ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 25-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2016 |
25-May-2016 |
Change |
Change % |
Previous Week |
| Open |
164-21 |
164-03 |
-0-18 |
-0.3% |
166-23 |
| High |
164-30 |
164-13 |
-0-17 |
-0.3% |
166-29 |
| Low |
163-13 |
163-17 |
0-04 |
0.1% |
163-04 |
| Close |
164-02 |
163-19 |
-0-15 |
-0.3% |
164-08 |
| Range |
1-17 |
0-28 |
-0-21 |
-42.9% |
3-25 |
| ATR |
1-14 |
1-13 |
-0-01 |
-2.8% |
0-00 |
| Volume |
336,627 |
412,332 |
75,705 |
22.5% |
1,250,160 |
|
| Daily Pivots for day following 25-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-15 |
165-29 |
164-02 |
|
| R3 |
165-19 |
165-01 |
163-27 |
|
| R2 |
164-23 |
164-23 |
163-24 |
|
| R1 |
164-05 |
164-05 |
163-22 |
164-00 |
| PP |
163-27 |
163-27 |
163-27 |
163-24 |
| S1 |
163-09 |
163-09 |
163-16 |
163-04 |
| S2 |
162-31 |
162-31 |
163-14 |
|
| S3 |
162-03 |
162-13 |
163-11 |
|
| S4 |
161-07 |
161-17 |
163-04 |
|
|
| 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 |
165-00 |
163-08 |
1-24 |
1.1% |
1-04 |
0.7% |
20% |
False |
False |
282,791 |
| 10 |
166-29 |
163-04 |
3-25 |
2.3% |
1-11 |
0.8% |
12% |
False |
False |
271,813 |
| 20 |
166-29 |
161-26 |
5-03 |
3.1% |
1-13 |
0.9% |
35% |
False |
False |
248,877 |
| 40 |
167-06 |
160-31 |
6-07 |
3.8% |
1-14 |
0.9% |
42% |
False |
False |
227,901 |
| 60 |
167-06 |
160-30 |
6-08 |
3.8% |
1-15 |
0.9% |
43% |
False |
False |
224,976 |
| 80 |
169-12 |
159-20 |
9-24 |
6.0% |
1-19 |
1.0% |
41% |
False |
False |
189,885 |
| 100 |
169-12 |
152-09 |
17-03 |
10.4% |
1-16 |
0.9% |
66% |
False |
False |
151,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168-04 |
|
2.618 |
166-22 |
|
1.618 |
165-26 |
|
1.000 |
165-09 |
|
0.618 |
164-30 |
|
HIGH |
164-13 |
|
0.618 |
164-02 |
|
0.500 |
163-31 |
|
0.382 |
163-28 |
|
LOW |
163-17 |
|
0.618 |
163-00 |
|
1.000 |
162-21 |
|
1.618 |
162-04 |
|
2.618 |
161-08 |
|
4.250 |
159-26 |
|
|
| Fisher Pivots for day following 25-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163-31 |
164-06 |
| PP |
163-27 |
164-00 |
| S1 |
163-23 |
163-26 |
|