ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 31-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2016 |
31-May-2016 |
Change |
Change % |
Previous Week |
| Open |
164-09 |
164-00 |
-0-09 |
-0.2% |
164-09 |
| High |
164-19 |
164-24 |
0-05 |
0.1% |
165-00 |
| Low |
163-27 |
163-03 |
-0-24 |
-0.5% |
163-13 |
| Close |
164-10 |
164-23 |
0-13 |
0.2% |
164-10 |
| Range |
0-24 |
1-21 |
0-29 |
120.8% |
1-19 |
| ATR |
1-11 |
1-11 |
0-01 |
1.8% |
0-00 |
| Volume |
214,437 |
57,024 |
-157,413 |
-73.4% |
1,506,202 |
|
| Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-05 |
168-19 |
165-20 |
|
| R3 |
167-16 |
166-30 |
165-06 |
|
| R2 |
165-27 |
165-27 |
165-01 |
|
| R1 |
165-09 |
165-09 |
164-28 |
165-18 |
| PP |
164-06 |
164-06 |
164-06 |
164-10 |
| S1 |
163-20 |
163-20 |
164-18 |
163-29 |
| S2 |
162-17 |
162-17 |
164-13 |
|
| S3 |
160-28 |
161-31 |
164-08 |
|
| S4 |
159-07 |
160-10 |
163-26 |
|
|
| 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 |
164-30 |
163-03 |
1-27 |
1.1% |
1-06 |
0.7% |
88% |
False |
True |
271,606 |
| 10 |
166-08 |
163-03 |
3-05 |
1.9% |
1-09 |
0.8% |
51% |
False |
True |
262,500 |
| 20 |
166-29 |
161-30 |
4-31 |
3.0% |
1-11 |
0.8% |
56% |
False |
False |
244,046 |
| 40 |
167-06 |
160-31 |
6-07 |
3.8% |
1-14 |
0.9% |
60% |
False |
False |
227,515 |
| 60 |
167-06 |
160-30 |
6-08 |
3.8% |
1-15 |
0.9% |
61% |
False |
False |
222,061 |
| 80 |
169-12 |
160-26 |
8-18 |
5.2% |
1-18 |
1.0% |
46% |
False |
False |
197,410 |
| 100 |
169-12 |
153-18 |
15-26 |
9.6% |
1-17 |
0.9% |
71% |
False |
False |
158,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
171-25 |
|
2.618 |
169-03 |
|
1.618 |
167-14 |
|
1.000 |
166-13 |
|
0.618 |
165-25 |
|
HIGH |
164-24 |
|
0.618 |
164-04 |
|
0.500 |
163-30 |
|
0.382 |
163-23 |
|
LOW |
163-03 |
|
0.618 |
162-02 |
|
1.000 |
161-14 |
|
1.618 |
160-13 |
|
2.618 |
158-24 |
|
4.250 |
156-02 |
|
|
| Fisher Pivots for day following 31-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164-14 |
164-14 |
| PP |
164-06 |
164-06 |
| S1 |
163-30 |
163-30 |
|