ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 03-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2016 |
03-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
163-26 |
164-25 |
0-31 |
0.6% |
162-21 |
| High |
165-00 |
166-28 |
1-28 |
1.1% |
166-28 |
| Low |
163-22 |
164-19 |
0-29 |
0.6% |
161-23 |
| Close |
164-21 |
166-19 |
1-30 |
1.2% |
166-19 |
| Range |
1-10 |
2-09 |
0-31 |
73.8% |
5-05 |
| ATR |
1-10 |
1-12 |
0-02 |
5.4% |
0-00 |
| Volume |
233,237 |
329,640 |
96,403 |
41.3% |
1,130,964 |
|
| Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172-28 |
172-00 |
167-27 |
|
| R3 |
170-19 |
169-23 |
167-07 |
|
| R2 |
168-10 |
168-10 |
167-00 |
|
| R1 |
167-14 |
167-14 |
166-26 |
167-28 |
| PP |
166-01 |
166-01 |
166-01 |
166-08 |
| S1 |
165-05 |
165-05 |
166-12 |
165-19 |
| S2 |
163-24 |
163-24 |
166-06 |
|
| S3 |
161-15 |
162-28 |
165-31 |
|
| S4 |
159-06 |
160-19 |
165-11 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
180-17 |
178-23 |
169-14 |
|
| R3 |
175-12 |
173-18 |
168-00 |
|
| R2 |
170-07 |
170-07 |
167-17 |
|
| R1 |
168-13 |
168-13 |
167-02 |
169-10 |
| PP |
165-02 |
165-02 |
165-02 |
165-16 |
| S1 |
163-08 |
163-08 |
166-04 |
164-05 |
| S2 |
159-29 |
159-29 |
165-21 |
|
| S3 |
154-24 |
158-03 |
165-06 |
|
| S4 |
149-19 |
152-30 |
163-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
166-28 |
161-23 |
5-05 |
3.1% |
1-18 |
0.9% |
95% |
True |
False |
263,057 |
| 10 |
166-28 |
161-23 |
5-05 |
3.1% |
1-10 |
0.8% |
95% |
True |
False |
202,926 |
| 20 |
166-28 |
161-23 |
5-05 |
3.1% |
1-10 |
0.8% |
95% |
True |
False |
102,677 |
| 40 |
166-28 |
159-20 |
7-08 |
4.4% |
1-09 |
0.8% |
96% |
True |
False |
51,542 |
| 60 |
166-28 |
159-20 |
7-08 |
4.4% |
1-02 |
0.6% |
96% |
True |
False |
34,371 |
| 80 |
168-22 |
159-20 |
9-02 |
5.4% |
0-28 |
0.5% |
77% |
False |
False |
25,778 |
| 100 |
168-22 |
156-03 |
12-19 |
7.6% |
0-23 |
0.4% |
83% |
False |
False |
20,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
176-18 |
|
2.618 |
172-27 |
|
1.618 |
170-18 |
|
1.000 |
169-05 |
|
0.618 |
168-09 |
|
HIGH |
166-28 |
|
0.618 |
166-00 |
|
0.500 |
165-24 |
|
0.382 |
165-15 |
|
LOW |
164-19 |
|
0.618 |
163-06 |
|
1.000 |
162-10 |
|
1.618 |
160-29 |
|
2.618 |
158-20 |
|
4.250 |
154-29 |
|
|
| Fisher Pivots for day following 03-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
166-10 |
166-00 |
| PP |
166-01 |
165-13 |
| S1 |
165-24 |
164-26 |
|