ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 26-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2016 |
26-May-2016 |
Change |
Change % |
Previous Week |
| Open |
164-03 |
163-23 |
-0-12 |
-0.2% |
166-23 |
| High |
164-13 |
164-21 |
0-08 |
0.2% |
166-29 |
| Low |
163-17 |
163-17 |
0-00 |
0.0% |
163-04 |
| Close |
163-19 |
164-18 |
0-31 |
0.6% |
164-08 |
| Range |
0-28 |
1-04 |
0-08 |
28.6% |
3-25 |
| ATR |
1-13 |
1-12 |
-0-01 |
-1.4% |
0-00 |
| Volume |
412,332 |
337,611 |
-74,721 |
-18.1% |
1,250,160 |
|
| Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-20 |
167-07 |
165-06 |
|
| R3 |
166-16 |
166-03 |
164-28 |
|
| R2 |
165-12 |
165-12 |
164-25 |
|
| R1 |
164-31 |
164-31 |
164-21 |
165-06 |
| PP |
164-08 |
164-08 |
164-08 |
164-11 |
| S1 |
163-27 |
163-27 |
164-15 |
164-02 |
| S2 |
163-04 |
163-04 |
164-11 |
|
| S3 |
162-00 |
162-23 |
164-08 |
|
| S4 |
160-28 |
161-19 |
163-30 |
|
|
| 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 |
163-13 |
1-19 |
1.0% |
1-03 |
0.7% |
73% |
False |
False |
296,331 |
| 10 |
166-29 |
163-04 |
3-25 |
2.3% |
1-10 |
0.8% |
38% |
False |
False |
280,330 |
| 20 |
166-29 |
161-26 |
5-03 |
3.1% |
1-13 |
0.8% |
54% |
False |
False |
253,700 |
| 40 |
167-06 |
160-31 |
6-07 |
3.8% |
1-13 |
0.9% |
58% |
False |
False |
230,424 |
| 60 |
167-06 |
160-30 |
6-08 |
3.8% |
1-16 |
0.9% |
58% |
False |
False |
226,183 |
| 80 |
169-12 |
160-14 |
8-30 |
5.4% |
1-19 |
1.0% |
46% |
False |
False |
194,086 |
| 100 |
169-12 |
152-09 |
17-03 |
10.4% |
1-17 |
0.9% |
72% |
False |
False |
155,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169-14 |
|
2.618 |
167-19 |
|
1.618 |
166-15 |
|
1.000 |
165-25 |
|
0.618 |
165-11 |
|
HIGH |
164-21 |
|
0.618 |
164-07 |
|
0.500 |
164-03 |
|
0.382 |
163-31 |
|
LOW |
163-17 |
|
0.618 |
162-27 |
|
1.000 |
162-13 |
|
1.618 |
161-23 |
|
2.618 |
160-19 |
|
4.250 |
158-24 |
|
|
| Fisher Pivots for day following 26-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164-13 |
164-14 |
| PP |
164-08 |
164-10 |
| S1 |
164-03 |
164-06 |
|