ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 13-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2016 |
13-May-2016 |
Change |
Change % |
Previous Week |
| Open |
166-07 |
165-19 |
-0-20 |
-0.4% |
165-02 |
| High |
166-13 |
166-26 |
0-13 |
0.2% |
166-26 |
| Low |
165-01 |
165-17 |
0-16 |
0.3% |
164-23 |
| Close |
165-14 |
166-23 |
1-09 |
0.8% |
166-23 |
| Range |
1-12 |
1-09 |
-0-03 |
-6.8% |
2-03 |
| ATR |
1-15 |
1-15 |
0-00 |
-0.4% |
0-00 |
| Volume |
252,437 |
261,380 |
8,943 |
3.5% |
1,102,245 |
|
| Daily Pivots for day following 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170-06 |
169-24 |
167-14 |
|
| R3 |
168-29 |
168-15 |
167-02 |
|
| R2 |
167-20 |
167-20 |
166-31 |
|
| R1 |
167-06 |
167-06 |
166-27 |
167-13 |
| PP |
166-11 |
166-11 |
166-11 |
166-15 |
| S1 |
165-29 |
165-29 |
166-19 |
166-04 |
| S2 |
165-02 |
165-02 |
166-15 |
|
| S3 |
163-25 |
164-20 |
166-12 |
|
| S4 |
162-16 |
163-11 |
166-00 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172-12 |
171-20 |
167-28 |
|
| R3 |
170-09 |
169-17 |
167-09 |
|
| R2 |
168-06 |
168-06 |
167-03 |
|
| R1 |
167-14 |
167-14 |
166-29 |
167-26 |
| PP |
166-03 |
166-03 |
166-03 |
166-08 |
| S1 |
165-11 |
165-11 |
166-17 |
165-23 |
| S2 |
164-00 |
164-00 |
166-11 |
|
| S3 |
161-29 |
163-08 |
166-05 |
|
| S4 |
159-26 |
161-05 |
165-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
166-26 |
164-23 |
2-03 |
1.3% |
1-05 |
0.7% |
96% |
True |
False |
220,449 |
| 10 |
166-26 |
161-30 |
4-28 |
2.9% |
1-14 |
0.9% |
98% |
True |
False |
225,267 |
| 20 |
166-26 |
160-31 |
5-27 |
3.5% |
1-16 |
0.9% |
98% |
True |
False |
228,812 |
| 40 |
167-06 |
160-31 |
6-07 |
3.7% |
1-15 |
0.9% |
92% |
False |
False |
211,440 |
| 60 |
167-15 |
160-30 |
6-17 |
3.9% |
1-17 |
0.9% |
89% |
False |
False |
215,730 |
| 80 |
169-12 |
156-29 |
12-15 |
7.5% |
1-19 |
1.0% |
79% |
False |
False |
162,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
172-08 |
|
2.618 |
170-05 |
|
1.618 |
168-28 |
|
1.000 |
168-03 |
|
0.618 |
167-19 |
|
HIGH |
166-26 |
|
0.618 |
166-10 |
|
0.500 |
166-06 |
|
0.382 |
166-01 |
|
LOW |
165-17 |
|
0.618 |
164-24 |
|
1.000 |
164-08 |
|
1.618 |
163-15 |
|
2.618 |
162-06 |
|
4.250 |
160-03 |
|
|
| Fisher Pivots for day following 13-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
166-17 |
166-14 |
| PP |
166-11 |
166-06 |
| S1 |
166-06 |
165-30 |
|