ECBOT 30 Year Treasury Bond Future June 2016
Trading Metrics calculated at close of trading on 09-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
167-24 |
168-10 |
0-18 |
0.3% |
164-00 |
High |
168-16 |
169-15 |
0-31 |
0.6% |
168-08 |
Low |
167-24 |
168-10 |
0-18 |
0.3% |
163-03 |
Close |
168-09 |
168-31 |
0-22 |
0.4% |
168-00 |
Range |
0-24 |
1-05 |
0-13 |
54.2% |
5-05 |
ATR |
1-11 |
1-11 |
0-00 |
-0.9% |
0-00 |
Volume |
1,806 |
3,822 |
2,016 |
111.6% |
107,691 |
|
Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
172-12 |
171-27 |
169-19 |
|
R3 |
171-07 |
170-22 |
169-09 |
|
R2 |
170-02 |
170-02 |
169-06 |
|
R1 |
169-17 |
169-17 |
169-02 |
169-26 |
PP |
168-29 |
168-29 |
168-29 |
169-02 |
S1 |
168-12 |
168-12 |
168-28 |
168-20 |
S2 |
167-24 |
167-24 |
168-24 |
|
S3 |
166-19 |
167-07 |
168-21 |
|
S4 |
165-14 |
166-02 |
168-11 |
|
|
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 |
169-15 |
166-00 |
3-15 |
2.1% |
1-08 |
0.7% |
86% |
True |
False |
6,294 |
10 |
169-15 |
163-03 |
6-12 |
3.8% |
1-09 |
0.8% |
92% |
True |
False |
67,498 |
20 |
169-15 |
163-03 |
6-12 |
3.8% |
1-10 |
0.8% |
92% |
True |
False |
169,655 |
40 |
169-15 |
160-31 |
8-16 |
5.0% |
1-13 |
0.8% |
94% |
True |
False |
196,859 |
60 |
169-15 |
160-31 |
8-16 |
5.0% |
1-14 |
0.8% |
94% |
True |
False |
197,375 |
80 |
169-15 |
160-30 |
8-17 |
5.0% |
1-16 |
0.9% |
94% |
True |
False |
197,919 |
100 |
169-15 |
156-28 |
12-19 |
7.5% |
1-17 |
0.9% |
96% |
True |
False |
158,717 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
174-12 |
2.618 |
172-16 |
1.618 |
171-11 |
1.000 |
170-20 |
0.618 |
170-06 |
HIGH |
169-15 |
0.618 |
169-01 |
0.500 |
168-28 |
0.382 |
168-24 |
LOW |
168-10 |
0.618 |
167-19 |
1.000 |
167-05 |
1.618 |
166-14 |
2.618 |
165-09 |
4.250 |
163-13 |
|
|
Fisher Pivots for day following 09-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
168-30 |
168-24 |
PP |
168-29 |
168-16 |
S1 |
168-28 |
168-09 |
|