ECBOT 30 Year Treasury Bond Future June 2016


Trading Metrics calculated at close of trading on 03-Jun-2016
Day Change Summary
Previous Current
02-Jun-2016 03-Jun-2016 Change Change % Previous Week
Open 165-06 166-05 0-31 0.6% 164-00
High 166-13 168-08 1-27 1.1% 168-08
Low 165-03 166-00 0-29 0.5% 163-03
Close 166-02 168-00 1-30 1.2% 168-00
Range 1-10 2-08 0-30 71.4% 5-05
ATR 1-12 1-14 0-02 4.4% 0-00
Volume 9,717 16,229 6,512 67.0% 107,691
Daily Pivots for day following 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 174-05 173-11 169-08
R3 171-29 171-03 168-20
R2 169-21 169-21 168-13
R1 168-27 168-27 168-07 169-08
PP 167-13 167-13 167-13 167-20
S1 166-19 166-19 167-25 167-00
S2 165-05 165-05 167-19
S3 162-29 164-11 167-12
S4 160-21 162-03 166-24
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 181-29 180-04 170-27
R3 176-24 174-31 169-13
R2 171-19 171-19 168-30
R1 169-26 169-26 168-15 170-22
PP 166-14 166-14 166-14 166-29
S1 164-21 164-21 167-17 165-18
S2 161-09 161-09 167-02
S3 156-04 159-16 166-19
S4 150-31 154-11 165-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 168-08 163-03 5-05 3.1% 1-17 0.9% 95% True False 64,425
10 168-08 163-03 5-05 3.1% 1-10 0.8% 95% True False 180,378
20 168-08 163-03 5-05 3.1% 1-11 0.8% 95% True False 211,653
40 168-08 160-31 7-09 4.3% 1-14 0.9% 97% True False 214,313
60 168-08 160-30 7-10 4.4% 1-15 0.9% 97% True False 212,000
80 169-12 160-30 8-14 5.0% 1-18 0.9% 84% False False 197,947
100 169-12 154-00 15-12 9.2% 1-18 0.9% 91% False False 158,576
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 177-26
2.618 174-04
1.618 171-28
1.000 170-16
0.618 169-20
HIGH 168-08
0.618 167-12
0.500 167-04
0.382 166-28
LOW 166-00
0.618 164-20
1.000 163-24
1.618 162-12
2.618 160-04
4.250 156-14
Fisher Pivots for day following 03-Jun-2016
Pivot 1 day 3 day
R1 167-23 167-13
PP 167-13 166-26
S1 167-04 166-07

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These figures are updated between 7pm and 10pm EST after a trading day.

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