ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 01-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2016 |
01-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
164-00 |
164-11 |
0-11 |
0.2% |
164-09 |
| High |
164-24 |
165-30 |
1-06 |
0.7% |
165-00 |
| Low |
163-03 |
164-06 |
1-03 |
0.7% |
163-13 |
| Close |
164-23 |
164-30 |
0-07 |
0.1% |
164-10 |
| Range |
1-21 |
1-24 |
0-03 |
5.7% |
1-19 |
| ATR |
1-11 |
1-12 |
0-01 |
2.1% |
0-00 |
| Volume |
57,024 |
24,721 |
-32,303 |
-56.6% |
1,506,202 |
|
| Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170-09 |
169-11 |
165-29 |
|
| R3 |
168-17 |
167-19 |
165-13 |
|
| R2 |
166-25 |
166-25 |
165-08 |
|
| R1 |
165-27 |
165-27 |
165-03 |
166-10 |
| PP |
165-01 |
165-01 |
165-01 |
165-08 |
| S1 |
164-03 |
164-03 |
164-25 |
164-18 |
| S2 |
163-09 |
163-09 |
164-20 |
|
| S3 |
161-17 |
162-11 |
164-15 |
|
| S4 |
159-25 |
160-19 |
163-31 |
|
|
| 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 |
165-30 |
163-03 |
2-27 |
1.7% |
1-07 |
0.7% |
65% |
True |
False |
209,225 |
| 10 |
165-30 |
163-03 |
2-27 |
1.7% |
1-11 |
0.8% |
65% |
True |
False |
242,161 |
| 20 |
166-29 |
163-03 |
3-26 |
2.3% |
1-10 |
0.8% |
48% |
False |
False |
231,863 |
| 40 |
167-06 |
160-31 |
6-07 |
3.8% |
1-14 |
0.9% |
64% |
False |
False |
222,994 |
| 60 |
167-06 |
160-30 |
6-08 |
3.8% |
1-15 |
0.9% |
64% |
False |
False |
219,664 |
| 80 |
169-12 |
160-30 |
8-14 |
5.1% |
1-18 |
1.0% |
47% |
False |
False |
197,702 |
| 100 |
169-12 |
154-00 |
15-12 |
9.3% |
1-17 |
0.9% |
71% |
False |
False |
158,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
173-12 |
|
2.618 |
170-17 |
|
1.618 |
168-25 |
|
1.000 |
167-22 |
|
0.618 |
167-01 |
|
HIGH |
165-30 |
|
0.618 |
165-09 |
|
0.500 |
165-02 |
|
0.382 |
164-27 |
|
LOW |
164-06 |
|
0.618 |
163-03 |
|
1.000 |
162-14 |
|
1.618 |
161-11 |
|
2.618 |
159-19 |
|
4.250 |
156-24 |
|
|
| Fisher Pivots for day following 01-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
165-02 |
164-26 |
| PP |
165-01 |
164-21 |
| S1 |
164-31 |
164-16 |
|