ECBOT 30 Year Treasury Bond Future June 2016


Trading Metrics calculated at close of trading on 01-Jun-2016
Day Change Summary
Previous Current
31-May-2016 01-Jun-2016 Change Change % Previous Week
Open 164-00 164-11 0-11 0.2% 164-09
High 164-24 165-30 1-06 0.7% 165-00
Low 163-03 164-06 1-03 0.7% 163-13
Close 164-23 164-30 0-07 0.1% 164-10
Range 1-21 1-24 0-03 5.7% 1-19
ATR 1-11 1-12 0-01 2.1% 0-00
Volume 57,024 24,721 -32,303 -56.6% 1,506,202
Daily Pivots for day following 01-Jun-2016
Classic Woodie Camarilla DeMark
R4 170-09 169-11 165-29
R3 168-17 167-19 165-13
R2 166-25 166-25 165-08
R1 165-27 165-27 165-03 166-10
PP 165-01 165-01 165-01 165-08
S1 164-03 164-03 164-25 164-18
S2 163-09 163-09 164-20
S3 161-17 162-11 164-15
S4 159-25 160-19 163-31
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 169-01 168-08 165-06
R3 167-14 166-21 164-24
R2 165-27 165-27 164-19
R1 165-02 165-02 164-15 165-14
PP 164-08 164-08 164-08 164-14
S1 163-15 163-15 164-05 163-28
S2 162-21 162-21 164-01
S3 161-02 161-28 163-28
S4 159-15 160-09 163-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165-30 163-03 2-27 1.7% 1-07 0.7% 65% True False 209,225
10 165-30 163-03 2-27 1.7% 1-11 0.8% 65% True False 242,161
20 166-29 163-03 3-26 2.3% 1-10 0.8% 48% False False 231,863
40 167-06 160-31 6-07 3.8% 1-14 0.9% 64% False False 222,994
60 167-06 160-30 6-08 3.8% 1-15 0.9% 64% False False 219,664
80 169-12 160-30 8-14 5.1% 1-18 1.0% 47% False False 197,702
100 169-12 154-00 15-12 9.3% 1-17 0.9% 71% False False 158,317
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-10
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 173-12
2.618 170-17
1.618 168-25
1.000 167-22
0.618 167-01
HIGH 165-30
0.618 165-09
0.500 165-02
0.382 164-27
LOW 164-06
0.618 163-03
1.000 162-14
1.618 161-11
2.618 159-19
4.250 156-24
Fisher Pivots for day following 01-Jun-2016
Pivot 1 day 3 day
R1 165-02 164-26
PP 165-01 164-21
S1 164-31 164-16

These figures are updated between 7pm and 10pm EST after a trading day.

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