ECBOT 30 Year Treasury Bond Future September 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 |
168-31 |
169-19 |
0-20 |
0.4% |
166-23 |
| High |
169-24 |
171-07 |
1-15 |
0.9% |
168-30 |
| Low |
168-14 |
169-18 |
1-04 |
0.7% |
165-20 |
| Close |
169-07 |
170-06 |
0-31 |
0.6% |
168-11 |
| Range |
1-10 |
1-21 |
0-11 |
26.2% |
3-10 |
| ATR |
1-09 |
1-11 |
0-02 |
3.9% |
0-00 |
| Volume |
223,135 |
316,496 |
93,361 |
41.8% |
1,125,703 |
|
| Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
175-09 |
174-13 |
171-03 |
|
| R3 |
173-20 |
172-24 |
170-21 |
|
| R2 |
171-31 |
171-31 |
170-16 |
|
| R1 |
171-03 |
171-03 |
170-11 |
171-17 |
| PP |
170-10 |
170-10 |
170-10 |
170-18 |
| S1 |
169-14 |
169-14 |
170-01 |
169-28 |
| S2 |
168-21 |
168-21 |
169-28 |
|
| S3 |
167-00 |
167-25 |
169-23 |
|
| S4 |
165-11 |
166-04 |
169-09 |
|
|
| 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 |
171-07 |
167-13 |
3-26 |
2.2% |
1-10 |
0.8% |
73% |
True |
False |
265,784 |
| 10 |
171-07 |
164-19 |
6-20 |
3.9% |
1-11 |
0.8% |
84% |
True |
False |
251,291 |
| 20 |
171-07 |
161-23 |
9-16 |
5.6% |
1-09 |
0.7% |
89% |
True |
False |
211,171 |
| 40 |
171-07 |
159-20 |
11-19 |
6.8% |
1-09 |
0.8% |
91% |
True |
False |
106,087 |
| 60 |
171-07 |
159-20 |
11-19 |
6.8% |
1-06 |
0.7% |
91% |
True |
False |
70,758 |
| 80 |
171-07 |
159-20 |
11-19 |
6.8% |
0-31 |
0.6% |
91% |
True |
False |
53,069 |
| 100 |
171-07 |
158-21 |
12-18 |
7.4% |
0-26 |
0.5% |
92% |
True |
False |
42,455 |
| 120 |
171-07 |
151-30 |
19-09 |
11.3% |
0-22 |
0.4% |
95% |
True |
False |
35,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
178-08 |
|
2.618 |
175-18 |
|
1.618 |
173-29 |
|
1.000 |
172-28 |
|
0.618 |
172-08 |
|
HIGH |
171-07 |
|
0.618 |
170-19 |
|
0.500 |
170-12 |
|
0.382 |
170-06 |
|
LOW |
169-18 |
|
0.618 |
168-17 |
|
1.000 |
167-29 |
|
1.618 |
166-28 |
|
2.618 |
165-07 |
|
4.250 |
162-17 |
|
|
| Fisher Pivots for day following 16-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
170-12 |
170-02 |
| PP |
170-10 |
169-30 |
| S1 |
170-08 |
169-26 |
|