ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 14-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2016 |
14-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
168-14 |
168-28 |
0-14 |
0.3% |
166-23 |
| High |
168-30 |
169-30 |
1-00 |
0.6% |
168-30 |
| Low |
168-05 |
168-20 |
0-15 |
0.3% |
165-20 |
| Close |
168-25 |
168-30 |
0-05 |
0.1% |
168-11 |
| Range |
0-25 |
1-10 |
0-17 |
68.0% |
3-10 |
| ATR |
1-09 |
1-09 |
0-00 |
0.1% |
0-00 |
| Volume |
219,632 |
298,311 |
78,679 |
35.8% |
1,125,703 |
|
| Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173-03 |
172-11 |
169-21 |
|
| R3 |
171-25 |
171-01 |
169-10 |
|
| R2 |
170-15 |
170-15 |
169-06 |
|
| R1 |
169-23 |
169-23 |
169-02 |
170-03 |
| PP |
169-05 |
169-05 |
169-05 |
169-12 |
| S1 |
168-13 |
168-13 |
168-26 |
168-25 |
| S2 |
167-27 |
167-27 |
168-22 |
|
| S3 |
166-17 |
167-03 |
168-18 |
|
| S4 |
165-07 |
165-25 |
168-07 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
177-18 |
176-09 |
170-05 |
|
| R3 |
174-08 |
172-31 |
169-08 |
|
| R2 |
170-30 |
170-30 |
168-30 |
|
| R1 |
169-21 |
169-21 |
168-21 |
170-10 |
| PP |
167-20 |
167-20 |
167-20 |
167-31 |
| S1 |
166-11 |
166-11 |
168-01 |
167-00 |
| S2 |
164-10 |
164-10 |
167-24 |
|
| S3 |
161-00 |
163-01 |
167-14 |
|
| S4 |
157-22 |
159-23 |
166-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
169-30 |
166-09 |
3-21 |
2.2% |
1-05 |
0.7% |
73% |
True |
False |
249,581 |
| 10 |
169-30 |
162-25 |
7-05 |
4.2% |
1-11 |
0.8% |
86% |
True |
False |
248,908 |
| 20 |
169-30 |
161-23 |
8-07 |
4.9% |
1-10 |
0.8% |
88% |
True |
False |
184,559 |
| 40 |
169-30 |
159-20 |
10-10 |
6.1% |
1-10 |
0.8% |
90% |
True |
False |
92,599 |
| 60 |
169-30 |
159-20 |
10-10 |
6.1% |
1-05 |
0.7% |
90% |
True |
False |
61,764 |
| 80 |
169-30 |
159-20 |
10-10 |
6.1% |
0-30 |
0.6% |
90% |
True |
False |
46,324 |
| 100 |
169-30 |
157-21 |
12-09 |
7.3% |
0-25 |
0.5% |
92% |
True |
False |
37,059 |
| 120 |
169-30 |
151-30 |
18-00 |
10.7% |
0-21 |
0.4% |
94% |
True |
False |
30,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
175-16 |
|
2.618 |
173-12 |
|
1.618 |
172-02 |
|
1.000 |
171-08 |
|
0.618 |
170-24 |
|
HIGH |
169-30 |
|
0.618 |
169-14 |
|
0.500 |
169-09 |
|
0.382 |
169-04 |
|
LOW |
168-20 |
|
0.618 |
167-26 |
|
1.000 |
167-10 |
|
1.618 |
166-16 |
|
2.618 |
165-06 |
|
4.250 |
163-02 |
|
|
| Fisher Pivots for day following 14-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
169-09 |
168-27 |
| PP |
169-05 |
168-24 |
| S1 |
169-02 |
168-22 |
|