ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 02-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2016 |
02-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
164-11 |
165-06 |
0-27 |
0.5% |
164-09 |
| High |
165-30 |
166-13 |
0-15 |
0.3% |
165-00 |
| Low |
164-06 |
165-03 |
0-29 |
0.6% |
163-13 |
| Close |
164-30 |
166-02 |
1-04 |
0.7% |
164-10 |
| Range |
1-24 |
1-10 |
-0-14 |
-25.0% |
1-19 |
| ATR |
1-12 |
1-12 |
0-00 |
0.5% |
0-00 |
| Volume |
24,721 |
9,717 |
-15,004 |
-60.7% |
1,506,202 |
|
| Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-25 |
169-08 |
166-25 |
|
| R3 |
168-15 |
167-30 |
166-14 |
|
| R2 |
167-05 |
167-05 |
166-10 |
|
| R1 |
166-20 |
166-20 |
166-06 |
166-28 |
| PP |
165-27 |
165-27 |
165-27 |
166-00 |
| S1 |
165-10 |
165-10 |
165-30 |
165-18 |
| S2 |
164-17 |
164-17 |
165-26 |
|
| S3 |
163-07 |
164-00 |
165-22 |
|
| S4 |
161-29 |
162-22 |
165-11 |
|
|
| 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 |
166-13 |
163-03 |
3-10 |
2.0% |
1-10 |
0.8% |
90% |
True |
False |
128,702 |
| 10 |
166-13 |
163-03 |
3-10 |
2.0% |
1-07 |
0.7% |
90% |
True |
False |
205,746 |
| 20 |
166-29 |
163-03 |
3-26 |
2.3% |
1-10 |
0.8% |
78% |
False |
False |
221,929 |
| 40 |
167-06 |
160-31 |
6-07 |
3.7% |
1-14 |
0.9% |
82% |
False |
False |
218,718 |
| 60 |
167-06 |
160-30 |
6-08 |
3.8% |
1-15 |
0.9% |
82% |
False |
False |
215,510 |
| 80 |
169-12 |
160-30 |
8-14 |
5.1% |
1-18 |
0.9% |
61% |
False |
False |
197,780 |
| 100 |
169-12 |
154-00 |
15-12 |
9.3% |
1-18 |
0.9% |
78% |
False |
False |
158,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
172-00 |
|
2.618 |
169-27 |
|
1.618 |
168-17 |
|
1.000 |
167-23 |
|
0.618 |
167-07 |
|
HIGH |
166-13 |
|
0.618 |
165-29 |
|
0.500 |
165-24 |
|
0.382 |
165-19 |
|
LOW |
165-03 |
|
0.618 |
164-09 |
|
1.000 |
163-25 |
|
1.618 |
162-31 |
|
2.618 |
161-21 |
|
4.250 |
159-16 |
|
|
| Fisher Pivots for day following 02-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
165-31 |
165-20 |
| PP |
165-27 |
165-06 |
| S1 |
165-24 |
164-24 |
|