ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 14-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2016 |
14-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
169-26 |
170-11 |
0-17 |
0.3% |
168-05 |
| High |
170-09 |
171-09 |
1-00 |
0.6% |
170-11 |
| Low |
169-20 |
170-04 |
0-16 |
0.3% |
167-03 |
| Close |
170-07 |
170-12 |
0-05 |
0.1% |
169-25 |
| Range |
0-21 |
1-05 |
0-16 |
76.2% |
3-08 |
| ATR |
1-10 |
1-09 |
0-00 |
-0.8% |
0-00 |
| Volume |
1,705 |
1,374 |
-331 |
-19.4% |
16,234 |
|
| Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174-02 |
173-12 |
171-00 |
|
| R3 |
172-29 |
172-07 |
170-22 |
|
| R2 |
171-24 |
171-24 |
170-19 |
|
| R1 |
171-02 |
171-02 |
170-15 |
171-13 |
| PP |
170-19 |
170-19 |
170-19 |
170-24 |
| S1 |
169-29 |
169-29 |
170-09 |
170-08 |
| S2 |
169-14 |
169-14 |
170-05 |
|
| S3 |
168-09 |
168-24 |
170-02 |
|
| S4 |
167-04 |
167-19 |
169-24 |
|
|
| 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 |
171-09 |
167-24 |
3-17 |
2.1% |
1-01 |
0.6% |
74% |
True |
False |
1,939 |
| 10 |
171-09 |
164-06 |
7-03 |
4.2% |
1-08 |
0.7% |
87% |
True |
False |
6,998 |
| 20 |
171-09 |
163-03 |
8-06 |
4.8% |
1-09 |
0.7% |
89% |
True |
False |
134,749 |
| 40 |
171-09 |
160-31 |
10-10 |
6.1% |
1-12 |
0.8% |
91% |
True |
False |
181,595 |
| 60 |
171-09 |
160-31 |
10-10 |
6.1% |
1-13 |
0.8% |
91% |
True |
False |
186,011 |
| 80 |
171-09 |
160-30 |
10-11 |
6.1% |
1-15 |
0.9% |
91% |
True |
False |
197,749 |
| 100 |
171-09 |
156-29 |
14-12 |
8.4% |
1-17 |
0.9% |
94% |
True |
False |
158,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
176-06 |
|
2.618 |
174-10 |
|
1.618 |
173-05 |
|
1.000 |
172-14 |
|
0.618 |
172-00 |
|
HIGH |
171-09 |
|
0.618 |
170-27 |
|
0.500 |
170-22 |
|
0.382 |
170-18 |
|
LOW |
170-04 |
|
0.618 |
169-13 |
|
1.000 |
168-31 |
|
1.618 |
168-08 |
|
2.618 |
167-03 |
|
4.250 |
165-07 |
|
|
| Fisher Pivots for day following 14-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
170-22 |
170-09 |
| PP |
170-19 |
170-06 |
| S1 |
170-16 |
170-03 |
|