ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 17-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2016 |
17-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
171-23 |
171-00 |
-0-23 |
-0.4% |
169-26 |
| High |
172-17 |
171-12 |
-1-05 |
-0.7% |
172-17 |
| Low |
171-09 |
170-14 |
-0-27 |
-0.5% |
169-20 |
| Close |
171-20 |
170-19 |
-1-01 |
-0.6% |
170-19 |
| Range |
1-08 |
0-30 |
-0-10 |
-25.0% |
2-29 |
| ATR |
1-10 |
1-10 |
0-00 |
-0.7% |
0-00 |
| Volume |
490 |
1,021 |
531 |
108.4% |
7,306 |
|
| Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173-20 |
173-01 |
171-04 |
|
| R3 |
172-22 |
172-03 |
170-27 |
|
| R2 |
171-24 |
171-24 |
170-24 |
|
| R1 |
171-05 |
171-05 |
170-22 |
171-00 |
| PP |
170-26 |
170-26 |
170-26 |
170-23 |
| S1 |
170-07 |
170-07 |
170-16 |
170-02 |
| S2 |
169-28 |
169-28 |
170-14 |
|
| S3 |
168-30 |
169-09 |
170-11 |
|
| S4 |
168-00 |
168-11 |
170-02 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
179-20 |
178-01 |
172-06 |
|
| R3 |
176-23 |
175-04 |
171-13 |
|
| R2 |
173-26 |
173-26 |
171-04 |
|
| R1 |
172-07 |
172-07 |
170-28 |
173-00 |
| PP |
170-29 |
170-29 |
170-29 |
171-10 |
| S1 |
169-10 |
169-10 |
170-10 |
170-04 |
| S2 |
168-00 |
168-00 |
170-02 |
|
| S3 |
165-03 |
166-13 |
169-25 |
|
| S4 |
162-06 |
163-16 |
169-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
172-17 |
169-20 |
2-29 |
1.7% |
1-01 |
0.6% |
33% |
False |
False |
1,461 |
| 10 |
172-17 |
167-03 |
5-14 |
3.2% |
1-02 |
0.6% |
64% |
False |
False |
2,354 |
| 20 |
172-17 |
163-03 |
9-14 |
5.5% |
1-06 |
0.7% |
79% |
False |
False |
91,366 |
| 40 |
172-17 |
160-31 |
11-18 |
6.8% |
1-10 |
0.8% |
83% |
False |
False |
162,060 |
| 60 |
172-17 |
160-31 |
11-18 |
6.8% |
1-12 |
0.8% |
83% |
False |
False |
175,990 |
| 80 |
172-17 |
160-30 |
11-19 |
6.8% |
1-14 |
0.8% |
83% |
False |
False |
191,237 |
| 100 |
172-17 |
157-24 |
14-25 |
8.7% |
1-17 |
0.9% |
87% |
False |
False |
158,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
175-12 |
|
2.618 |
173-27 |
|
1.618 |
172-29 |
|
1.000 |
172-10 |
|
0.618 |
171-31 |
|
HIGH |
171-12 |
|
0.618 |
171-01 |
|
0.500 |
170-29 |
|
0.382 |
170-25 |
|
LOW |
170-14 |
|
0.618 |
169-27 |
|
1.000 |
169-16 |
|
1.618 |
168-29 |
|
2.618 |
167-31 |
|
4.250 |
166-14 |
|
|
| Fisher Pivots for day following 17-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
170-29 |
171-07 |
| PP |
170-26 |
171-00 |
| S1 |
170-22 |
170-26 |
|