
|
0.500 |
164-06 |
|
0.382 |
164-00 |
|
LOW |
163-13 |
|
0.618 |
162-15 |
|
1.000 |
161-28 |
|
1.618 |
160-30 |
|
2.618 |
159-13 |
|
4.250 |
156-29 |
|
|
| Fisher Pivots for day following 24-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164-06 |
164-06 |
| PP |
164-04 |
164-05 |
| S1 |
164-03 |
164-04 |
|