ECBOT 30 Year Treasury Bond Future September 2016
Trading Metrics calculated at close of trading on 22-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2016 |
22-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
167-20 |
167-09 |
-0-11 |
-0.2% |
168-14 |
High |
168-10 |
167-28 |
-0-14 |
-0.3% |
171-07 |
Low |
167-05 |
167-04 |
-0-01 |
0.0% |
168-05 |
Close |
167-19 |
167-23 |
0-04 |
0.1% |
169-05 |
Range |
1-05 |
0-24 |
-0-13 |
-35.1% |
3-02 |
ATR |
1-11 |
1-10 |
-0-01 |
-3.1% |
0-00 |
Volume |
177,873 |
161,620 |
-16,253 |
-9.1% |
1,249,534 |
|
Daily Pivots for day following 22-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169-26 |
169-17 |
168-04 |
|
R3 |
169-02 |
168-25 |
167-30 |
|
R2 |
168-10 |
168-10 |
167-27 |
|
R1 |
168-01 |
168-01 |
167-25 |
168-06 |
PP |
167-18 |
167-18 |
167-18 |
167-21 |
S1 |
167-09 |
167-09 |
167-21 |
167-14 |
S2 |
166-26 |
166-26 |
167-19 |
|
S3 |
166-02 |
166-17 |
167-16 |
|
S4 |
165-10 |
165-25 |
167-10 |
|
|
Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
178-22 |
177-00 |
170-27 |
|
R3 |
175-20 |
173-30 |
170-00 |
|
R2 |
172-18 |
172-18 |
169-23 |
|
R1 |
170-28 |
170-28 |
169-14 |
171-23 |
PP |
169-16 |
169-16 |
169-16 |
169-30 |
S1 |
167-26 |
167-26 |
168-28 |
168-21 |
S2 |
166-14 |
166-14 |
168-19 |
|
S3 |
163-12 |
164-24 |
168-10 |
|
S4 |
160-10 |
161-22 |
167-15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
171-07 |
167-04 |
4-03 |
2.4% |
1-05 |
0.7% |
15% |
False |
True |
212,106 |
10 |
171-07 |
166-23 |
4-16 |
2.7% |
1-07 |
0.7% |
22% |
False |
False |
234,913 |
20 |
171-07 |
161-23 |
9-16 |
5.7% |
1-08 |
0.7% |
63% |
False |
False |
236,048 |
40 |
171-07 |
160-01 |
11-06 |
6.7% |
1-10 |
0.8% |
69% |
False |
False |
124,645 |
60 |
171-07 |
159-20 |
11-19 |
6.9% |
1-07 |
0.7% |
70% |
False |
False |
83,158 |
80 |
171-07 |
159-20 |
11-19 |
6.9% |
1-00 |
0.6% |
70% |
False |
False |
62,369 |
100 |
171-07 |
159-06 |
12-01 |
7.2% |
0-28 |
0.5% |
71% |
False |
False |
49,896 |
120 |
171-07 |
152-12 |
18-27 |
11.2% |
0-23 |
0.4% |
81% |
False |
False |
41,580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
171-02 |
2.618 |
169-27 |
1.618 |
169-03 |
1.000 |
168-20 |
0.618 |
168-11 |
HIGH |
167-28 |
0.618 |
167-19 |
0.500 |
167-16 |
0.382 |
167-13 |
LOW |
167-04 |
0.618 |
166-21 |
1.000 |
166-12 |
1.618 |
165-29 |
2.618 |
165-05 |
4.250 |
163-30 |
|
|
Fisher Pivots for day following 22-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
167-21 |
167-31 |
PP |
167-18 |
167-28 |
S1 |
167-16 |
167-26 |
|