ECBOT 30 Year Treasury Bond Future September 2016
Trading Metrics calculated at close of trading on 23-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2016 |
23-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
167-09 |
167-15 |
0-06 |
0.1% |
168-14 |
High |
167-28 |
167-15 |
-0-13 |
-0.2% |
171-07 |
Low |
167-04 |
165-28 |
-1-08 |
-0.7% |
168-05 |
Close |
167-23 |
166-03 |
-1-20 |
-1.0% |
169-05 |
Range |
0-24 |
1-19 |
0-27 |
112.5% |
3-02 |
ATR |
1-10 |
1-11 |
0-01 |
3.0% |
0-00 |
Volume |
161,620 |
195,767 |
34,147 |
21.1% |
1,249,534 |
|
Daily Pivots for day following 23-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
171-08 |
170-09 |
166-31 |
|
R3 |
169-21 |
168-22 |
166-17 |
|
R2 |
168-02 |
168-02 |
166-12 |
|
R1 |
167-03 |
167-03 |
166-08 |
166-25 |
PP |
166-15 |
166-15 |
166-15 |
166-10 |
S1 |
165-16 |
165-16 |
165-30 |
165-06 |
S2 |
164-28 |
164-28 |
165-26 |
|
S3 |
163-09 |
163-29 |
165-21 |
|
S4 |
161-22 |
162-10 |
165-07 |
|
|
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 |
170-00 |
165-28 |
4-04 |
2.5% |
1-05 |
0.7% |
5% |
False |
True |
187,960 |
10 |
171-07 |
165-28 |
5-11 |
3.2% |
1-08 |
0.7% |
4% |
False |
True |
226,872 |
20 |
171-07 |
161-23 |
9-16 |
5.7% |
1-09 |
0.8% |
46% |
False |
False |
233,314 |
40 |
171-07 |
160-15 |
10-24 |
6.5% |
1-10 |
0.8% |
52% |
False |
False |
129,513 |
60 |
171-07 |
159-20 |
11-19 |
7.0% |
1-08 |
0.7% |
56% |
False |
False |
86,421 |
80 |
171-07 |
159-20 |
11-19 |
7.0% |
1-01 |
0.6% |
56% |
False |
False |
64,816 |
100 |
171-07 |
159-20 |
11-19 |
7.0% |
0-28 |
0.5% |
56% |
False |
False |
51,853 |
120 |
171-07 |
152-12 |
18-27 |
11.3% |
0-23 |
0.4% |
73% |
False |
False |
43,211 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
174-08 |
2.618 |
171-21 |
1.618 |
170-02 |
1.000 |
169-02 |
0.618 |
168-15 |
HIGH |
167-15 |
0.618 |
166-28 |
0.500 |
166-22 |
0.382 |
166-15 |
LOW |
165-28 |
0.618 |
164-28 |
1.000 |
164-09 |
1.618 |
163-09 |
2.618 |
161-22 |
4.250 |
159-03 |
|
|
Fisher Pivots for day following 23-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
166-22 |
167-03 |
PP |
166-15 |
166-24 |
S1 |
166-09 |
166-14 |
|