ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 15-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2016 |
15-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
170-11 |
170-12 |
0-01 |
0.0% |
168-05 |
| High |
171-09 |
171-04 |
-0-05 |
-0.1% |
170-11 |
| Low |
170-04 |
169-29 |
-0-07 |
-0.1% |
167-03 |
| Close |
170-12 |
170-21 |
0-09 |
0.2% |
169-25 |
| Range |
1-05 |
1-07 |
0-02 |
5.4% |
3-08 |
| ATR |
1-09 |
1-09 |
0-00 |
-0.4% |
0-00 |
| Volume |
1,374 |
2,716 |
1,342 |
97.7% |
16,234 |
|
| Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174-07 |
173-21 |
171-10 |
|
| R3 |
173-00 |
172-14 |
171-00 |
|
| R2 |
171-25 |
171-25 |
170-28 |
|
| R1 |
171-07 |
171-07 |
170-25 |
171-16 |
| PP |
170-18 |
170-18 |
170-18 |
170-22 |
| S1 |
170-00 |
170-00 |
170-17 |
170-09 |
| S2 |
169-11 |
169-11 |
170-14 |
|
| S3 |
168-04 |
168-25 |
170-10 |
|
| S4 |
166-29 |
167-18 |
170-00 |
|
|
| 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 |
168-10 |
2-31 |
1.7% |
1-04 |
0.7% |
79% |
False |
False |
2,121 |
| 10 |
171-09 |
165-03 |
6-06 |
3.6% |
1-07 |
0.7% |
90% |
False |
False |
4,797 |
| 20 |
171-09 |
163-03 |
8-06 |
4.8% |
1-09 |
0.7% |
92% |
False |
False |
123,479 |
| 40 |
171-09 |
160-31 |
10-10 |
6.0% |
1-12 |
0.8% |
94% |
False |
False |
176,251 |
| 60 |
171-09 |
160-31 |
10-10 |
6.0% |
1-13 |
0.8% |
94% |
False |
False |
182,974 |
| 80 |
171-09 |
160-30 |
10-11 |
6.1% |
1-15 |
0.9% |
94% |
False |
False |
196,987 |
| 100 |
171-09 |
157-23 |
13-18 |
7.9% |
1-17 |
0.9% |
95% |
False |
False |
158,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
176-10 |
|
2.618 |
174-10 |
|
1.618 |
173-03 |
|
1.000 |
172-11 |
|
0.618 |
171-28 |
|
HIGH |
171-04 |
|
0.618 |
170-21 |
|
0.500 |
170-16 |
|
0.382 |
170-12 |
|
LOW |
169-29 |
|
0.618 |
169-05 |
|
1.000 |
168-22 |
|
1.618 |
167-30 |
|
2.618 |
166-23 |
|
4.250 |
164-23 |
|
|
| Fisher Pivots for day following 15-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
170-20 |
170-19 |
| PP |
170-18 |
170-17 |
| S1 |
170-16 |
170-14 |
|