ECBOT 30 Year Treasury Bond Future September 2016
Trading Metrics calculated at close of trading on 07-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2016 |
07-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
166-23 |
165-26 |
-0-29 |
-0.5% |
162-21 |
High |
167-00 |
166-22 |
-0-10 |
-0.2% |
166-28 |
Low |
165-23 |
165-20 |
-0-03 |
-0.1% |
161-23 |
Close |
166-03 |
166-15 |
0-12 |
0.2% |
166-19 |
Range |
1-09 |
1-02 |
-0-07 |
-17.1% |
5-05 |
ATR |
1-12 |
1-11 |
-0-01 |
-1.6% |
0-00 |
Volume |
217,660 |
178,079 |
-39,581 |
-18.2% |
1,130,964 |
|
Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169-14 |
169-01 |
167-02 |
|
R3 |
168-12 |
167-31 |
166-24 |
|
R2 |
167-10 |
167-10 |
166-21 |
|
R1 |
166-29 |
166-29 |
166-18 |
167-04 |
PP |
166-08 |
166-08 |
166-08 |
166-12 |
S1 |
165-27 |
165-27 |
166-12 |
166-02 |
S2 |
165-06 |
165-06 |
166-09 |
|
S3 |
164-04 |
164-25 |
166-06 |
|
S4 |
163-02 |
163-23 |
165-28 |
|
|
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 |
167-00 |
162-25 |
4-07 |
2.5% |
1-17 |
0.9% |
87% |
False |
False |
248,234 |
10 |
167-00 |
161-23 |
5-09 |
3.2% |
1-12 |
0.8% |
90% |
False |
False |
235,418 |
20 |
167-00 |
161-23 |
5-09 |
3.2% |
1-10 |
0.8% |
90% |
False |
False |
122,410 |
40 |
167-00 |
159-20 |
7-12 |
4.4% |
1-10 |
0.8% |
93% |
False |
False |
61,431 |
60 |
167-00 |
159-20 |
7-12 |
4.4% |
1-03 |
0.7% |
93% |
False |
False |
40,966 |
80 |
167-00 |
159-20 |
7-12 |
4.4% |
0-27 |
0.5% |
93% |
False |
False |
30,725 |
100 |
168-22 |
156-03 |
12-19 |
7.6% |
0-24 |
0.4% |
82% |
False |
False |
24,580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
171-06 |
2.618 |
169-15 |
1.618 |
168-13 |
1.000 |
167-24 |
0.618 |
167-11 |
HIGH |
166-22 |
0.618 |
166-09 |
0.500 |
166-05 |
0.382 |
166-01 |
LOW |
165-20 |
0.618 |
164-31 |
1.000 |
164-18 |
1.618 |
163-29 |
2.618 |
162-27 |
4.250 |
161-04 |
|
|
Fisher Pivots for day following 07-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
166-12 |
166-08 |
PP |
166-08 |
166-01 |
S1 |
166-05 |
165-26 |
|