ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 16-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2016 |
16-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
170-12 |
171-23 |
1-11 |
0.8% |
168-05 |
| High |
171-04 |
172-17 |
1-13 |
0.8% |
170-11 |
| Low |
169-29 |
171-09 |
1-12 |
0.8% |
167-03 |
| Close |
170-21 |
171-20 |
0-31 |
0.6% |
169-25 |
| Range |
1-07 |
1-08 |
0-01 |
2.6% |
3-08 |
| ATR |
1-09 |
1-10 |
0-01 |
3.3% |
0-00 |
| Volume |
2,716 |
490 |
-2,226 |
-82.0% |
16,234 |
|
| Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
175-18 |
174-27 |
172-10 |
|
| R3 |
174-10 |
173-19 |
171-31 |
|
| R2 |
173-02 |
173-02 |
171-27 |
|
| R1 |
172-11 |
172-11 |
171-24 |
172-02 |
| PP |
171-26 |
171-26 |
171-26 |
171-22 |
| S1 |
171-03 |
171-03 |
171-16 |
170-26 |
| S2 |
170-18 |
170-18 |
171-13 |
|
| S3 |
169-10 |
169-27 |
171-09 |
|
| S4 |
168-02 |
168-19 |
170-30 |
|
|
| 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 |
172-17 |
168-29 |
3-20 |
2.1% |
1-05 |
0.7% |
75% |
True |
False |
1,454 |
| 10 |
172-17 |
166-00 |
6-17 |
3.8% |
1-06 |
0.7% |
86% |
True |
False |
3,874 |
| 20 |
172-17 |
163-03 |
9-14 |
5.5% |
1-07 |
0.7% |
90% |
True |
False |
104,810 |
| 40 |
172-17 |
160-31 |
11-18 |
6.7% |
1-11 |
0.8% |
92% |
True |
False |
169,224 |
| 60 |
172-17 |
160-31 |
11-18 |
6.7% |
1-13 |
0.8% |
92% |
True |
False |
179,455 |
| 80 |
172-17 |
160-30 |
11-19 |
6.8% |
1-14 |
0.8% |
92% |
True |
False |
194,907 |
| 100 |
172-17 |
157-24 |
14-25 |
8.6% |
1-17 |
0.9% |
94% |
True |
False |
158,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
177-27 |
|
2.618 |
175-26 |
|
1.618 |
174-18 |
|
1.000 |
173-25 |
|
0.618 |
173-10 |
|
HIGH |
172-17 |
|
0.618 |
172-02 |
|
0.500 |
171-29 |
|
0.382 |
171-24 |
|
LOW |
171-09 |
|
0.618 |
170-16 |
|
1.000 |
170-01 |
|
1.618 |
169-08 |
|
2.618 |
168-00 |
|
4.250 |
165-31 |
|
|
| Fisher Pivots for day following 16-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
171-29 |
171-16 |
| PP |
171-26 |
171-11 |
| S1 |
171-23 |
171-07 |
|