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 |
|
|
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 |
|