ECBOT 30 Year Treasury Bond Future June 2016


Trading Metrics calculated at close of trading on 16-Jun-2016
Day Change Summary
Previous Current
15-Jun-2016 16-Jun-2016 Change Change % Previous Week
Open 170-12 171-23 1-11 0.8% 168-05
High 171-04 172-17 1-13 0.8% 170-11
Low 169-29 171-09 1-12 0.8% 167-03
Close 170-21 171-20 0-31 0.6% 169-25
Range 1-07 1-08 0-01 2.6% 3-08
ATR 1-09 1-10 0-01 3.3% 0-00
Volume 2,716 490 -2,226 -82.0% 16,234
Daily Pivots for day following 16-Jun-2016
Classic Woodie Camarilla DeMark
R4 175-18 174-27 172-10
R3 174-10 173-19 171-31
R2 173-02 173-02 171-27
R1 172-11 172-11 171-24 172-02
PP 171-26 171-26 171-26 171-22
S1 171-03 171-03 171-16 170-26
S2 170-18 170-18 171-13
S3 169-10 169-27 171-09
S4 168-02 168-19 170-30
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
5 172-17 168-29 3-20 2.1% 1-05 0.7% 75% True False 1,454
10 172-17 166-00 6-17 3.8% 1-06 0.7% 86% True False 3,874
20 172-17 163-03 9-14 5.5% 1-07 0.7% 90% True False 104,810
40 172-17 160-31 11-18 6.7% 1-11 0.8% 92% True False 169,224
60 172-17 160-31 11-18 6.7% 1-13 0.8% 92% True False 179,455
80 172-17 160-30 11-19 6.8% 1-14 0.8% 92% True False 194,907
100 172-17 157-24 14-25 8.6% 1-17 0.9% 94% True False 158,780
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-06
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 177-27
2.618 175-26
1.618 174-18
1.000 173-25
0.618 173-10
HIGH 172-17
0.618 172-02
0.500 171-29
0.382 171-24
LOW 171-09
0.618 170-16
1.000 170-01
1.618 169-08
2.618 168-00
4.250 165-31
Fisher Pivots for day following 16-Jun-2016
Pivot 1 day 3 day
R1 171-29 171-16
PP 171-26 171-11
S1 171-23 171-07

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

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