ECBOT 30 Year Treasury Bond Future June 2016
Trading Metrics calculated at close of trading on 06-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2016 |
06-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
166-05 |
168-05 |
2-00 |
1.2% |
164-00 |
High |
168-08 |
168-11 |
0-03 |
0.1% |
168-08 |
Low |
166-00 |
167-07 |
1-07 |
0.7% |
163-03 |
Close |
168-00 |
167-17 |
-0-15 |
-0.3% |
168-00 |
Range |
2-08 |
1-04 |
-1-04 |
-50.0% |
5-05 |
ATR |
1-14 |
1-14 |
-0-01 |
-1.6% |
0-00 |
Volume |
16,229 |
5,208 |
-11,021 |
-67.9% |
107,691 |
|
Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
171-02 |
170-14 |
168-05 |
|
R3 |
169-30 |
169-10 |
167-27 |
|
R2 |
168-26 |
168-26 |
167-24 |
|
R1 |
168-06 |
168-06 |
167-20 |
167-30 |
PP |
167-22 |
167-22 |
167-22 |
167-18 |
S1 |
167-02 |
167-02 |
167-14 |
166-26 |
S2 |
166-18 |
166-18 |
167-10 |
|
S3 |
165-14 |
165-30 |
167-07 |
|
S4 |
164-10 |
164-26 |
166-29 |
|
|
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 |
168-11 |
163-03 |
5-08 |
3.1% |
1-20 |
1.0% |
85% |
True |
False |
22,579 |
10 |
168-11 |
163-03 |
5-08 |
3.1% |
1-10 |
0.8% |
85% |
True |
False |
161,910 |
20 |
168-11 |
163-03 |
5-08 |
3.1% |
1-10 |
0.8% |
85% |
True |
False |
198,575 |
40 |
168-11 |
160-31 |
7-12 |
4.4% |
1-14 |
0.9% |
89% |
True |
False |
210,361 |
60 |
168-11 |
160-30 |
7-13 |
4.4% |
1-14 |
0.9% |
89% |
True |
False |
206,379 |
80 |
169-12 |
160-30 |
8-14 |
5.0% |
1-17 |
0.9% |
78% |
False |
False |
197,952 |
100 |
169-12 |
155-15 |
13-29 |
8.3% |
1-18 |
0.9% |
87% |
False |
False |
158,628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
173-04 |
2.618 |
171-09 |
1.618 |
170-05 |
1.000 |
169-15 |
0.618 |
169-01 |
HIGH |
168-11 |
0.618 |
167-29 |
0.500 |
167-25 |
0.382 |
167-21 |
LOW |
167-07 |
0.618 |
166-17 |
1.000 |
166-03 |
1.618 |
165-13 |
2.618 |
164-09 |
4.250 |
162-14 |
|
|
Fisher Pivots for day following 06-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
167-25 |
167-08 |
PP |
167-22 |
167-00 |
S1 |
167-20 |
166-23 |
|