ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 08-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2016 |
08-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
167-09 |
167-24 |
0-15 |
0.3% |
164-00 |
| High |
168-04 |
168-16 |
0-12 |
0.2% |
168-08 |
| Low |
167-03 |
167-24 |
0-21 |
0.4% |
163-03 |
| Close |
167-29 |
168-09 |
0-12 |
0.2% |
168-00 |
| Range |
1-01 |
0-24 |
-0-09 |
-27.3% |
5-05 |
| ATR |
1-13 |
1-11 |
-0-01 |
-3.3% |
0-00 |
| Volume |
4,409 |
1,806 |
-2,603 |
-59.0% |
107,691 |
|
| Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170-14 |
170-03 |
168-22 |
|
| R3 |
169-22 |
169-11 |
168-16 |
|
| R2 |
168-30 |
168-30 |
168-13 |
|
| R1 |
168-19 |
168-19 |
168-11 |
168-24 |
| PP |
168-06 |
168-06 |
168-06 |
168-08 |
| S1 |
167-27 |
167-27 |
168-07 |
168-00 |
| S2 |
167-14 |
167-14 |
168-05 |
|
| S3 |
166-22 |
167-03 |
168-02 |
|
| S4 |
165-30 |
166-11 |
167-28 |
|
|
| 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 |
168-16 |
165-03 |
3-13 |
2.0% |
1-09 |
0.8% |
94% |
True |
False |
7,473 |
| 10 |
168-16 |
163-03 |
5-13 |
3.2% |
1-08 |
0.8% |
96% |
True |
False |
108,349 |
| 20 |
168-16 |
163-03 |
5-13 |
3.2% |
1-10 |
0.8% |
96% |
True |
False |
179,872 |
| 40 |
168-16 |
160-31 |
7-17 |
4.5% |
1-13 |
0.8% |
97% |
True |
False |
201,905 |
| 60 |
168-16 |
160-31 |
7-17 |
4.5% |
1-14 |
0.9% |
97% |
True |
False |
200,246 |
| 80 |
168-16 |
160-30 |
7-18 |
4.5% |
1-16 |
0.9% |
97% |
True |
False |
197,919 |
| 100 |
169-12 |
156-28 |
12-16 |
7.4% |
1-17 |
0.9% |
91% |
False |
False |
158,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
171-22 |
|
2.618 |
170-15 |
|
1.618 |
169-23 |
|
1.000 |
169-08 |
|
0.618 |
168-31 |
|
HIGH |
168-16 |
|
0.618 |
168-07 |
|
0.500 |
168-04 |
|
0.382 |
168-01 |
|
LOW |
167-24 |
|
0.618 |
167-09 |
|
1.000 |
167-00 |
|
1.618 |
166-17 |
|
2.618 |
165-25 |
|
4.250 |
164-18 |
|
|
| Fisher Pivots for day following 08-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
168-07 |
168-04 |
| PP |
168-06 |
167-31 |
| S1 |
168-04 |
167-26 |
|