ECBOT 30 Year Treasury Bond Future June 2016


Trading Metrics calculated at close of trading on 17-Jun-2016
Day Change Summary
Previous Current
16-Jun-2016 17-Jun-2016 Change Change % Previous Week
Open 171-23 171-00 -0-23 -0.4% 169-26
High 172-17 171-12 -1-05 -0.7% 172-17
Low 171-09 170-14 -0-27 -0.5% 169-20
Close 171-20 170-19 -1-01 -0.6% 170-19
Range 1-08 0-30 -0-10 -25.0% 2-29
ATR 1-10 1-10 0-00 -0.7% 0-00
Volume 490 1,021 531 108.4% 7,306
Daily Pivots for day following 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 173-20 173-01 171-04
R3 172-22 172-03 170-27
R2 171-24 171-24 170-24
R1 171-05 171-05 170-22 171-00
PP 170-26 170-26 170-26 170-23
S1 170-07 170-07 170-16 170-02
S2 169-28 169-28 170-14
S3 168-30 169-09 170-11
S4 168-00 168-11 170-02
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 179-20 178-01 172-06
R3 176-23 175-04 171-13
R2 173-26 173-26 171-04
R1 172-07 172-07 170-28 173-00
PP 170-29 170-29 170-29 171-10
S1 169-10 169-10 170-10 170-04
S2 168-00 168-00 170-02
S3 165-03 166-13 169-25
S4 162-06 163-16 169-00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 172-17 169-20 2-29 1.7% 1-01 0.6% 33% False False 1,461
10 172-17 167-03 5-14 3.2% 1-02 0.6% 64% False False 2,354
20 172-17 163-03 9-14 5.5% 1-06 0.7% 79% False False 91,366
40 172-17 160-31 11-18 6.8% 1-10 0.8% 83% False False 162,060
60 172-17 160-31 11-18 6.8% 1-12 0.8% 83% False False 175,990
80 172-17 160-30 11-19 6.8% 1-14 0.8% 83% False False 191,237
100 172-17 157-24 14-25 8.7% 1-17 0.9% 87% False False 158,787
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0-07
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 175-12
2.618 173-27
1.618 172-29
1.000 172-10
0.618 171-31
HIGH 171-12
0.618 171-01
0.500 170-29
0.382 170-25
LOW 170-14
0.618 169-27
1.000 169-16
1.618 168-29
2.618 167-31
4.250 166-14
Fisher Pivots for day following 17-Jun-2016
Pivot 1 day 3 day
R1 170-29 171-07
PP 170-26 171-00
S1 170-22 170-26

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

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