ECBOT 30 Year Treasury Bond Future June 2016
| Trading Metrics calculated at close of trading on 10-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2016 |
10-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
168-10 |
168-29 |
0-19 |
0.4% |
168-05 |
| High |
169-15 |
170-11 |
0-28 |
0.5% |
170-11 |
| Low |
168-10 |
168-29 |
0-19 |
0.4% |
167-03 |
| Close |
168-31 |
169-25 |
0-26 |
0.5% |
169-25 |
| Range |
1-05 |
1-14 |
0-09 |
24.3% |
3-08 |
| ATR |
1-11 |
1-11 |
0-00 |
0.5% |
0-00 |
| Volume |
3,822 |
989 |
-2,833 |
-74.1% |
16,234 |
|
| Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174-00 |
173-10 |
170-18 |
|
| R3 |
172-18 |
171-28 |
170-06 |
|
| R2 |
171-04 |
171-04 |
170-01 |
|
| R1 |
170-14 |
170-14 |
169-29 |
170-25 |
| PP |
169-22 |
169-22 |
169-22 |
169-27 |
| S1 |
169-00 |
169-00 |
169-21 |
169-11 |
| S2 |
168-08 |
168-08 |
169-17 |
|
| S3 |
166-26 |
167-18 |
169-12 |
|
| S4 |
165-12 |
166-04 |
169-00 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
178-26 |
177-18 |
171-18 |
|
| R3 |
175-18 |
174-10 |
170-22 |
|
| R2 |
172-10 |
172-10 |
170-12 |
|
| R1 |
171-02 |
171-02 |
170-03 |
171-22 |
| PP |
169-02 |
169-02 |
169-02 |
169-12 |
| S1 |
167-26 |
167-26 |
169-15 |
168-14 |
| S2 |
165-26 |
165-26 |
169-06 |
|
| S3 |
162-18 |
164-18 |
168-28 |
|
| S4 |
159-10 |
161-10 |
168-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
170-11 |
167-03 |
3-08 |
1.9% |
1-03 |
0.6% |
83% |
True |
False |
3,246 |
| 10 |
170-11 |
163-03 |
7-08 |
4.3% |
1-10 |
0.8% |
92% |
True |
False |
33,836 |
| 20 |
170-11 |
163-03 |
7-08 |
4.3% |
1-10 |
0.8% |
92% |
True |
False |
157,083 |
| 40 |
170-11 |
160-31 |
9-12 |
5.5% |
1-13 |
0.8% |
94% |
True |
False |
190,923 |
| 60 |
170-11 |
160-31 |
9-12 |
5.5% |
1-14 |
0.8% |
94% |
True |
False |
193,108 |
| 80 |
170-11 |
160-30 |
9-13 |
5.5% |
1-15 |
0.9% |
94% |
True |
False |
197,884 |
| 100 |
170-11 |
156-29 |
13-14 |
7.9% |
1-17 |
0.9% |
96% |
True |
False |
158,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
176-14 |
|
2.618 |
174-03 |
|
1.618 |
172-21 |
|
1.000 |
171-25 |
|
0.618 |
171-07 |
|
HIGH |
170-11 |
|
0.618 |
169-25 |
|
0.500 |
169-20 |
|
0.382 |
169-15 |
|
LOW |
168-29 |
|
0.618 |
168-01 |
|
1.000 |
167-15 |
|
1.618 |
166-19 |
|
2.618 |
165-05 |
|
4.250 |
162-26 |
|
|
| Fisher Pivots for day following 10-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
169-23 |
169-17 |
| PP |
169-22 |
169-09 |
| S1 |
169-20 |
169-02 |
|