ECBOT 30 Year Treasury Bond Future June 2016


Trading Metrics calculated at close of trading on 07-Jun-2016
Day Change Summary
Previous Current
06-Jun-2016 07-Jun-2016 Change Change % Previous Week
Open 168-05 167-09 -0-28 -0.5% 164-00
High 168-11 168-04 -0-07 -0.1% 168-08
Low 167-07 167-03 -0-04 -0.1% 163-03
Close 167-17 167-29 0-12 0.2% 168-00
Range 1-04 1-01 -0-03 -8.3% 5-05
ATR 1-14 1-13 -0-01 -2.0% 0-00
Volume 5,208 4,409 -799 -15.3% 107,691
Daily Pivots for day following 07-Jun-2016
Classic Woodie Camarilla DeMark
R4 170-26 170-12 168-15
R3 169-25 169-11 168-06
R2 168-24 168-24 168-03
R1 168-10 168-10 168-00 168-17
PP 167-23 167-23 167-23 167-26
S1 167-09 167-09 167-26 167-16
S2 166-22 166-22 167-23
S3 165-21 166-08 167-20
S4 164-20 165-07 167-11
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
5 168-11 164-06 4-05 2.5% 1-16 0.9% 89% False False 12,056
10 168-11 163-03 5-08 3.1% 1-11 0.8% 92% False False 141,831
20 168-11 163-03 5-08 3.1% 1-10 0.8% 92% False False 189,819
40 168-11 160-31 7-12 4.4% 1-14 0.8% 94% False False 206,573
60 168-11 160-30 7-13 4.4% 1-14 0.9% 94% False False 202,783
80 168-11 160-30 7-13 4.4% 1-17 0.9% 94% False False 197,953
100 169-12 156-00 13-12 8.0% 1-17 0.9% 89% False False 158,672
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 172-16
2.618 170-26
1.618 169-25
1.000 169-05
0.618 168-24
HIGH 168-04
0.618 167-23
0.500 167-20
0.382 167-16
LOW 167-03
0.618 166-15
1.000 166-02
1.618 165-14
2.618 164-13
4.250 162-23
Fisher Pivots for day following 07-Jun-2016
Pivot 1 day 3 day
R1 167-26 167-21
PP 167-23 167-13
S1 167-20 167-06

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

View Archives - Comment on this page... - Back to Index of Symbols