ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 03-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2016 |
03-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
165-06 |
166-05 |
0-31 |
0.6% |
164-00 |
| High |
166-13 |
168-08 |
1-27 |
1.1% |
168-08 |
| Low |
165-03 |
166-00 |
0-29 |
0.5% |
163-03 |
| Close |
166-02 |
168-00 |
1-30 |
1.2% |
168-00 |
| Range |
1-10 |
2-08 |
0-30 |
71.4% |
5-05 |
| ATR |
1-12 |
1-14 |
0-02 |
4.4% |
0-00 |
| Volume |
9,717 |
16,229 |
6,512 |
67.0% |
107,691 |
|
| Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174-05 |
173-11 |
169-08 |
|
| R3 |
171-29 |
171-03 |
168-20 |
|
| R2 |
169-21 |
169-21 |
168-13 |
|
| R1 |
168-27 |
168-27 |
168-07 |
169-08 |
| PP |
167-13 |
167-13 |
167-13 |
167-20 |
| S1 |
166-19 |
166-19 |
167-25 |
167-00 |
| S2 |
165-05 |
165-05 |
167-19 |
|
| S3 |
162-29 |
164-11 |
167-12 |
|
| S4 |
160-21 |
162-03 |
166-24 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
181-29 |
180-04 |
170-27 |
|
| R3 |
176-24 |
174-31 |
169-13 |
|
| R2 |
171-19 |
171-19 |
168-30 |
|
| R1 |
169-26 |
169-26 |
168-15 |
170-22 |
| PP |
166-14 |
166-14 |
166-14 |
166-29 |
| S1 |
164-21 |
164-21 |
167-17 |
165-18 |
| S2 |
161-09 |
161-09 |
167-02 |
|
| S3 |
156-04 |
159-16 |
166-19 |
|
| S4 |
150-31 |
154-11 |
165-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
168-08 |
163-03 |
5-05 |
3.1% |
1-17 |
0.9% |
95% |
True |
False |
64,425 |
| 10 |
168-08 |
163-03 |
5-05 |
3.1% |
1-10 |
0.8% |
95% |
True |
False |
180,378 |
| 20 |
168-08 |
163-03 |
5-05 |
3.1% |
1-11 |
0.8% |
95% |
True |
False |
211,653 |
| 40 |
168-08 |
160-31 |
7-09 |
4.3% |
1-14 |
0.9% |
97% |
True |
False |
214,313 |
| 60 |
168-08 |
160-30 |
7-10 |
4.4% |
1-15 |
0.9% |
97% |
True |
False |
212,000 |
| 80 |
169-12 |
160-30 |
8-14 |
5.0% |
1-18 |
0.9% |
84% |
False |
False |
197,947 |
| 100 |
169-12 |
154-00 |
15-12 |
9.2% |
1-18 |
0.9% |
91% |
False |
False |
158,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
177-26 |
|
2.618 |
174-04 |
|
1.618 |
171-28 |
|
1.000 |
170-16 |
|
0.618 |
169-20 |
|
HIGH |
168-08 |
|
0.618 |
167-12 |
|
0.500 |
167-04 |
|
0.382 |
166-28 |
|
LOW |
166-00 |
|
0.618 |
164-20 |
|
1.000 |
163-24 |
|
1.618 |
162-12 |
|
2.618 |
160-04 |
|
4.250 |
156-14 |
|
|
| Fisher Pivots for day following 03-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
167-23 |
167-13 |
| PP |
167-13 |
166-26 |
| S1 |
167-04 |
166-07 |
|