ECBOT 30 Year Treasury Bond Future June 2016
Trading Metrics calculated at close of trading on 07-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2016 |
07-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
168-05 |
167-09 |
-0-28 |
-0.5% |
164-00 |
High |
168-11 |
168-04 |
-0-07 |
-0.1% |
168-08 |
Low |
167-07 |
167-03 |
-0-04 |
-0.1% |
163-03 |
Close |
167-17 |
167-29 |
0-12 |
0.2% |
168-00 |
Range |
1-04 |
1-01 |
-0-03 |
-8.3% |
5-05 |
ATR |
1-14 |
1-13 |
-0-01 |
-2.0% |
0-00 |
Volume |
5,208 |
4,409 |
-799 |
-15.3% |
107,691 |
|
Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
170-26 |
170-12 |
168-15 |
|
R3 |
169-25 |
169-11 |
168-06 |
|
R2 |
168-24 |
168-24 |
168-03 |
|
R1 |
168-10 |
168-10 |
168-00 |
168-17 |
PP |
167-23 |
167-23 |
167-23 |
167-26 |
S1 |
167-09 |
167-09 |
167-26 |
167-16 |
S2 |
166-22 |
166-22 |
167-23 |
|
S3 |
165-21 |
166-08 |
167-20 |
|
S4 |
164-20 |
165-07 |
167-11 |
|
|
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 |
164-06 |
4-05 |
2.5% |
1-16 |
0.9% |
89% |
False |
False |
12,056 |
10 |
168-11 |
163-03 |
5-08 |
3.1% |
1-11 |
0.8% |
92% |
False |
False |
141,831 |
20 |
168-11 |
163-03 |
5-08 |
3.1% |
1-10 |
0.8% |
92% |
False |
False |
189,819 |
40 |
168-11 |
160-31 |
7-12 |
4.4% |
1-14 |
0.8% |
94% |
False |
False |
206,573 |
60 |
168-11 |
160-30 |
7-13 |
4.4% |
1-14 |
0.9% |
94% |
False |
False |
202,783 |
80 |
168-11 |
160-30 |
7-13 |
4.4% |
1-17 |
0.9% |
94% |
False |
False |
197,953 |
100 |
169-12 |
156-00 |
13-12 |
8.0% |
1-17 |
0.9% |
89% |
False |
False |
158,672 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
172-16 |
2.618 |
170-26 |
1.618 |
169-25 |
1.000 |
169-05 |
0.618 |
168-24 |
HIGH |
168-04 |
0.618 |
167-23 |
0.500 |
167-20 |
0.382 |
167-16 |
LOW |
167-03 |
0.618 |
166-15 |
1.000 |
166-02 |
1.618 |
165-14 |
2.618 |
164-13 |
4.250 |
162-23 |
|
|
Fisher Pivots for day following 07-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
167-26 |
167-21 |
PP |
167-23 |
167-13 |
S1 |
167-20 |
167-06 |
|