ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 27-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2016 |
27-May-2016 |
Change |
Change % |
Previous Week |
| Open |
163-23 |
164-09 |
0-18 |
0.3% |
164-09 |
| High |
164-21 |
164-19 |
-0-02 |
0.0% |
165-00 |
| Low |
163-17 |
163-27 |
0-10 |
0.2% |
163-13 |
| Close |
164-18 |
164-10 |
-0-08 |
-0.2% |
164-10 |
| Range |
1-04 |
0-24 |
-0-12 |
-33.3% |
1-19 |
| ATR |
1-12 |
1-11 |
-0-01 |
-3.2% |
0-00 |
| Volume |
337,611 |
214,437 |
-123,174 |
-36.5% |
1,506,202 |
|
| Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-16 |
166-05 |
164-23 |
|
| R3 |
165-24 |
165-13 |
164-17 |
|
| R2 |
165-00 |
165-00 |
164-14 |
|
| R1 |
164-21 |
164-21 |
164-12 |
164-26 |
| PP |
164-08 |
164-08 |
164-08 |
164-11 |
| S1 |
163-29 |
163-29 |
164-08 |
164-02 |
| S2 |
163-16 |
163-16 |
164-06 |
|
| S3 |
162-24 |
163-05 |
164-03 |
|
| S4 |
162-00 |
162-13 |
163-29 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-01 |
168-08 |
165-06 |
|
| R3 |
167-14 |
166-21 |
164-24 |
|
| R2 |
165-27 |
165-27 |
164-19 |
|
| R1 |
165-02 |
165-02 |
164-15 |
165-14 |
| PP |
164-08 |
164-08 |
164-08 |
164-14 |
| S1 |
163-15 |
163-15 |
164-05 |
163-28 |
| S2 |
162-21 |
162-21 |
164-01 |
|
| S3 |
161-02 |
161-28 |
163-28 |
|
| S4 |
159-15 |
160-09 |
163-14 |
|
|
| 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% |
1-01 |
0.6% |
57% |
False |
False |
301,240 |
| 10 |
166-29 |
163-04 |
3-25 |
2.3% |
1-08 |
0.8% |
31% |
False |
False |
275,636 |
| 20 |
166-29 |
161-30 |
4-31 |
3.0% |
1-11 |
0.8% |
48% |
False |
False |
250,451 |
| 40 |
167-06 |
160-31 |
6-07 |
3.8% |
1-13 |
0.9% |
54% |
False |
False |
229,454 |
| 60 |
167-06 |
160-30 |
6-08 |
3.8% |
1-15 |
0.9% |
54% |
False |
False |
226,057 |
| 80 |
169-12 |
160-14 |
8-30 |
5.4% |
1-18 |
1.0% |
43% |
False |
False |
196,722 |
| 100 |
169-12 |
153-18 |
15-26 |
9.6% |
1-17 |
0.9% |
68% |
False |
False |
157,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-25 |
|
2.618 |
166-18 |
|
1.618 |
165-26 |
|
1.000 |
165-11 |
|
0.618 |
165-02 |
|
HIGH |
164-19 |
|
0.618 |
164-10 |
|
0.500 |
164-07 |
|
0.382 |
164-04 |
|
LOW |
163-27 |
|
0.618 |
163-12 |
|
1.000 |
163-03 |
|
1.618 |
162-20 |
|
2.618 |
161-28 |
|
4.250 |
160-21 |
|
|
| Fisher Pivots for day following 27-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164-09 |
164-08 |
| PP |
164-08 |
164-05 |
| S1 |
164-07 |
164-03 |
|