ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 06-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2016 |
06-May-2016 |
Change |
Change % |
Previous Week |
| Open |
164-18 |
165-12 |
0-26 |
0.5% |
163-01 |
| High |
165-22 |
166-16 |
0-26 |
0.5% |
166-16 |
| Low |
163-31 |
164-28 |
0-29 |
0.6% |
161-30 |
| Close |
165-13 |
165-01 |
-0-12 |
-0.2% |
165-01 |
| Range |
1-23 |
1-20 |
-0-03 |
-5.5% |
4-18 |
| ATR |
1-18 |
1-18 |
0-00 |
0.2% |
0-00 |
| Volume |
221,754 |
266,767 |
45,013 |
20.3% |
1,150,427 |
|
| Daily Pivots for day following 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170-11 |
169-10 |
165-30 |
|
| R3 |
168-23 |
167-22 |
165-15 |
|
| R2 |
167-03 |
167-03 |
165-11 |
|
| R1 |
166-02 |
166-02 |
165-06 |
165-24 |
| PP |
165-15 |
165-15 |
165-15 |
165-10 |
| S1 |
164-14 |
164-14 |
164-28 |
164-04 |
| S2 |
163-27 |
163-27 |
164-23 |
|
| S3 |
162-07 |
162-26 |
164-19 |
|
| S4 |
160-19 |
161-06 |
164-04 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
178-06 |
176-05 |
167-17 |
|
| R3 |
173-20 |
171-19 |
166-09 |
|
| R2 |
169-02 |
169-02 |
165-28 |
|
| R1 |
167-01 |
167-01 |
165-14 |
168-02 |
| PP |
164-16 |
164-16 |
164-16 |
165-00 |
| S1 |
162-15 |
162-15 |
164-20 |
163-16 |
| S2 |
159-30 |
159-30 |
164-06 |
|
| S3 |
155-12 |
157-29 |
163-25 |
|
| S4 |
150-26 |
153-11 |
162-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
166-16 |
161-30 |
4-18 |
2.8% |
1-23 |
1.0% |
68% |
True |
False |
230,085 |
| 10 |
166-16 |
160-31 |
5-17 |
3.4% |
1-18 |
0.9% |
73% |
True |
False |
228,922 |
| 20 |
166-25 |
160-31 |
5-26 |
3.5% |
1-17 |
0.9% |
70% |
False |
False |
222,148 |
| 40 |
167-06 |
160-30 |
6-08 |
3.8% |
1-16 |
0.9% |
66% |
False |
False |
210,282 |
| 60 |
169-12 |
160-30 |
8-14 |
5.1% |
1-20 |
1.0% |
49% |
False |
False |
197,745 |
| 80 |
169-12 |
155-15 |
13-29 |
8.4% |
1-19 |
1.0% |
69% |
False |
False |
148,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
173-13 |
|
2.618 |
170-24 |
|
1.618 |
169-04 |
|
1.000 |
168-04 |
|
0.618 |
167-16 |
|
HIGH |
166-16 |
|
0.618 |
165-28 |
|
0.500 |
165-22 |
|
0.382 |
165-16 |
|
LOW |
164-28 |
|
0.618 |
163-28 |
|
1.000 |
163-08 |
|
1.618 |
162-08 |
|
2.618 |
160-20 |
|
4.250 |
157-31 |
|
|
| Fisher Pivots for day following 06-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
165-22 |
165-00 |
| PP |
165-15 |
165-00 |
| S1 |
165-08 |
164-31 |
|