ECBOT 30 Year Treasury Bond Future June 2016


Trading Metrics calculated at close of trading on 13-Jun-2016
Day Change Summary
Previous Current
10-Jun-2016 13-Jun-2016 Change Change % Previous Week
Open 168-29 169-26 0-29 0.5% 168-05
High 170-11 170-09 -0-02 0.0% 170-11
Low 168-29 169-20 0-23 0.4% 167-03
Close 169-25 170-07 0-14 0.3% 169-25
Range 1-14 0-21 -0-25 -54.3% 3-08
ATR 1-11 1-10 -0-02 -3.7% 0-00
Volume 989 1,705 716 72.4% 16,234
Daily Pivots for day following 13-Jun-2016
Classic Woodie Camarilla DeMark
R4 172-00 171-25 170-19
R3 171-11 171-04 170-13
R2 170-22 170-22 170-11
R1 170-15 170-15 170-09 170-18
PP 170-01 170-01 170-01 170-03
S1 169-26 169-26 170-05 169-30
S2 169-12 169-12 170-03
S3 168-23 169-05 170-01
S4 168-02 168-16 169-27
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 178-26 177-18 171-18
R3 175-18 174-10 170-22
R2 172-10 172-10 170-12
R1 171-02 171-02 170-03 171-22
PP 169-02 169-02 169-02 169-12
S1 167-26 167-26 169-15 168-14
S2 165-26 165-26 169-06
S3 162-18 164-18 168-28
S4 159-10 161-10 168-00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 170-11 167-03 3-08 1.9% 1-00 0.6% 96% False False 2,546
10 170-11 163-03 7-08 4.3% 1-10 0.8% 98% False False 12,563
20 170-11 163-03 7-08 4.3% 1-09 0.8% 98% False False 144,099
40 170-11 160-31 9-12 5.5% 1-12 0.8% 99% False False 186,456
60 170-11 160-31 9-12 5.5% 1-13 0.8% 99% False False 188,993
80 170-11 160-30 9-13 5.5% 1-15 0.9% 99% False False 197,823
100 170-11 156-29 13-14 7.9% 1-17 0.9% 99% False False 158,738
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Narrowest range in 74 trading days
Fibonacci Retracements and Extensions
4.250 173-02
2.618 172-00
1.618 171-11
1.000 170-30
0.618 170-22
HIGH 170-09
0.618 170-01
0.500 169-30
0.382 169-28
LOW 169-20
0.618 169-07
1.000 168-31
1.618 168-18
2.618 167-29
4.250 166-27
Fisher Pivots for day following 13-Jun-2016
Pivot 1 day 3 day
R1 170-04 169-30
PP 170-01 169-20
S1 169-30 169-10

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

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